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Advanced Topics in Probability and Random Processes. Instructor: Prof. P. K. Bora, Department of Electronics and Electrical Engineering, IIT Guwahati.
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English
English [CC]
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Description
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 content
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- Lecture 01 – Probability Basics Unlimited
- Lecture 02 – Random Variable Unlimited
- Lecture 03 – Random Variable (cont.) Unlimited
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- 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 13 – Cramer’s Theorem for Large Deviation Unlimited
- Lecture 14 – Introduction to Markov Processes 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
Instructor
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