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Mod-05 Lec-02 Limiting and Stationary Distributions, Birth Death Processes
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Indian Institute of Technology Delhi
Stochastic Processes
Mod-05 Lec-02 Limiting and Stationary Distributions, Birth Death Processes
Course Lectures
Mod-01 Lec-01 Introduction to Stochastic Processes
Dr. S. Dharmaraja
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Mod-01 Lec-02 Introduction to Stochastic Processes (Contd.)
Dr. S. Dharmaraja
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Mod-01 Lec-03 Problems in Random Variables and Distributions
Dr. S. Dharmaraja
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Mod-01 Lec-04 Problems in Sequences of Random Variables
Dr. S. Dharmaraja
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Mod-02 Lec-01 Definition, Classification and Examples
Dr. S. Dharmaraja
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Mod-02 Lec-02 Simple Stochastic Processes
Dr. S. Dharmaraja
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Mod-03 Lec-01 Stationary Processes
Dr. S. Dharmaraja
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Mod-03 Lec-02 Autoregressive Processes
Dr. S. Dharmaraja
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Mod-04 Lec-01 Introduction, Definition and Transition Probability Matrix
Dr. S. Dharmaraja
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Mod-04 Lec-02 Chapman-Kolmogrov Equations
Dr. S. Dharmaraja
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Mod-04 Lec-03 Classification of States and Limiting Distributions
Dr. S. Dharmaraja
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Mod-04 Lec-04 Limiting and Stationary Distributions
Dr. S. Dharmaraja
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Mod-04 Lec-05 Limiting Distributions, Ergodicity and Stationary Distributions
Dr. S. Dharmaraja
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Mod-04 Lec-06 Time Reversible Markov Chain
Dr. S. Dharmaraja
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Mod-04 Lec-07 Reducible Markov Chains
Dr. S. Dharmaraja
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Mod-05 Lec-01 Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix
Dr. S. Dharmaraja
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Mod-05 Lec-02 Limiting and Stationary Distributions, Birth Death Processes
Dr. S. Dharmaraja
Playing
Mod-05 Lec-03 Poisson Processes
Dr. S. Dharmaraja
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Mod-05 Lec-04 M/M/1 Queueing Model
Dr. S. Dharmaraja
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Mod-05 Lec-05 Simple Markovian Queueing Models
Dr. S. Dharmaraja
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Mod-05 Lec-06 Queueing Networks
Dr. S. Dharmaraja
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Mod-05 Lec-07 Communication Systems
Dr. S. Dharmaraja
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Mod-05 Lec-08 Stochastic Petri Nets
Dr. S. Dharmaraja
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Mod-06 Lec-01 Conditional Expectation and Filtration
Dr. S. Dharmaraja
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Mod-06 Lec-02 Definition and Simple Examples
Dr. S. Dharmaraja
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Mod-07 Lec-01 Definition and Properties
Dr. S. Dharmaraja
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Mod-07 Lec-02 Processes Derived from Brownian Motion
Dr. S. Dharmaraja
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Mod-07 Lec-03 Stochastic Differential Equations
Dr. S. Dharmaraja
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Mod-07 Lec-04 Ito Integrals
Dr. S. Dharmaraja
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Mod-07 Lec-05 Ito Formula and its Variants
Dr. S. Dharmaraja
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Mod-07 Lec-06 Some Important SDE`s and Their Solutions
Dr. S. Dharmaraja
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Mod-08 Lec-01 Renewal Function and Renewal Equation
Dr. S. Dharmaraja
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Mod-08 Lec-02 Generalized Renewal Processes and Renewal Limit Theorems
Dr. S. Dharmaraja
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Mod-08 Lec-03 Markov Renewal and Markov Regenerative Processes
Dr. S. Dharmaraja
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Mod-08 Lec-04 Non Markovian Queues
Dr. S. Dharmaraja
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Mod-08 Lec-05 Non Markovian Queues Cont,,
Dr. S. Dharmaraja
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Mod-08 Lec-06 Application of Markov Regenerative Processes
Dr. S. Dharmaraja
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Mod-09 Lec-01 Galton-Watson Process
Dr. S. Dharmaraja
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Mod-09 Lec-02 Markovian Branching Process
Dr. S. Dharmaraja
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