Mathematics - Stochastic Processes (English)

   Thursday, April 03, 2025   

Starting a new Lecture Notes Series on Mathematics - Stochastic Processes

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Mathematics - Stochastic Processes By Lecture Notes together!

Lecture 1: Mod-01 Lec-01 Introduction to Stochastic Processes

Lecture 2: Mod-01 Lec-02 Introduction to Stochastic Processes (Contd.)

Lecture 3: Mod-01 Lec-03 Problems in Random Variables and Distributions

Lecture 4: Mod-01 Lec-04 Problems in Sequences of Random Variables

Lecture 5: Mod-02 Lec-01 Definition, Classification and Examples

Lecture 6: Mod-02 Lec-02 Simple Stochastic Processes

Lecture 7: Mod-03 Lec-01 Stationary Processes

Lecture 8: Mod-03 Lec-02 Autoregressive Processes

Lecture 9: Mod-04 Lec-01 Introduction, Definition and Transition Probability Matrix

Lecture 10: Mod-04 Lec-02 Chapman-Kolmogrov Equations

Lecture 11: Mod-04 Lec-03 Classification of States and Limiting Distributions

Lecture 12: Mod-04 Lec-04 Limiting and Stationary Distributions

Lecture 13: Mod-04 Lec-05 Limiting Distributions, Ergodicity and Stationary Distributions

Lecture 14: Mod-04 Lec-06 Time Reversible Markov Chain

Lecture 15: Mod-04 Lec-07 Reducible Markov Chains

Lecture 16: Mod-05 Lec-01 Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix

Lecture 17: Mod-05 Lec-02 Limiting and Stationary Distributions, Birth Death Processes

Lecture 18: Mod-05 Lec-03 Poisson Processes

Lecture 19: Mod-05 Lec-04 M/M/1 Queueing Model

Lecture 20: Mod-05 Lec-05 Simple Markovian Queueing Models

Lecture 21: Mod-05 Lec-06 Queueing Networks

Lecture 22: Mod-05 Lec-07 Communication Systems

Lecture 23: Mod-05 Lec-08 Stochastic Petri Nets

Lecture 24: Mod-06 Lec-01 Conditional Expectation and Filtration

Lecture 25: Mod-06 Lec-02 Definition and Simple Examples

Lecture 26: Mod-07 Lec-01 Definition and Properties

Lecture 27: Mod-07 Lec-02 Processes Derived from Brownian Motion

Lecture 28: Mod-07 Lec-03 Stochastic Differential Equations

Lecture 29: Mod-07 Lec-04 Ito Integrals

Lecture 30: Mod-07 Lec-05 Ito Formula and its Variants

Lecture 31: Mod-07 Lec-06 Some Important SDE`s and Their Solutions

Lecture 32: Mod-08 Lec-01 Renewal Function and Renewal Equation

Lecture 33: Mod-08 Lec-02 Generalized Renewal Processes and Renewal Limit Theorems

Lecture 34: Mod-08 Lec-03 Markov Renewal and Markov Regenerative Processes

Lecture 35: Mod-08 Lec-04 Non Markovian Queues

Lecture 36: Mod-08 Lec-05 Non Markovian Queues Cont,,

Lecture 37: Mod-08 Lec-06 Application of Markov Regenerative Processes

Lecture 38: Mod-09 Lec-01 Galton-Watson Process

Lecture 39: Mod-09 Lec-02 Markovian Branching Process