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Course11510608929 lectures

Physical Applications of Stochastic Processes

Prof. V. Balakrishnan · IIT Madras

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Lectures

Physical Applications of Stochastic Processes

  1. Discrete probability distributions (Part 1) Video
  2. Discrete probability distributions (Part 2) Video
  3. Continuous random variables Video
  4. Central Limit Theorem Video
  5. Stable distributions Video
  6. Stochastic processes Video
  7. Markov processes (Part 1) Video
  8. Markov processes (Part 2) Video
  9. Markov processes (Part 3) Video
  10. Birth-and-death processes Video
  11. Continuous Markov processes Video
  12. Langevin dynamics (Part 1) Video
  13. Langevin dynamics (Part 2) Video
  14. Langevin dynamics (Part 3) Video
  15. Langevin dynamics (Part 4) Video
  16. Itˆo and Fokker-Planck equations for di?usion processes Video
  17. Level-crossing statistics of a continuous random process Video
  18. Diffusion of a charged particle in a magnetic field Video
  19. Power spectrum of noise Video
  20. Elements of linear response theory Video
  21. Random pulse sequences Video
  22. Dichotomous di?usion Video
  23. First passage time (Part 1) Video
  24. First passage time (Part 2) Video
  25. First passage and recurrence in Markov chains Video
  26. Recurrent and transient random walks Video
  27. Non-Markovian random walks Video
  28. Statistical aspects of deterministic dynamics (Part 1) Video
  29. Statistical aspects of deterministic dynamics (Part 2) Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Madras
Department
Physics
Teacher
Prof. V. Balakrishnan
Level
Undergraduate
Language
English
Subjects
Physics
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.
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