Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Stochastic

Related lectures (32)

Markov Chain Games Log in to Mediaspace to watch this video

Explores Markov chain games, hitting probabilities, and expected hitting times in a target set.

Stochastic Models for Communications Log in to Mediaspace to watch this video

Covers stochastic models for communication systems, including concepts like stochastic processes and Markov chains.

L-Systems: Understanding and Applications Log in to Mediaspace to watch this video

Covers the basics of L-Systems, explores various examples, discusses stochastic variations, and extends to 3D modeling.

Martingales and Brownian Motion Log in to Mediaspace to watch this video

Discusses convergence, martingales, Brownian motion, joint laws, testing procedures, and stop times.

Linear Prediction and Estimation Log in to Mediaspace to watch this video

Explores linear prediction, optimal filters, random signals, stationarity, autocorrelation, power spectral density, and Fourier transform in signal processing.

Stochastic Models for Communications: Continuous-Time Stochastic Processes - Stationarity Log in to Mediaspace to watch this video

Explores the concept of stationarity in continuous-time stochastic processes and its implications.

Stochastic Simulation: Markov Chains and Transition Matrices Log in to Mediaspace to watch this video

Explores Markov chains, transition matrices, and Bayesian statistics in stochastic simulation.

Stochastic Simulation: Theory of Markov Chains Log in to Mediaspace to watch this video

Covers the theory of Markov chains, focusing on reversible chains and detailed balance.

Stochastic Models for Communications: Discrete-Time Markov Chains - Absorption Time Log in to Mediaspace to watch this video

Discusses discrete-time Markov chains and absorption time in communication systems.

Stochastic Models for Communications: Continuous-Time Stochastic Processes Log in to Mediaspace to watch this video

Covers examples of continuous-time stochastic processes in communications.

Stochastic Simulation: Variance Reduction Techniques Log in to Mediaspace to watch this video

Explores variance reduction techniques in stochastic simulation, emphasizing the use of auxiliary random variables and sample averages to improve efficiency.

Discrete-Time Stochastic Processes: Wiener Filter Log in to Mediaspace to watch this video

Explores the Wiener filter for discrete-time stochastic processes and its applications.