NPTEL : Probability and Random Processes (Electronics and Communication Engineering)

Co-ordinators : Prof. Mrityunjoy Chakraborty


Lecture 1 - Introduction to the Theory of Probability

Lecture 2 - Axioms of Probability

Lecture 3 - Axioms of Probability (Continued.)

Lecture 4 - Introduction to Random Variables

Lecture 5 - Probability Distributions and Density Functions

Lecture 6 - Conditional Distribution and Density Functions

Lecture 7 - Function of a Random Variable

Lecture 8 - Function of a Random Variable (Continued.)

Lecture 9 - Mean and Variance of a Random Variable

Lecture 10 - Moments

Lecture 11 - Characteristic Function

Lecture 12 - Two Random Variables

Lecture 13 - Function of Two Random Variables

Lecture 14 - Function of Two Random Variables (Continued.)

Lecture 15 - Correlation Covariance and Related Innver

Lecture 16 - Vector Space of Random Variables

Lecture 17 - Joint Moments

Lecture 18 - Joint Characteristic Functions

Lecture 19 - Joint Conditional Densities

Lecture 20 - Joint Conditional Densities (Continued.)

Lecture 21 - Sequences of Random Variables

Lecture 22 - Sequences of Random Variables (Continued.)

Lecture 23 - Correlation Matrices and their Properties

Lecture 24 - Correlation Matrices and their Properties

Lecture 25 - Conditional Densities of Random Vectors

Lecture 26 - Characteristic Functions and Normality

Lecture 27 - Tchebycheff Inequality and Estimation of an Unknown Parameter

Lecture 28 - Central Limit Theorem

Lecture 29 - Introduction to Stochastic Process

Lecture 30 - Stationary Processes

Lecture 31 - Cyclostationary Processes

Lecture 32 - System with Random Process at Input

Lecture 33 - Ergodic Processes

Lecture 34 - Introduction to Spectral Analysis

Lecture 35 - Spectral Analysis (Continued.)

Lecture 36 - Spectrum Estimation - Non Parametric Methods

Lecture 37 - Spectrum Estimation - Parametric Methods

Lecture 38 - Autoregressive Modeling and Linear Prediction

Lecture 39 - Linear Mean Square Estimation - Wiener (FIR)

Lecture 40 - Adaptive Filtering - LMS Algorithm