Lecture 6 of 39Definition and Simple Stochastic Processes
Simple Stochastic Processes
Dr. S. Dharmaraja · IIT Delhi
Credits and licence
- From
- Stochastic Processes, IIT Delhi (at NPTEL)
- Licence
- CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
- Attribution
- NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
- Who can watch
- Teens profiles and older. How courses are placed
All the lectures
- Introduction to Stochastic Processes
- Introduction to Stochastic Processes (Contd.)
- Problems in Random Variables and Distributions
- Problems in Sequences of Random Variables
- Definition, Classification and Examples
- Simple Stochastic Processes
- Stationary Processes
- Autoregressive Processes
- Introduction, Definition and Transition Probability Matrix
- Chapman-Kolmogrov Equations
- Classification of States and Limiting Distributions
- Limiting and Stationary Distributions
- Limiting Distributions, Ergodicity and Stationary Distributions
- Time Reversible Markov Chain, Application of Irreducible Markov Chain in Queueing Models
- Reducible Markov Chains
- Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix
- Limiting and Stationary Distributions, Birth Death Processes
- Poisson Processes
- M/M/1 Queueing Model
- Simple Markovian Queueing Models
- Queueing Networks
- Communication Systems
- Stochastic Petri Nets
- Conditional Expectation and Filtration
- Definition and Simple Examples
- Definition and Properties
- Processes Derived from Brownian Motion
- Stochastic Differential Equations
- Ito Integrals
- Ito Formula and its Variants
- Some Important SDE`s and Their Solutions
- Renewal Function and Renewal Equation
- Generalized Renewal Processes and Renewal Limit Theorems
- Markov Renewal and Markov Regenerative Processes
- Non Markovian Queues
- Non Markovian Queues Cont,,
- Application of Markov Regenerative Processes
- Galton-Watson Process
- Markovian Branching Process