# Stochastic Processes

- Institution: IIT Delhi
- Department: Mathematics
- Teacher: Dr. S. Dharmaraja
- Level: Undergraduate
- Language: English
- Subjects: Mathematics
- Source: [NPTEL](https://nptel.ac.in/courses/111102014)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/111102014)
- Who can watch: Teens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

## Lectures

1. [Introduction to Stochastic Processes](https://invisiblenetwork.ai/learn/nptel/111102014/61a973a513cd) (Video)
2. [Introduction to Stochastic Processes (Contd.)](https://invisiblenetwork.ai/learn/nptel/111102014/cf142bdf66dd) (Video)
3. [Problems in Random Variables and Distributions](https://invisiblenetwork.ai/learn/nptel/111102014/59df7ee59959) (Video)
4. [Problems in Sequences of Random Variables](https://invisiblenetwork.ai/learn/nptel/111102014/350efbdab3a8) (Video)
5. [Definition, Classification and Examples](https://invisiblenetwork.ai/learn/nptel/111102014/93ee1a169be2) (Video)
6. [Simple Stochastic Processes](https://invisiblenetwork.ai/learn/nptel/111102014/e498df50e99d) (Video)
7. [Stationary Processes](https://invisiblenetwork.ai/learn/nptel/111102014/23f51c9b9866) (Video)
8. [Autoregressive Processes](https://invisiblenetwork.ai/learn/nptel/111102014/ae55b1561524) (Video)
9. [Introduction, Definition and Transition Probability Matrix](https://invisiblenetwork.ai/learn/nptel/111102014/7897b442846f) (Video)
10. [Chapman-Kolmogrov Equations](https://invisiblenetwork.ai/learn/nptel/111102014/4ec8c8dd5420) (Video)
11. [Classification of States and Limiting Distributions](https://invisiblenetwork.ai/learn/nptel/111102014/4522654f0756) (Video)
12. [Limiting and Stationary Distributions](https://invisiblenetwork.ai/learn/nptel/111102014/5d9f6b39a76d) (Video)
13. [Limiting Distributions, Ergodicity and Stationary Distributions](https://invisiblenetwork.ai/learn/nptel/111102014/f555fa8fbc7e) (Video)
14. [Time Reversible Markov Chain, Application of Irreducible Markov Chain in Queueing Models](https://invisiblenetwork.ai/learn/nptel/111102014/0c4682938e95) (Video)
15. [Reducible Markov Chains](https://invisiblenetwork.ai/learn/nptel/111102014/5c96e396d36a) (Video)
16. [Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix](https://invisiblenetwork.ai/learn/nptel/111102014/cb3889ecba38) (Video)
17. [Limiting and Stationary Distributions, Birth Death Processes](https://invisiblenetwork.ai/learn/nptel/111102014/b18c9e7a2885) (Video)
18. [Poisson Processes](https://invisiblenetwork.ai/learn/nptel/111102014/7b8d644b9526) (Video)
19. [M/M/1 Queueing Model](https://invisiblenetwork.ai/learn/nptel/111102014/7c17f6f34805) (Video)
20. [Simple Markovian Queueing Models](https://invisiblenetwork.ai/learn/nptel/111102014/5fce6863212d) (Video)
21. [Queueing Networks](https://invisiblenetwork.ai/learn/nptel/111102014/3f8c8fdc1336) (Video)
22. [Communication Systems](https://invisiblenetwork.ai/learn/nptel/111102014/920c5f17ba58) (Video)
23. [Stochastic Petri Nets](https://invisiblenetwork.ai/learn/nptel/111102014/a97987eb71bb) (Video)
24. [Conditional Expectation and Filtration](https://invisiblenetwork.ai/learn/nptel/111102014/064791a854fb) (Video)
25. [Definition and Simple Examples](https://invisiblenetwork.ai/learn/nptel/111102014/34e57317bded) (Video)
26. [Definition and Properties](https://invisiblenetwork.ai/learn/nptel/111102014/412c8626f3bd) (Video)
27. [Processes Derived from Brownian Motion](https://invisiblenetwork.ai/learn/nptel/111102014/9b4c91168e4f) (Video)
28. [Stochastic Differential Equations](https://invisiblenetwork.ai/learn/nptel/111102014/b222871ef8e0) (Video)
29. [Ito Integrals](https://invisiblenetwork.ai/learn/nptel/111102014/84bd834c2148) (Video)
30. [Ito Formula and its Variants](https://invisiblenetwork.ai/learn/nptel/111102014/2d0ef428c624) (Video)
31. [Some Important SDE`s and Their Solutions](https://invisiblenetwork.ai/learn/nptel/111102014/07d65d55bb84) (Video)
32. [Renewal Function and Renewal Equation](https://invisiblenetwork.ai/learn/nptel/111102014/ec943731cfc2) (Video)
33. [Generalized Renewal Processes and Renewal Limit Theorems](https://invisiblenetwork.ai/learn/nptel/111102014/549d61ebafd4) (Video)
34. [Markov Renewal and Markov Regenerative Processes](https://invisiblenetwork.ai/learn/nptel/111102014/ce8cc1d8cdde) (Video)
35. [Non Markovian Queues](https://invisiblenetwork.ai/learn/nptel/111102014/4cd53552d5d8) (Video)
36. [Non Markovian Queues Cont,,](https://invisiblenetwork.ai/learn/nptel/111102014/4e7cf635d029) (Video)
37. [Application of Markov Regenerative Processes](https://invisiblenetwork.ai/learn/nptel/111102014/71b90327760f) (Video)
38. [Galton-Watson Process](https://invisiblenetwork.ai/learn/nptel/111102014/120f9f77b004) (Video)
39. [Markovian Branching Process](https://invisiblenetwork.ai/learn/nptel/111102014/e4489d3fdf8e) (Video)