V. Balakrishnan: Physical Applications of Stochastic Processes (IIT Madras)

# playlist of the 29 videos (click the up-left corner of the video)

source: nptelhrd 2015年11月17日
Physics - Physical Applications of Stochastic Processes by Prof. V. Balakrishnan, Department of Physics, IIT Madras. For more details on NPTEL visit http://nptel.ac.in

Lec-01 Discrete probability distributions (Part 1) 1:02:41
Lec-02 Discrete probability distributions (Part 2) 54:54
Lec-03 Continuous random variables 56:50
Lec-04 Central Limit Theorem 1:00:54
Lec-05 Stable distributions 1:08:37
Lec-06 Stochastic processes 1:00:20
Lec-07 Markov processes (Part 1) 54:12
Lec-08 Markov processes (Part 2) 1:02:21
Lec-09 Markov processes (Part 3) 52:22
Lec-10 Birth-and-death processes 51:20
Lec-11 Continuous Markov processes 57:36
Lec-12 Langevin dynamics (Part 1) 57:53
Lec-13 Langevin dynamics (Part 2) 51:46
Lec-14 Langevin dynamics (Part 3) 58:39
Lec-15 Langevin dynamics (Part 4) 57:15
Lec-16 Ito^ and Fokker-Planck equations for diffusion processes 47:42
Lec-17 Level-crossing statistics of a continuous random process 54:33
Lec-18 Diffusion of a charged particle in a magnetic field 59:56
Lec-19 Power spectrum of noise 53:38
Lec-20 Elements of linear response theory 1:01:50
Lec-21 Random pulse sequences 57:33
Lec-22 Dichotomous diffusion 1:07:31
Lec-23 First passage time (Part 1) 59:50
Lec-24 First passage time (Part 2) 1:03:14
Lec-25 First passage and recurrence in Markov chains 1:06:21
Lec-26 Recurrent and transient random walks 1:11:49
Lec-27 Non-Markovian random walks 51:31
Lec-28 Statistical aspects of deterministic dynamics (Part 1) 54:36
Lec-29 Statistical aspects of deterministic dynamics (Part 2)