NOC:Discrete-time Markov Chains and Poission Processes

Media Storage Type : 32 GB USB Stick

NPTEL Subject Matter Expert : Prof. Ayon Ganguly, Prof. Subhamay Saha

NPTEL Co-ordinating Institute : IIT Guwahati

NPTEL Lecture Count : 34

NPTEL Course Size : 3.7 GB

NPTEL PDF Text Transcription : Available and Included

NPTEL Subtitle Transcription : Available and Included (SRT)

Lecture Titles:

Lecture 1 - Review of Basic Probability - I
Lecture 2 - Review of Basic Probability - II
Lecture 3 - Review of Basic Probability - III
Lecture 4 - Stochastic Processes
Lecture 5 - Definition of Markov Chain and Transition Probabilities
Lecture 6 - Markov Property and Chapman-Kolmogorov Equations
Lecture 7 - Chapman-Kolmogorov Equations: Examples
Lecture 8 - Accessibility and Communication of States
Lecture 9 - Hitting Time - I
Lecture 10 - Hitting Time - II
Lecture 11 - Hitting Time - III
Lecture 12 - Strong Markov Property
Lecture 13 - Passage Time and Excursion
Lecture 14 - Number of Visits
Lecture 15 - Class Property
Lecture 16 - Transience and Recurrence of Random Walks
Lecture 17 - Stationary Distribution - I
Lecture 18 - Stationary Distribution - II
Lecture 19 - Stationary Distribution - III
Lecture 20 - Limit Theorems - I
Lecture 21 - Limit Theorems - II
Lecture 22 - Some Problems - I
Lecture 23 - Some Problems - II
Lecture 24 - Time Reversibility
Lecture 25 - Properties of Exponential Distribution
Lecture 26 - Some Problems
Lecture 27 - Order Statistics
Lecture 28 - Poisson Processes
Lecture 29 - Poisson Thinning - I
Lecture 30 - Poisson Thinning - II
Lecture 31 - Conditional Arrival Times
Lecture 32 - Independent Poisson Processes
Lecture 33 - Some Problems
Lecture 34 - Compound Poisson Processes