Stochastic Processes Video Lectures

Stochastic Processes
'Stochastic Processes' Video Lectures by Dr. S. Dharmaraja from IIT Delhi
"Stochastic Processes" - Video Lectures
1. Introduction to Stochastic Processes
2. Introduction to Stochastic Processes (Contd.)
3. Problems in Random Variables and Distributions
4. Problems in Sequences of Random Variables
5. Definition, Classification and Examples
6. Simple Stochastic Processes
7. Stationary Processes
8. Autoregressive Processes
9. Introduction, Definition and Transition Probability Matrix
10. Chapman-Kolmogrov Equations
11. Classification of States and Limiting Distributions
12. Limiting and Stationary Distributions
13. Limiting Distributions, Ergodicity and Stationary Distributions
14. Time Reversible Markov Chain, Application of Irreducible Markov Chain in Queueing Models
15. Reducible Markov Chains
16. Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix
17. Limiting and Stationary Distributions, Birth Death Processes
18. Poisson Processes
19. M/M/1 Queueing Model
20. Simple Markovian Queueing Models
21. Queueing Networks
22. Communication Systems
23. Stochastic Petri Nets
24. Conditional Expectation and Filtration
25. Definition and Simple Examples
26. Definition and Properties
27. Processes Derived from Brownian Motion
28. Stochastic Differential Equations
29. Ito Integrals
30. Ito Formula and its Variants
31. Some Important SDE`s and Their Solutions
32. Renewal Function and Renewal Equation
33. Generalized Renewal Processes and Renewal Limit Theorems
34. Markov Renewal and Markov Regenerative Processes
35. Non Markovian Queues
36. Non Markovian Queues Cont,,
37. Application of Markov Regenerative Processes
38. Galton-Watson Process
39. Markovian Branching Process
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