NPTEL : Stochastic Processes (Mathematics)

Co-ordinators : Dr. S. Dharmaraja


Lecture 1 - Introduction to Stochastic Processes

Lecture 2 - Introduction to Stochastic Processes (Continued.)

Lecture 3 - Problems in Random Variables and Distributions

Lecture 4 - Problems in Sequences of Random Variables

Lecture 5 - Definition, Classification and Examples

Lecture 6 - Simple Stochastic Processes

Lecture 7 - Stationary Processes

Lecture 8 - Autoregressive Processes

Lecture 9 - Introduction, Definition and Transition Probability Matrix

Lecture 10 - Chapman-Kolmogrov Equations

Lecture 11 - Classification of States and Limiting Distributions

Lecture 12 - Limiting and Stationary Distributions

Lecture 13 - Limiting Distributions, Ergodicity and Stationary Distributions

Lecture 14 - Time Reversible Markov Chain, Application of Irreducible Markov Chain in Queueing Models

Lecture 15 - Reducible Markov Chains

Lecture 16 - Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix

Lecture 17 - Limiting and Stationary Distributions, Birth Death Processes

Lecture 18 - Poisson Processes

Lecture 19 - M/M/1 Queueing Model

Lecture 20 - Simple Markovian Queueing Models

Lecture 21 - Queueing Networks

Lecture 22 - Communication Systems

Lecture 23 - Stochastic Petri Nets

Lecture 24 - Conditional Expectation and Filtration

Lecture 25 - Definition and Simple Examples

Lecture 26 - Definition and Properties

Lecture 27 - Processes Derived from Brownian Motion

Lecture 28 - Stochastic Differential Equations

Lecture 29 - Ito Integrals

Lecture 30 - Ito Formula and its Variants

Lecture 31 - Some Important SDE`s and Their Solutions

Lecture 32 - Renewal Function and Renewal Equation

Lecture 33 - Generalized Renewal Processes and Renewal Limit Theorems

Lecture 34 - Markov Renewal and Markov Regenerative Processes

Lecture 35 - Non Markovian Queues

Lecture 36 - Non Markovian Queues Cont,,

Lecture 37 - Application of Markov Regenerative Processes

Lecture 38 - Galton-Watson Process

Lecture 39 - Markovian Branching Process