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Course10810311224 lectures

Advanced Topics in Probability and Random Processes

Prof. P. K. Bora · IIT Guwahati

Start with lecture 1 At NPTEL

Lectures

Week 1: Introduction to probability and Random Variable

  1. Probability Basics Video
  2. Random Variable-I Video
  3. Random Variable-II Video

Week 2: Random process basics and infinite sequence of events

  1. Random Vectors and Random Processes Video
  2. Infinite Sequence of Events-l Video
  3. Infinite Sequence of Events-ll Video

Week 3: Convergence of Sequence of Random Variables

  1. Convergence of Sequence of Random Variables Video
  2. Weak Convergence-I Video
  3. Weak Convergence-II Video

Week 4: Applications of Convergence Theory

  1. Laws of Large Numbers Video
  2. Central Limit Theorem Video
  3. Large Deviation Theory Video

Week 5: Markov Chain

  1. Crammer's Theorem for Large Deviation Video
  2. Introduction to Markov Processes Video
  3. Discrete Time Markov Chain Video

Week 6: Discrete Time Markov Chain

  1. Discrete Time Markov Chain-2 Video
  2. Discrete Time Markov Chain-3 Video
  3. Discrete Time Markov Chain-4 Video
  4. Discrete Time Markov Chain-5 Video

Week 7: Continuous Time Markov Chain

  1. Continuous Time Markov Chain - 1 Video
  2. Continuous Time Markov Chain - 2 Video
  3. Continuous Time Markov Chain - 3 Video

Week 8: Martingale Process

  1. Martingale Process-1 Video
  2. Martingle Process-2 Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Guwahati
Department
Electrical Engineering
Teacher
Prof. P. K. Bora
Level
Undergraduate
Language
English
Subjects
Engineering
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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