Module 1:Concepts of Random walks, Markov Chains, Markov Processes
  Lecture 1:Introduction to Stochastic Process

The Lecture Contains:

Basic Introduction

Basic Probability space, sample space concepts and order of a Stochastic Process


Definition of Stochastic Process

Marginal Distributions


Gaussian Process

Random Walks

Markov Chain

Further definition of Markov Chain

Transition probability and transition matrix