raghu pasupathy

Introduction to Stochastic Processes by Raghu Pasupathy is licensed under a Creative Commons Attribution 4.0 International License.
raghu pasupathy

Stochastic Processes (MA,STAT 532)

Lecture Notes

lecture number 1	chapter 0 of lecture notes	preliminaries
lecture number 2	chapter 0 of lecture notes	preliminaries
lecture number 3	chapter 1 of lecture notes	stochastic processes
lecture number 4	chapter 2 of lecture notes	Poisson Process: Axioms and Construction
lecture number 5	chapter 2 of lecture notes	Poisson Process: Distribution of Arrival and Waiting Times
lecture number 6	chapter 2 of lecture notes	Poisson Process: Conditional Distribution of Arrival and Waiting Times
lecture number 7	chapter 2 of lecture notes	Pure Birth Process
lecture number 8	chapter 2 of lecture notes	nonstationary Poisson process construction
lecture number 9	chapter 2 of lecture notes	nonstationary Poisson process
lecture number 10	chapter 2 of lecture notes	nonstationary Poisson process simulation, cond. distn. calculation
lecture number 11	chapter 2 of lecture notes	nonstationary Poisson process arrival time calculation
lecture number 12	chapter 2 of lecture notes	Poisson point process
lecture number 13	chapter 3 of lecture notes	Poisson point process, Markov process
lecture number 14	chapter 3 of lecture notes	Markov chain
lecture number 15	chapter 3 of lecture notes	MC hitting time calculation, recurrence, transience
lecture number 16	chapter 3 of lecture notes	equivalence classes
lecture number 17	chapter 3 of lecture notes	state space decomposition
lecture number 18	chapter 3 of lecture notes	birth death chain, branching chain
lecture number 19	chapter 4 of lecture notes	MC infinite time behavior
lecture number 20	chapter 4 of lecture notes	MC infinite time behavior
lecture number 21	chapter 4 of lecture notes	MC infinite time behavior
lecture number 22	chapter 4 of lecture notes	MC infinite time behavior
lecture number 23	chapter 5 of lecture notes	jump processes
lecture number 24	chapter 5 of lecture notes	Markov jump processes, Chapman-Kolmogorov backward eqns
lecture number 25	chapter 5 of lecture notes	Markov jump processes, Chapman-Kolmogorov backward eqns
lecture number 26	chapter 6 of lecture notes	Second order processes
lecture number 27	chapter 6 of lecture notes	Second order processes
lecture number 28	chapter 6 of lecture notes	Second order processes
lecture number 29	chapter 6 of lecture notes	Second order processes
lecture number 30	chapter 6 of lecture notes	Second order processes: integration, differentiation

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