Physical Applications of Stochastic Processes (USB)

Media Storage Type : 32 GB USB Stick

NPTEL Subject Matter Expert : Prof. V. Balakrishnan

NPTEL Co-ordinating Institute : IIT Madras

NPTEL Lecture Count : 29

NPTEL Course Size : 27 GB

NPTEL PDF Text Transcription : Available and Included

NPTEL Subtitle Transcription : Available and Included (SRT)

Lecture Titles:

Lecture 1 - Discrete probability distributions - Part 1
Lecture 2 - Discrete probability distributions - Part 2
Lecture 3 - Continuous random variables
Lecture 4 - Central Limit Theorem
Lecture 5 - Stable distributions
Lecture 6 - Stochastic processes
Lecture 7 - Markov processes - Part 1
Lecture 8 - Markov processes - Part 2
Lecture 9 - Markov processes - Part 3
Lecture 10 - Birth-and-death processes
Lecture 11 - Continuous Markov processes
Lecture 12 - Langevin dynamics - Part 1
Lecture 13 - Langevin dynamics - Part 2
Lecture 14 - Langevin dynamics - Part 3
Lecture 15 - Langevin dynamics - Part 4
Lecture 16 - Itˆo and Fokker-Planck equations for di?usion processes
Lecture 17 - Level-crossing statistics of a continuous random process
Lecture 18 - Diffusion of a charged particle in a magnetic field
Lecture 19 - Power spectrum of noise
Lecture 20 - Elements of linear response theory
Lecture 21 - Random pulse sequences
Lecture 22 - Dichotomous di?usion
Lecture 23 - First passage time (Part 1)
Lecture 24 - First passage time (Part 2)
Lecture 25 - First passage and recurrence in Markov chains
Lecture 26 - Recurrent and transient random walks
Lecture 27 - Non-Markovian random walks
Lecture 28 - Statistical aspects of deterministic dynamics (Part 1)
Lecture 29 - Statistical aspects of deterministic dynamics (Part 2)