Introduction to Stochastic Processes and its Applications (DVD)
Media Storage Type : DVD-ROM
NPTEL Course Name : Introduction to Stochastic Processes and its Applications
NPTEL Subject Matter Expert : Dr. Raghu Nandan Sengupta
NPTEL Co-ordinating Institute : IIT Kanpur
NPTEL Lecture Count : 40
Lecture Titles:
Lecture 1 - Introduction to Stochastic Process
Lecture 2 - Random Walks
Lecture 3 - Markov Chains
Lecture 4 - Markov Process
Lecture 5 - Posson Process
Lecture 6 - Derivation of Poisson Process
Lecture 7 - Poisson Process Continued
Lecture 8 - Some other cocenpts related to Poisson Process
Lecture 9 - Branching process
Lecture 10 - Application of Markov Chains
Lecture 11 - Application of Markov Process
Lecture 12 - Weiner Process
Lecture 13 - Differential Equation for Weiner Process
Lecture 14 - Renewal Theory
Lecture 15 - Renewal Theory Continued
Lecture 16 - Proof of Renewal Theory
Lecture 17 - Limit Theorems
Lecture 18 - Renewal Process Continued
Lecture 19 - Application of Renewal Theory
Lecture 20 - New Multi-Stage Sampling Procedure
Lecture 21 - Theoretical Backgground for the Simulation Study to study Sequential Sampling Procedures
Lecture 22 - Practical Application of Sequential Sampling Procedure
Lecture 23 - More Practical Application of Sequential Sampling Procedure
Lecture 24 - Random woalk and other areas
Lecture 25 - Diffusion Process
Lecture 26 - Properties of Brownian Motion
Lecture 27 - Martingles
Lecture 28 - Random Walks in more than one dimension
Lecture 29 - Application of stochastic processes in Queueing Theory
Lecture 30 - Examples of application of stochastic processes in Queueing Theory
Lecture 31 - Application of stochastic processes in Scheduling with examples
Lecture 32 - Scheduling Rules
Lecture 33 - Application of stochastic processes in Manufacturing with examples
Lecture 34 - Profit Maximization in Manufacturing Process
Lecture 35 - Option Pricing
Lecture 36 - Black-Scholes Model
Lecture 37 - Application of renewal theorey in Marketing with examples
Lecture 38 - Examples of Application of renewal theorey in Marketing
Lecture 39 - Application of Markov chain in trying to judge the efficiency of algorithms in OR
Lecture 40 - Use of Markov Chain Monte Carlo Method