NOC:Discrete-time Markov Chains and Poission Processes

Lecture 1 - Review of Basic Probability - I

Lecture 2 - Review of Basic Probability - II

Lecture 3 - Review of Basic Probability - III

Lecture 4 - Stochastic Processes

Lecture 5 - Definition of Markov Chain and Transition Probabilities

Lecture 6 - Markov Property and Chapman-Kolmogorov Equations

Lecture 7 - Chapman-Kolmogorov Equations: Examples

Lecture 8 - Accessibility and Communication of States

Lecture 9 - Hitting Time - I

Lecture 10 - Hitting Time - II

Lecture 11 - Hitting Time - III

Lecture 12 - Strong Markov Property

Lecture 13 - Passage Time and Excursion

Lecture 14 - Number of Visits

Lecture 15 - Class Property

Lecture 16 - Transience and Recurrence of Random Walks

Lecture 17 - Stationary Distribution - I

Lecture 18 - Stationary Distribution - II

Lecture 19 - Stationary Distribution - III

Lecture 20 - Limit Theorems - I

Lecture 21 - Limit Theorems - II

Lecture 22 - Some Problems - I

Lecture 23 - Some Problems - II

Lecture 24 - Time Reversibility

Lecture 25 - Properties of Exponential Distribution

Lecture 26 - Some Problems

Lecture 27 - Order Statistics

Lecture 28 - Poisson Processes

Lecture 29 - Poisson Thinning - I

Lecture 30 - Poisson Thinning - II

Lecture 31 - Conditional Arrival Times

Lecture 32 - Independent Poisson Processes

Lecture 33 - Some Problems

Lecture 34 - Compound Poisson Processes