This course explanations and expositions of probability and stochastic processes concepts which they need for their experiments and research. It also covers theoretical concepts of probability and stochastic processes pertaining to handling various stochastic modeling. This course provides random variable, distributions, moments, modes of convergences, classification and properties of stochastic processes, stationary processes, discrete and continuous time Markov chains and simple Markovian queueing models. INTENDED AUDIENCE : Under-graduate students of electrical engineering, computer engineering, mechanical engineering, civil engineering and mathematics and computing PREREQUISITES : A basic course on Calculus and Linear Algebra INDUSTRY SUPPORT : Fractal Analytics, Genpact, Goldman Sachs, FinMechanics, Deutsche Bank and other finance companies.
Introduction to Probability Theory and Stochastic Processes
Indian Institute of Technology Delhi and NPTEL via Swayam
Overview
Syllabus
Week 1 : Basics of Probability
Week 2 : Random Variable
Week 3 : Moments and Inequalities
Week 4 : Standard Distributions
Week 5 : Higher Dimensional Distributions
Week 6 : Functions of Several Random Variables
Week 7 : Cross Moments
Week 8 : Limiting Distributions
Week 9 : Introduction to Stochastic Processes (SPs)
Week 10 : Discrete-time Markov Chains (DTMCs)
Week 11 : Continuous-time Markov Chains (CTMCs)
Week 12 : Simple Markovian Queueing Models
Taught by
Prof. S Dharmaraja
