Stochastic Processes


Lecture 1 - Introduction to Stochastic Processes


Lecture 2 - Introduction to Stochastic Processes (Continued.)


Lecture 3 - Problems in Random Variables and Distributions


Lecture 4 - Problems in Sequences of Random Variables


Lecture 5 - Definition, Classification and Examples


Lecture 6 - Simple Stochastic Processes


Lecture 7 - Stationary Processes


Lecture 8 - Autoregressive Processes


Lecture 9 - Introduction, Definition and Transition Probability Matrix


Lecture 10 - Chapman-Kolmogrov Equations


Lecture 11 - Classification of States and Limiting Distributions


Lecture 12 - Limiting and Stationary Distributions


Lecture 13 - Limiting Distributions, Ergodicity and Stationary Distributions


Lecture 14 - Time Reversible Markov Chain, Application of Irreducible Markov Chain in Queueing Models


Lecture 15 - Reducible Markov Chains


Lecture 16 - Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix


Lecture 17 - Limiting and Stationary Distributions, Birth Death Processes


Lecture 18 - Poisson Processes


Lecture 19 - M/M/1 Queueing Model


Lecture 20 - Simple Markovian Queueing Models


Lecture 21 - Queueing Networks


Lecture 22 - Communication Systems


Lecture 23 - Stochastic Petri Nets


Lecture 24 - Conditional Expectation and Filtration


Lecture 25 - Definition and Simple Examples


Lecture 26 - Definition and Properties


Lecture 27 - Processes Derived from Brownian Motion


Lecture 28 - Stochastic Differential Equations


Lecture 29 - Ito Integrals


Lecture 30 - Ito Formula and its Variants


Lecture 31 - Some Important SDE`s and Their Solutions


Lecture 32 - Renewal Function and Renewal Equation


Lecture 33 - Generalized Renewal Processes and Renewal Limit Theorems


Lecture 34 - Markov Renewal and Markov Regenerative Processes


Lecture 35 - Non Markovian Queues


Lecture 36 - Non Markovian Queues Cont,,


Lecture 37 - Application of Markov Regenerative Processes


Lecture 38 - Galton-Watson Process


Lecture 39 - Markovian Branching Process