ICTS:30749

Video URL

Tutorial on Probability and Stochastic Processes

Tutorial on Probability and Stochastic Processes

(2025). Tutorial on Probability and Stochastic Processes. SciVideos. https://youtu.be/lECe_LDMXms

Tutorial on Probability and Stochastic Processes. SciVideos, Jan. 13, 2025, https://youtu.be/lECe_LDMXms 

          @misc{ scivideos_ICTS:30749,
            doi = {},
            url = {https://youtu.be/lECe_LDMXms},
            author = {},
            keywords = {},
            language = {en},
            title = {Tutorial on Probability and Stochastic Processes},
            publisher = {},
            year = {2025},
            month = {jan},
            note = {ICTS:30749 see, \url{https://scivideos.org/index.php/icts-tifr/30749}}
          }
Jacopo Grilli
Talk numberICTS:30749
Source RepositoryICTS-TIFR
Collection

Abstract

1. basics on RV (probability, moments, mgf, continuous RVs)
2. summing RVs and central limit theorem
3. sampling (binomial, poisson)
4. intro on stochastic processes
5. random walk
6. birth-death process (basics and exctintiion)
7. birth-death-migration process (stationary probability)