# Physical Applications of Stochastic Processes

- Institution: IIT Madras
- Department: Physics
- Teacher: Prof. V. Balakrishnan
- Level: Undergraduate
- Language: English
- Subjects: Physics
- Source: [NPTEL](https://nptel.ac.in/courses/115106089)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/115106089)
- Who can watch: Teens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

## Lectures

1. [Discrete probability distributions (Part 1)](https://invisiblenetwork.ai/learn/nptel/115106089/dd48192972f5) (Video)
2. [Discrete probability distributions (Part 2)](https://invisiblenetwork.ai/learn/nptel/115106089/d18ed5bdea7d) (Video)
3. [Continuous random variables](https://invisiblenetwork.ai/learn/nptel/115106089/55ad8be00474) (Video)
4. [Central Limit Theorem](https://invisiblenetwork.ai/learn/nptel/115106089/da0c4293197b) (Video)
5. [Stable distributions](https://invisiblenetwork.ai/learn/nptel/115106089/1ef30edbb5fc) (Video)
6. [Stochastic processes](https://invisiblenetwork.ai/learn/nptel/115106089/340c5e27e895) (Video)
7. [Markov processes (Part 1)](https://invisiblenetwork.ai/learn/nptel/115106089/db9e4d45344b) (Video)
8. [Markov processes (Part 2)](https://invisiblenetwork.ai/learn/nptel/115106089/fac192430ad1) (Video)
9. [Markov processes (Part 3)](https://invisiblenetwork.ai/learn/nptel/115106089/d98f24761a00) (Video)
10. [Birth-and-death processes](https://invisiblenetwork.ai/learn/nptel/115106089/ad7b7d25df77) (Video)
11. [Continuous Markov processes](https://invisiblenetwork.ai/learn/nptel/115106089/a99d397b9b4b) (Video)
12. [Langevin dynamics (Part 1)](https://invisiblenetwork.ai/learn/nptel/115106089/f541d01394bc) (Video)
13. [Langevin dynamics (Part 2)](https://invisiblenetwork.ai/learn/nptel/115106089/1f6993874f79) (Video)
14. [Langevin dynamics (Part 3)](https://invisiblenetwork.ai/learn/nptel/115106089/0225317ffffa) (Video)
15. [Langevin dynamics (Part 4)](https://invisiblenetwork.ai/learn/nptel/115106089/7bd393afbd6d) (Video)
16. [Itˆo and Fokker-Planck equations for di?usion processes](https://invisiblenetwork.ai/learn/nptel/115106089/9db3821bd2b0) (Video)
17. [Level-crossing statistics of a continuous random process](https://invisiblenetwork.ai/learn/nptel/115106089/8a780e40163f) (Video)
18. [Diffusion of a charged particle in a magnetic field](https://invisiblenetwork.ai/learn/nptel/115106089/09c399a53773) (Video)
19. [Power spectrum of noise](https://invisiblenetwork.ai/learn/nptel/115106089/248ef3f56f13) (Video)
20. [Elements of linear response theory](https://invisiblenetwork.ai/learn/nptel/115106089/100e4bc5839f) (Video)
21. [Random pulse sequences](https://invisiblenetwork.ai/learn/nptel/115106089/a8f77d7f42e2) (Video)
22. [Dichotomous di?usion](https://invisiblenetwork.ai/learn/nptel/115106089/b76fc4ae8166) (Video)
23. [First passage time (Part 1)](https://invisiblenetwork.ai/learn/nptel/115106089/3af522735704) (Video)
24. [First passage time (Part 2)](https://invisiblenetwork.ai/learn/nptel/115106089/2e3cf5951151) (Video)
25. [First passage and recurrence in Markov chains](https://invisiblenetwork.ai/learn/nptel/115106089/fcb59f9c33a0) (Video)
26. [Recurrent and transient random walks](https://invisiblenetwork.ai/learn/nptel/115106089/4e56122a64ef) (Video)
27. [Non-Markovian random walks](https://invisiblenetwork.ai/learn/nptel/115106089/c9c9d405d46f) (Video)
28. [Statistical aspects of deterministic dynamics (Part 1)](https://invisiblenetwork.ai/learn/nptel/115106089/73f2473eda9b) (Video)
29. [Statistical aspects of deterministic dynamics (Part 2)](https://invisiblenetwork.ai/learn/nptel/115106089/dd3318c0a916) (Video)