Modules / Lectures
Module NameDownloadDescriptionDownload Size
Probability Theory RefresherFAQ of Module 1Probability Theory Refresher837
Definition and Simple Stochastic ProcessesFAQ of Module2Definition and Simple Stochastic Processes812
Stationary and Auto Regressive ProcessesFAQ of Module 3Stationary and Auto Regressive Processes852
Discrete-time Markov ChainFAQ of Module 4Discrete-time Markov Chain840
Continuous-time Markov ChainFAQ of Module 5Continuous-time Markov Chain891
MartingalesFAQ of Module 6Martingales813
Brownian Motion and its ApplicationsFAQ of Module 7Brownian Motion and its Applications821
Renewal ProcessesFAQ of Module 8Renewal Processes835
Branching ProcessesFAQ of Module 9Branching Processes839

Sl.No Chapter Name English
1Introduction to Stochastic ProcessesPDF unavailable
2Introduction to Stochastic Processes (Contd.) PDF unavailable
3Problems in Random Variables and Distributions PDF unavailable
4Problems in Sequences of Random Variables PDF unavailable
5Definition, Classification and Examples PDF unavailable
6Simple Stochastic Processes PDF unavailable
7Stationary Processes PDF unavailable
8Autoregressive Processes PDF unavailable
9Introduction, Definition and Transition Probability Matrix PDF unavailable
10Chapman-Kolmogrov EquationsPDF unavailable
11Classification of States and Limiting DistributionsPDF unavailable
12Limiting and Stationary DistributionsPDF unavailable
13Limiting Distributions, Ergodicity and Stationary DistributionsPDF unavailable
14Time Reversible Markov Chain, Application of Irreducible Markov Chain in Queueing ModelsPDF unavailable
15Reducible Markov ChainsPDF unavailable
16Definition, Kolmogrov Differential Equations and Infinitesimal Generator MatrixPDF unavailable
17Limiting and Stationary Distributions, Birth Death ProcessesPDF unavailable
18Poisson ProcessesPDF unavailable
19M/M/1 Queueing ModelPDF unavailable
20Simple Markovian Queueing ModelsPDF unavailable
21Queueing NetworksPDF unavailable
22Communication SystemsPDF unavailable
23Stochastic Petri NetsPDF unavailable
24Conditional Expectation and FiltrationPDF unavailable
25Definition and Simple ExamplesPDF unavailable
26Definition and PropertiesPDF unavailable
27Processes Derived from Brownian MotionPDF unavailable
28Stochastic Differential EquationsPDF unavailable
29Ito IntegralsPDF unavailable
30Ito Formula and its VariantsPDF unavailable
31Some Important SDE`s and Their SolutionsPDF unavailable
32Renewal Function and Renewal EquationPDF unavailable
33Generalized Renewal Processes and Renewal Limit TheoremsPDF unavailable
34Markov Renewal and Markov Regenerative ProcessesPDF unavailable
35Non Markovian QueuesPDF unavailable
36Non Markovian Queues Cont,,PDF unavailable
37Application of Markov Regenerative ProcessesPDF unavailable
38Galton-Watson ProcessPDF unavailable
39Markovian Branching ProcessPDF unavailable

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