Advanced Topics in Probability and Random Processes. Instructor: Prof. P. K. Bora, Department of Electronics and Electrical Engineering, IIT Guwahati.

FREE
This course includes
Hours of videos

666 years, 7 months

Units & Quizzes

24

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Certificate of Completion

The course will cover mainly two broad areas: (1) the concepts of the convergence a sequence of random variables leading to the explanation of important concepts like the laws of large numbers, central limit theorem; and (2) Markov chains that include the analysis of discrete and continuous time Markov Chains and their applications. (from nptel.ac.in)

Course Currilcum

    • Lecture 01 – Probability Basics Unlimited
    • Lecture 02 – Random Variable Unlimited
    • Lecture 03 – Random Variable (cont.) Unlimited
    • Lecture 04 – Random Vectors and Random Processes Unlimited
    • Lecture 05 – Infinite Sequence of Events Unlimited
    • Lecture 06 – Infinite Sequence of Events (cont.) Unlimited
    • Lecture 07 – Convergence of a Sequence of Random Variables Unlimited
    • Lecture 08 – Weak Convergence Unlimited
    • Lecture 09 – Weak Convergence (cont.) Unlimited
    • Lecture 10 – Laws of Large Numbers Unlimited
    • Lecture 11 – Central Limit Theorem Unlimited
    • Lecture 12 – Large Deviation Theory Unlimited
    • Lecture 13 – Cramer’s Theorem for Large Deviation Unlimited
    • Lecture 14 – Introduction to Markov Processes Unlimited
    • Lecture 15 – Discrete Time Markov Chain 1 Unlimited
    • Lecture 16 – Discrete Time Markov Chain 2 Unlimited
    • Lecture 17 – Discrete Time Markov Chain 3 Unlimited
    • Lecture 18 – Discrete Time Markov Chain 4 Unlimited
    • Lecture 19 – Discrete Time Markov Chain 5 Unlimited
    • Lecture 20 – Continuous Time Markov Chain 1 Unlimited
    • Lecture 21 – Continuous Time Markov Chain 2 Unlimited
    • Lecture 22 – Continuous Time Markov Chain 3 Unlimited
    • Lecture 23 – Martingale Process Unlimited
    • Lecture 24 – Martingale Process (cont.) Unlimited