Course1111020988 lectures
Stochastic Processes
Prof. Dharmaraja · IIT Delhi
Lectures
week-01
- Introduction and motivation for studying stochastic processes
- Probability space and conditional probability
- Random Variable and cumulative distribution function
- Discrete Uniform Distribution
- Joint Distribution of Random Variables
- Independent Random Variables, Covariance and Correlation Coefficient and Conditional Distribution
- Conditional Expectation and Covariance Matrix
- Generating Functions, Law of Large Numbers and Central Limit Theorem
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
- NPTEL gives no rating. Invisible Network shows it to Tweens profiles and older, judged from what the source says about it. How courses are placed
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