Lecture #1: Stochastic process and Markov Chain Model | Transition Probability Matrix (TPM)

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Dr. Harish Garg

Dr. Harish Garg

Күн бұрын

For Book: See the link amzn.to/2NirzXT
This video describes the basic concept and terms for the Stochastic process and Markov Chain Model. The Transition Probability Matrix is also described with Illustrative examples.
#OptimizationProbStat
Other videos ‪@DrHarishGarg‬
Lecture 1: Markov Chain & TPM: • Lecture #1: Stochastic...
Lecture 2: Problems using TPM Part 1: • Lecture #2: Solved Pro...
Lecture 3: Problems using TPM Part 2: • Lecture #3: Solved Pro...
Lecture 4: Problems using TPM Part 3: • Lecture #4: Solved Exa...
Lecture 5: Stationary Probabilities: • Lecture #5: Stationary...
Lecture 6: Chapman-Kolmogorov Equation & Theorem: • Chapman-Kolmogorov Equ...

Пікірлер: 170
@Vaibhav_Hanbar
@Vaibhav_Hanbar Жыл бұрын
03:58 Understanding stochastic process and Markov chain model with transition probability matrix 07:56 Stochastic process and Markov Chain Model 11:54 Stochastic processes are not constant but change over time, represented by finite or countable infinite values. 15:52 Markov chain depends only on the previous state, not on the remaining ones. 19:50 Transition Probability Matrix (TPM) is a square matrix where each row represents past positions and each column represents present positions. 23:48 Stochastic process and Markov Chain Model explained with Transition Probability Matrix (TPM) 27:46 Construction of Transition Probability Matrix (TPM) 31:40 Understanding Transition Probability Matrix (TPM) in Stochastic process and Markov Chain Model Crafted by Merlin AI.
@_blessed_mess_
@_blessed_mess_ 2 ай бұрын
I was so worried about this part of the syllabus until I found this video. The topic is well explained that caters perfectly to a student's understanding.Thank you so much!!!
@monirulhaque8830
@monirulhaque8830 3 жыл бұрын
The best lectures for stochastic process on youtube.
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Many thanks for the appreciation... Keep watching other videos too
@amanifadiagarroudji8976
@amanifadiagarroudji8976 2 жыл бұрын
I agree thank you professor
@khadijanafees7426
@khadijanafees7426 4 жыл бұрын
I must say that after watching alot of videos I finally found your channel. every single step is cleared now. Thanks
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
My pleasure.... Keep watching other videos too., definitely you will learn more. Happy learning
@mustafamarvat863
@mustafamarvat863 Жыл бұрын
These are the most difficult concepts to understand in the whole of probability theory but your style of teaching make it very easy to grasp it.
@StudyStuff-pk7gv
@StudyStuff-pk7gv 7 ай бұрын
This video is truly a life saver. I have an exam tomorrow, and this video explained me every basic thing about markov chain, process, and tpm, in such an illustrative way. THANK YOU SO MUCH FOR UPLOADING IT!
@SanjayVerma-mf4ch
@SanjayVerma-mf4ch 3 жыл бұрын
Giving relevant example is most beautiful part of your lectures 👍
@mukundachoudhury5785
@mukundachoudhury5785 2 жыл бұрын
In one line Great Teaching skill.100% understable.. Really appreciate your teaching skill.
@DrHarishGarg
@DrHarishGarg 2 жыл бұрын
Its my pleasure. .. Keep watching other parts too
@fouziakhan3356
@fouziakhan3356 4 жыл бұрын
Wonderful Video. I have seen all your videos and I would say the only Dr. on KZbin with Zero Dislikes !!
@DrHarishGarg
@DrHarishGarg 4 жыл бұрын
Many many thanks.
@Brrriana
@Brrriana Жыл бұрын
thank u! the breakdown of the topic is much easier to understand especially when the examples are well explained in a simple manner and is not complicated
@taruvarmittal1484
@taruvarmittal1484 4 жыл бұрын
Finally something went into my head for this topic ! Thanks a lot for this video !
@DrHarishGarg
@DrHarishGarg 4 жыл бұрын
You can watch other lectures also... You get 100% result....
@TeenaMalhotra
@TeenaMalhotra 3 жыл бұрын
finally i am at the right channel for clearing my Concepts. Thanks @Dr.HarshGarg
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Thanks.... Keep sharing too with others
@gauravrai7791
@gauravrai7791 3 жыл бұрын
Sir u r very good teacher...mai shocked ho gaya aapka content dekhkar...ki itna accha padhane wale log bhi hai utube ar
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Thanks .... Kindly subscribe and watchjng other videos too. You will enjoy and definitely learn. Happy learning
@gauravrai7791
@gauravrai7791 3 жыл бұрын
@@DrHarishGarg sir maine Allahabad University se maths, stats lekar graduation kiya hai aur i.s.s ki prepration kar raha hoo econometrics ke lecture chaiye mujhe...please uspar banaiye...maine aapke chanel already subscribe kar liya hai aur friends se bhi karwa raha hoo 😊🌸🙏🏻
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Dear topic please
@gauravrai7791
@gauravrai7791 3 жыл бұрын
@@DrHarishGargSir mujhe to basic se padhna hai...economatrics ka abc bhi nahi pata...par ab maine padhna suru kar diya hai🙏🏻.
@AdityaSingh-ql9ke
@AdityaSingh-ql9ke 2 жыл бұрын
great lectures sir...plz continue to help students...as college teachers are not interseted in teachinf...espeacially in govt. college
@sssskhan3
@sssskhan3 4 жыл бұрын
Clearly explained the concept by professor!!
@DrHarishGarg
@DrHarishGarg 4 жыл бұрын
Many thanks
@yorgundemokrat4615
@yorgundemokrat4615 Жыл бұрын
amazing content for my operation reserach class thank you kindly much respect and love thank you sir
@VARUNKUMAR-Up
@VARUNKUMAR-Up 3 жыл бұрын
jo IIT ke professor nhi samjh pae aap kr diye🙏
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Thanks for watching.... You may watch other videos for easy learning
@dr.sudanjha9505
@dr.sudanjha9505 4 жыл бұрын
Excellent exemplifying examples. Keep going Dr. Garg
@DrHarishGarg
@DrHarishGarg 4 жыл бұрын
So nice of you. Keep watching and sharing other videos also
@ClaudiaOkoree
@ClaudiaOkoree Жыл бұрын
Dr Harish, thank you so much. I'm definitely subscribing
@nick20_s
@nick20_s 3 жыл бұрын
Thank you so much sir.... I'm grateful to you extreme from my heart. I've always considered stochastic as a difficult paper but this lecture really helped me.🙏🙏
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Its my pleasure.... Whole probability and statistics subject is very easy... Watch others videos also for the simplest way to learn.
@girishaa904
@girishaa904 2 ай бұрын
very clear explanation. Thank you.
@RanjeetSingh-ul2rc
@RanjeetSingh-ul2rc 3 жыл бұрын
Thank from bottom of my heart
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Its my pleasure..... You may watch lectures 2-5 also related to Markov Chain... I guarantee that you again learn full this topic
@vaishaliranjan4862
@vaishaliranjan4862 2 жыл бұрын
Thank you so much for giving us the example of ladies using a lipstick. Tht was easiest part to understand overall concept of tpm
@khushbootiwari6160
@khushbootiwari6160 3 жыл бұрын
Thank you so much sir .... After so much of confusion finally its clear how can i make TPM. Would love to watch the further series by you😊
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
My pleasure..... Keep watching other video too to learn more concept and topics
@georgepefanis9278
@georgepefanis9278 3 жыл бұрын
Continue the great work. Thanks for the help🙏
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
My pleasure.... Check and watch the other beautiful lecture related to Markov Chain as Lecture #2, Lecture #3, Lecture #4 and Lecture #5
@unnatishukla8513
@unnatishukla8513 Жыл бұрын
awesome collection of exampleas, thankyou sir, great video
@learning4156
@learning4156 3 жыл бұрын
Very well explained professor
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Thanks for liking
@michaelmarino4229
@michaelmarino4229 3 жыл бұрын
Nice explanation from Sri Lanka
@cjs8037
@cjs8037 4 жыл бұрын
Really it is very easy to understand, thank you so much ji 🙏🙏🙏
@DrHarishGarg
@DrHarishGarg 4 жыл бұрын
Many thanks.. Kindly share with others. Spreading education
@cjs8037
@cjs8037 4 жыл бұрын
@@DrHarishGarg sure sir
@kneebrain9298
@kneebrain9298 10 ай бұрын
very helpful! thank you so much teacher ❤
@celebrities01
@celebrities01 2 жыл бұрын
Thank you so much,Sir..❤❤ Very clear explanation and you made it easy to understand.
@veenarajshekhar8145
@veenarajshekhar8145 Жыл бұрын
Excellent explanation about the subject... Thank you sir
@amit4Bihar
@amit4Bihar Жыл бұрын
Indian profs are on next level. All other lectures were fluffs and extremely boring. You nailed it for students.
@ashaynaik7540
@ashaynaik7540 11 ай бұрын
sir you are the best ❤
@TeenaMalhotra
@TeenaMalhotra 3 жыл бұрын
Your way of Explaining the Concept is Wonderfull. this content helped me a Lot...Many time THANKYOU for making such a brilliant lecture
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Thanks...for watching... Keep watching other video too... I am sure you will enjoy and learn alot
@hoytvolker3
@hoytvolker3 3 жыл бұрын
Thanks so much Dr harish
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
My pleasure ... Keep watching and learning Happy learning
@User_defined-577
@User_defined-577 10 ай бұрын
Great explanation sir ❤‍🔥
@rutujajadhav9407
@rutujajadhav9407 Жыл бұрын
Tomorrow will be my exam... Thank you sir for helping me... Everything you clear 🥰🥰
@DrHarishGarg
@DrHarishGarg Жыл бұрын
That's my pleasure... Keep sharing with other students as well... Happy learning g and best of luck
@jairamsinghal1424
@jairamsinghal1424 4 жыл бұрын
Excellent lecture
@DrHarishGarg
@DrHarishGarg 4 жыл бұрын
Thanks for liking the content
@himangshuborah2889
@himangshuborah2889 Жыл бұрын
Thank you sir..for helping us...
@Ankit-vq9bh
@Ankit-vq9bh Ай бұрын
awesome video.
@iamusmanshabbir142
@iamusmanshabbir142 8 ай бұрын
29:40 kya idhr apne glt nh llihka ? loss ki jgaha gain ana tha or gain ki jgah loss ana tha... Between your teaching method was wonderful Hats off for your efforts !!
@nishakatakval2998
@nishakatakval2998 3 жыл бұрын
Well explained sir 👌👌👌👌
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Thanks
@abrarajazwani2942
@abrarajazwani2942 3 жыл бұрын
This is so nice and delicately explained. MashaAllah, keep the good work up!
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Thanks dear... I hope you watched other videos too and share as well with others
@LokeshBabuTeku
@LokeshBabuTeku 2 ай бұрын
nice explanation
@sai_teja.
@sai_teja. 3 жыл бұрын
Sir, very well explained tqsm
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Thanks ... Kindly share with other too ...
@sai_teja.
@sai_teja. 3 жыл бұрын
Sure sir👍👍👍
@shraddhaprabhakar4365
@shraddhaprabhakar4365 3 жыл бұрын
Thank you so much sir, really very helpful
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Many thanks for watching ... Watch other lectures on markov Chain.. You will definitely enjoy and learn alot from the series of 5 lectures on Markov chain
@shraddhaprabhakar4365
@shraddhaprabhakar4365 3 жыл бұрын
@@DrHarishGarg yes sir,I'm watching the next part right now and I'm sure I will get good marks in these topics
@utkarshdubey6812
@utkarshdubey6812 2 ай бұрын
You way of explaining is really very osam sir🙏🙏🙏🙏 sir please come up with some gate statistics course for 2025
@arify.1601
@arify.1601 3 жыл бұрын
thanks for lecture.
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
My pleasure.... You may watch lecture #2-#5 for more interesting one to learn Markov process
@komalzehra3380
@komalzehra3380 4 жыл бұрын
Great lectures, plz upload more lectures
@DrHarishGarg
@DrHarishGarg 4 жыл бұрын
You can found the others lectures from my channel. All are available.
@komalzehra3380
@komalzehra3380 4 жыл бұрын
@@DrHarishGarg ok thanku so much Ur lectures are awesome and easy to understand
@ramanuiet
@ramanuiet 4 жыл бұрын
Great explanation sir
@poojaprasad5653
@poojaprasad5653 3 жыл бұрын
vry nice explanation sir....thanks a lot
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Thanks .... My pleasure. Keep watching other content too and share with others.
@aps2412
@aps2412 3 жыл бұрын
Thank you for the superb content. Can you please also create videos on Martingales theory. It is so tough to understand now. Thanks
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Will try
@abhishekgaurav6928
@abhishekgaurav6928 2 жыл бұрын
Nice explanation🙏
@DrHarishGarg
@DrHarishGarg 2 жыл бұрын
Thanks a lot... Keep watching and sharing with others too
@sourabhdhiman5189
@sourabhdhiman5189 3 жыл бұрын
Thanks a lot sir...
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
My pleasure... Happy learning
@vasantkumarmishra3537
@vasantkumarmishra3537 Ай бұрын
Thnx a lot for such nice videos ,I requeste 2 u that please start lecture series on csir+ gate syllabus
@DrHarishGarg
@DrHarishGarg Ай бұрын
Already uploaded.... Check the seperate playlist available... More than 250 videos uploaded on CSIR and GATe exams
@madhavramanathan7555
@madhavramanathan7555 3 жыл бұрын
Thanks a lot, this really helped me
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
My pleasure .. Thanks for watching... Keep watching other parts too for full topic
@NABARUNCHAKRABORTY-gu2lr
@NABARUNCHAKRABORTY-gu2lr 10 ай бұрын
Sir if you can make a video on Brownian motion before GATE 2024...it will be very helpful for us
@amanifadiagarroudji8976
@amanifadiagarroudji8976 2 жыл бұрын
Thank you for this lesson can you do a videos about brownien motion?
@vinitakumari5394
@vinitakumari5394 3 жыл бұрын
Very well explained tq sir 🙏
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
My pleasure
@abhishekshukla2974
@abhishekshukla2974 10 ай бұрын
Very helpfull.
@Songvbm
@Songvbm 2 жыл бұрын
how do you get the probabilities at 15:06 ?
@ritanshitrivedi4278
@ritanshitrivedi4278 3 жыл бұрын
Thank you so much sir🙏
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Its my pleasure.... Watch other parts also on Markov chain... I am sure that you will learn full on the Markov chain topic.... Share with others also
@sai_teja.
@sai_teja. 3 жыл бұрын
😄
@kalyben285
@kalyben285 Жыл бұрын
Dr. Harish Garg when are you releasing videos on Discrete Time Markov Chain(DTCM) and Continuous Time Markov Chain (CTMC)😢
@gauravsuthar7699
@gauravsuthar7699 Жыл бұрын
Nice one
@cjs8037
@cjs8037 4 жыл бұрын
Sir can you tell me the question of that TPM example which you have given sir, because I don't know about that values, that how it may came... That 6x6 matrix values I need sir
@fredrickkimani8002
@fredrickkimani8002 3 жыл бұрын
I think the values where given, u just check from the transition diagram
@kheramathshub4348
@kheramathshub4348 3 жыл бұрын
Thanku sir.... Hats of u
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
thanks
@knowntounknowns5135
@knowntounknowns5135 4 жыл бұрын
Sir, i have a doubt. Is P(x_3=2,x_2=3,x_1=3,x_0=2) and P( x_3=2/x_2=3,x_1=3,x_0=2) and Px_3=2/x_2=3) all are same?
@DrHarishGarg
@DrHarishGarg 4 жыл бұрын
If it belong to Markov chain, then only 2nd and 3rd are same. While in terms of conditional probability, all are different.
@Dmdusjsnwn123
@Dmdusjsnwn123 2 жыл бұрын
Sir also take a class above positive recurrent and null recurrent
@DrHarishGarg
@DrHarishGarg 2 жыл бұрын
OK. I will do
@AbhishekPatel-fs3bt
@AbhishekPatel-fs3bt 2 жыл бұрын
awesome❤
@DrHarishGarg
@DrHarishGarg 2 жыл бұрын
My pleasure. ...keep watching
@karthikaikannan4766
@karthikaikannan4766 3 жыл бұрын
Very useful
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Many thanks ... Keep watching other parts also to learn full Markov chain concept
@devyaninitturkar8662
@devyaninitturkar8662 4 жыл бұрын
Excellent
@DrHarishGarg
@DrHarishGarg 4 жыл бұрын
Thanks
@srishtiasthana2838
@srishtiasthana2838 2 жыл бұрын
sir ur vedio is very nice but the needs to be more loud.
@lathabathyala1
@lathabathyala1 3 жыл бұрын
Sir,I have 1 problem on marcov transition probability matrix can you please solve?? Can I share that problem??
@aa-gc3fg
@aa-gc3fg 3 жыл бұрын
Thank you
@Dmdusjsnwn123
@Dmdusjsnwn123 2 жыл бұрын
Class above mean recurrence time ??
@archanawaghmare1730
@archanawaghmare1730 3 жыл бұрын
Sir which of the books use
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
For Book: See the link amzn.to/2NirzXT
@rohanbiswas3388
@rohanbiswas3388 4 жыл бұрын
Thank you very much Sir. These 5 videos of Stochastic Process helped me a lot. Need another help - Can you or anybody suggest me a good book of Stochastic Process? From where, I can solve some problems myself. Thank you in advance.
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
For Book: See the link amzn.to/2NirzXT
@rohanbiswas3388
@rohanbiswas3388 3 жыл бұрын
@@DrHarishGarg Thank You .
@sameennoor9678
@sameennoor9678 Жыл бұрын
I just say best of all
@DrHarishGarg
@DrHarishGarg Жыл бұрын
Thanks and My pleasure... Keep sharing with other students too so that they will also learn with easiest manner... Happy learning...
@DD-bl8ql
@DD-bl8ql Жыл бұрын
Thanks
@chinmayarao2464
@chinmayarao2464 3 жыл бұрын
Thank you sir
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Welcome
@gourabchanda8328
@gourabchanda8328 4 жыл бұрын
Sir Thanks a lot for the video series its really helpful . I have one question how we are finding the probability in the TPM . for example in cola example it's 90% that they will not switch to other brand but I want to know how we are getting 90% in real life problems??. Thank you
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
Thanks. Its a priori probability.... If it is not given then you can compute it based on distribution function (concept of random variable).
@sangitpradhan6818
@sangitpradhan6818 3 жыл бұрын
the sum of the coloumn should be 1 right? or can we assume any?
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
For TPM, sum of each row is 1, column sum may or may not be 1
@AmitKumar-pt7hb
@AmitKumar-pt7hb 2 жыл бұрын
sir can i mail u my assignment question of markov chain..can't do it?
@sivakrishnadasari7470
@sivakrishnadasari7470 4 жыл бұрын
Excellent Sir...Can you please share the PPT
@DrHarishGarg
@DrHarishGarg 4 жыл бұрын
Please wait
@LetzzRockk
@LetzzRockk Жыл бұрын
Wowowow
@Aamirphysics
@Aamirphysics 2 жыл бұрын
Plz deliver full playlist plz
@DrHarishGarg
@DrHarishGarg 2 жыл бұрын
See the full videos on Markov Chain from below playlist Probability & Statistics: kzbin.info/aero/PLO-6jspot8ALyrofp0fWp0fOb19NcFS4V
@nitishgupta169
@nitishgupta169 2 жыл бұрын
Sir , please upload Continuous time Markovian Chain , Limting Distributions, Birth Death process , Queueing Model M/M/1, M/M/c
@DrHarishGarg
@DrHarishGarg 2 жыл бұрын
Limiting Distribution is already available... See Steady State Probability for Limiting Probability (lecture 5)
@nitishgupta169
@nitishgupta169 2 жыл бұрын
@@DrHarishGarg found it sir🙂
@trusted_owners
@trusted_owners 2 жыл бұрын
hats off
@ShivamGupta-cx3hy
@ShivamGupta-cx3hy 4 жыл бұрын
😄😄😄😄😄 Thank You Sir
@abhijeetkumarmaurya4697
@abhijeetkumarmaurya4697 2 жыл бұрын
Sir please suggest a book for this topic...
@DrHarishGarg
@DrHarishGarg 2 жыл бұрын
For Book: you may go through amzn.to/2NirzXT
@abhijeetkumarmaurya4697
@abhijeetkumarmaurya4697 2 жыл бұрын
@@DrHarishGarg thanku sir for your reply...
@sivaranjani2504
@sivaranjani2504 3 жыл бұрын
Pls will u give me a 5*5 matrix examples in tpm
@DrHarishGarg
@DrHarishGarg 3 жыл бұрын
6x6 matrix is already given in the lecture...
@y0ake77
@y0ake77 6 ай бұрын
11:35
@rahulpatle2006
@rahulpatle2006 17 күн бұрын
👌 👍
@khadijanafees7426
@khadijanafees7426 4 жыл бұрын
i want to ask some queries related to HMM can you plz send me your email?
@LetzzRockk
@LetzzRockk Жыл бұрын
😮😮😮
@moueed66
@moueed66 2 жыл бұрын
i love you
@ImFeRiOTV
@ImFeRiOTV 2 жыл бұрын
Bal tu
@HarshitJain-cy7nd
@HarshitJain-cy7nd 8 ай бұрын
bakwaaaas awaz hi nhi aa rhi hai aapki
@rashminegi8328
@rashminegi8328 2 жыл бұрын
Speak hindi please
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