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Management
Introduction to Stochastic Processes and its Applications (Web)
Syllabus
Co-ordinated by :
IIT Kanpur
Available from :
2013-10-22
Lec :
1
Modules / Lectures
Concepts of Random walks, Markov Chains, Markov Processes
Introduction to Stochastic Process
Random Walks
Markov Chains
Markov Process
Poisson Process and Kolmorogov equations
Posson Process
Derivation of Poisson Process
Poisson Process Continued
Some other cocenpts related to Poisson Process
Branching process, Application of Markov chains, Markov Processes with discrete and continuous state
Branching process
Application of Markov Chains
Application of Markov Process
Weiner Process
Differential Equation for Weiner Process
Renewal Processes and Theory, Limit theorems in renewal theory
Renewal Theory
Renewal Theory Continued
Proof of Renewal Theory
Limit Theorems
Renewal Process Continued
Understanding of applications of renewal theory, Stationary Process with discrete and continuous par
Application of Renewal Theory
New Multi-Stage Sampling Procedure
Theoretical Backgground for the Simulation Study to study Sequential Sampling Procedures
Practical Application of Sequential Sampling Procedure
More Practical Application of Sequential Sampling Procedure
Random walks and related areas
Random woalk and other areas
Diffusion Process
Properties of Brownian Motion
Martingles
Random Walks in more than one dimension
Application of stochastic processes in queueing theory
Application of stochastic processes in Queueing Theory
Examples of application of stochastic processes in Queueing Theory
Application of stochastic processes in areas like scheduling
Application of stochastic processes in Scheduling with examples
Scheduling Rules
Application of stochastic processes in areas like manufacturing
Application of stochastic processes in Manufacturing with examples
Profit Maximization in Manufacturing Process
Application of stochastic processes in areas like finance
Option Pricing
Black-Scholes Model
Application of stochastic processes in areas marketing
Application of renewal theorey in Marketing with examples
Examples of Application of renewal theorey in Marketing
Application of stochastic processes in areas of engineering and management science
Application of Markov chain in trying to judge the efficiency of algorithms in OR
Use of Markov Chain Monte Carlo Method
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Concepts of Random walks, Markov Chains, Markov Processes
References
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