Physics - Physical Applications of Stochastic Processes

Physical Applications of Stochastic Processes by Prof. V. Balakrishnan,Department of Physics,IIT Madras.For more details on NPTEL visit http://nptel.ac.in

Curated by: nptelhrd (29 videos)

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Currently Playing: Mod-01 Lec-18 Diffusion of a charged particle in a magnetic field

Physical Applications of Stochastic Processes by Prof. V. Balakrishnan,Department of Physics,IIT Madras.For more details on NPTEL visit http://nptel.ac.in

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Tracks in this Playlist

• Mod-01 Lec-01 Discrete probability distributions (Part 1)
• Mod-01 Lec-02 Discrete probability distributions (Part 2)
• Mod-01 Lec-03 Continuous random variables
• Mod-01 Lec-04 Central Limit Theorem
• Mod-01 Lec-05 Stable distributions
• Mod-01 Lec-06 Stochastic processes
• Mod-01 Lec-07 Markov processes (Part 1)
• Mod-01 Lec-08 Markov processes (Part 2)
• Mod-01 Lec-09 Markov processes (Part 3)
• Mod-01 Lec-10 Birth-and-death processes
• Mod-01 Lec-11 Continous Markov processes
• Mod-01 Lec-12 Langevin dynamics (Part 1)
• Mod-01 Lec-13 Langevin dynamics (Part 2)
• Mod-01 Lec-14 Langevin dynamics (Part 3)
• Mod-01 Lec-15 Langevin dynamics (Part 4)
• Mod-01 Lec-16 Ito^ and Fokker-Planck equations for diffusion processes
• Mod-01 Lec-17 Level-crossing statistics of a continuous random process
• Mod-01 Lec-18 Diffusion of a charged particle in a magnetic field
• Mod-01 Lec-19 Power spectrum of noise
• Mod-01 Lec-20 Elements of linear response theory
• Mod-01 Lec-21 Random pulse sequences
• Mod-01 Lec-22 Dichotomous diffusion
• Mod-01 Lec-23 First passage time (Part 1)
• Mod-01 Lec-24 First passage time (Part 2)
• Mod-01 Lec-25 First passage and recurrence in Markov chains
• Mod-01 Lec-26 Recurrent and transient random walks
• Mod-01 Lec-27 Non-Markovian random walks
• Mod-01 Lec-28 Statistical aspects of deterministic dynamics (Part 1)
• Mod-01 Lec-29 Statistical aspects of deterministic dynamics (Part 2)