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Course1111020988 lectures

Stochastic Processes

Prof. Dharmaraja · IIT Delhi

Start with lecture 1 At NPTEL

Lectures

week-01

  1. Introduction and motivation for studying stochastic processes Video
  2. Probability space and conditional probability Video
  3. Random Variable and cumulative distribution function Video
  4. Discrete Uniform Distribution Video
  5. Joint Distribution of Random Variables Video
  6. Independent Random Variables, Covariance and Correlation Coefficient and Conditional Distribution Video
  7. Conditional Expectation and Covariance Matrix Video
  8. Generating Functions, Law of Large Numbers and Central Limit Theorem Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Delhi
Department
Mathematics
Teacher
Prof. Dharmaraja
Level
Undergraduate
Language
English
Subjects
Mathematics
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.
Who can watch
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