# Discrete-time Markov Chains And Poisson Processes

- Institution: IIT Guwahati
- Department: Mathematics
- Taught by: Prof. Ayon Ganguly, Prof. Subhamay Saha
- Level: Undergraduate
- Language: English
- Subjects: Mathematics
- Source: [NPTEL](https://nptel.ac.in/courses/111103158)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/111103158)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

## Lectures

1. [Lec 1: Review of Basic Probability I](https://invisiblenetwork.ai/learn/nptel/111103158/e04487f510cc) (Video)
2. [Lec 2: Review of Basic Probability II](https://invisiblenetwork.ai/learn/nptel/111103158/eff75cae6d72) (Video)
3. [Lec 3: Review of Basic Probability III](https://invisiblenetwork.ai/learn/nptel/111103158/6ac3711ba28b) (Video)
4. [Lec 4: Stochastic Processes](https://invisiblenetwork.ai/learn/nptel/111103158/110c66c522e3) (Video)
5. [Lec 5: Definition of Markov Chain and Transition Probabilities](https://invisiblenetwork.ai/learn/nptel/111103158/9ca95198b320) (Video)
6. [Lec 6: Markov Property and Chapman-Kolmogorov Equations](https://invisiblenetwork.ai/learn/nptel/111103158/707c7810e9a8) (Video)
7. [Lec 7: Chapman-Kolmogorov Equations: Examples](https://invisiblenetwork.ai/learn/nptel/111103158/95cf46964e62) (Video)
8. [Lec 8: Accessibility and Communication of States](https://invisiblenetwork.ai/learn/nptel/111103158/be8455361f4b) (Video)
9. [Lec 9: Hitting Time I](https://invisiblenetwork.ai/learn/nptel/111103158/2d15df325e05) (Video)
10. [Lec 10: Hitting Time II](https://invisiblenetwork.ai/learn/nptel/111103158/b6af1ea10338) (Video)
11. [Lec 11: Hitting Time III](https://invisiblenetwork.ai/learn/nptel/111103158/38e00959ad4d) (Video)
12. [Lec 12: Strong Markov Property](https://invisiblenetwork.ai/learn/nptel/111103158/d84e149d88e1) (Video)
13. [Lec 13: Passage Time and Excursion](https://invisiblenetwork.ai/learn/nptel/111103158/45a504f47358) (Video)
14. [Lec 14: Number of Visits](https://invisiblenetwork.ai/learn/nptel/111103158/ada02621efcc) (Video)
15. [Lec 15: Class Property](https://invisiblenetwork.ai/learn/nptel/111103158/f40fee4fe21d) (Video)
16. [Lec 16: Transience and Recurrence of Random Walks](https://invisiblenetwork.ai/learn/nptel/111103158/263c9c4cdde6) (Video)
17. [Lec 17: Stationary Distribution I](https://invisiblenetwork.ai/learn/nptel/111103158/23e4a35f9b87) (Video)
18. [Lec 18: Stationary Distribution II](https://invisiblenetwork.ai/learn/nptel/111103158/68d986801d10) (Video)
19. [Lec 19: Stationary Distribution III](https://invisiblenetwork.ai/learn/nptel/111103158/7b6c71bbfa36) (Video)
20. [Lec 20: Limit Theorems I](https://invisiblenetwork.ai/learn/nptel/111103158/0b9dae0fe488) (Video)
21. [Lec 21: Limit Theorems II](https://invisiblenetwork.ai/learn/nptel/111103158/faacdbac6bdf) (Video)
22. [Lec 22: Some Problems I](https://invisiblenetwork.ai/learn/nptel/111103158/6d272f7844f0) (Video)
23. [Lec 23: Some Problems II](https://invisiblenetwork.ai/learn/nptel/111103158/13da22394799) (Video)
24. [Lec 24: Time Reversibility](https://invisiblenetwork.ai/learn/nptel/111103158/25309d4b4d5a) (Video)
25. [Lec 25: Properties of Exponential Distribution](https://invisiblenetwork.ai/learn/nptel/111103158/415606359412) (Video)
26. [Lec 26: Some Problems](https://invisiblenetwork.ai/learn/nptel/111103158/ce30125a1af2) (Video)
27. [Lec 27: Order Statistics](https://invisiblenetwork.ai/learn/nptel/111103158/9ed6502348e2) (Video)
28. [Lec 28: Poisson Processes](https://invisiblenetwork.ai/learn/nptel/111103158/f54061c014e4) (Video)
29. [Lec 29: Poisson Thinning I](https://invisiblenetwork.ai/learn/nptel/111103158/cd838c9ecf4a) (Video)
30. [Lec 30: Poisson Thinning II](https://invisiblenetwork.ai/learn/nptel/111103158/1955a12e5434) (Video)
31. [Lec 31: Conditional Arrival Times](https://invisiblenetwork.ai/learn/nptel/111103158/17b45226adf4) (Video)
32. [Lec 32: Independent Poisson Processes](https://invisiblenetwork.ai/learn/nptel/111103158/38e8e51006e3) (Video)
33. [Lec 33: Some Problems](https://invisiblenetwork.ai/learn/nptel/111103158/0f426d7c0082) (Video)
34. [Lec 34: Compound Poisson Processes](https://invisiblenetwork.ai/learn/nptel/111103158/4f34b0ffe897) (Video)
35. [Live Session 15-03-2022](https://invisiblenetwork.ai/learn/nptel/111103158/e04487f510cc-2) (Video)