S. Dharmaraja: Stochastic Processes (IIT Delhi)

# playlist of the 39 videos (click the up-left corner of the video)

source: nptelhrd     2013年6月20日
Mathematics - Stochastic Processes by Dr. S. Dharmaraja, Department of Mathematics, IIT Delhi. For more details on NPTEL visit http://nptel.iitm.ac.in

Mod-01 Lec-01 Introduction to Stochastic Processes 55:11
Mod-01 Lec-02 Introduction to Stochastic Processes (Contd.) 59:10
Mod-01 Lec-03 Problems in Random Variables and Distributions 48:40
Mod-01 Lec-04 Problems in Sequences of Random Variables 41:18
Mod-02 Lec-01 Definition, Classification and Examples 50:35
Mod-02 Lec-02 Simple Stochastic Processes 57:02
Mod-03 Lec-01 Stationary Processes 54:37
Mod-03 Lec-02 Autoregressive Processes 1:02:14
Mod-04 Lec-01 Introduction, Definition and Transition Probability Matrix 56:01
Mod-04 Lec-02 Chapman-Kolmogrov Equations 56:45
Mod-04 Lec-03 Classification of States and Limiting Distributions 51:14
Mod-04 Lec-04 Limiting and Stationary Distributions 59:39
Mod-04 Lec-05 Limiting Distributions, Ergodicity and Stationary Distributions 48:25
Mod-04 Lec-06 Time Reversible Markov Chain 56:31
Mod-04 Lec-07 Reducible Markov Chains 55:41
Mod-05 Lec-01 Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix 55:24
Mod-05 Lec-02 Limiting and Stationary Distributions, Birth Death Processes 58:36
Mod-05 Lec-03 Poisson Processes 56:09
Mod-05 Lec-04 M/M/1 Queueing Model 56:23
Mod-05 Lec-05 Simple Markovian Queueing Models 58:03
Mod-05 Lec-06 Queueing Networks  58:43
Mod-05 Lec-07 Communication Systems 51:18
Mod-05 Lec-08 Stochastic Petri Nets 58:01
Mod-06 Lec-01 Conditional Expectation and Filtration 48:45
Mod-06 Lec-02 Definition and Simple Examples 55:51
Mod-07 Lec-01 Definition and Properties 46:41
Mod-07 Lec-02 Processes Derived from Brownian Motion 39:29
Mod-07 Lec-03 Stochastic Differential Equations 47:38
Mod-07 Lec-04 Ito Integrals 50:15
Mod-07 Lec-05 Ito Formula and its Variants 39:53
Mod-07 Lec-06 Some Important SDE`s and Their Solutions 39:31
Mod-08 Lec-01 Renewal Function and Renewal Equation 46:48
Mod-08 Lec-02 Generalized Renewal Processes and Renewal Limit Theorems 37:58
Mod-08 Lec-03 Markov Renewal and Markov Regenerative Processes 1:01:08
Mod-08 Lec-04 Non Markovian Queues 39:39
Mod-08 Lec-05 Non Markovian Queues Cont,, 44:25
Mod-08 Lec-06 Application of Markov Regenerative Processes 47:43
Mod-09 Lec-01 Galton-Watson Process 43:48
Mod-09 Lec-02 Markovian Branching Process 46:06