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

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...

[@Vaibhav_Hanbar]

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_]

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]

The best lectures for stochastic process on youtube.

[@DrHarishGarg]

Many thanks for the appreciation... Keep watching other videos too

[@amanifadiagarroudji8976]

I agree thank you professor

[@khadijanafees7426]

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[@DrHarishGarg]

My pleasure....
Keep watching other videos too., definitely you will learn more.
Happy learning

[@mustafamarvat863]

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.

[@SanjayVerma-mf4ch]

Giving relevant example is most beautiful part of your lectures 👍

[@mukundachoudhury5785]

In one line Great Teaching skill.100% understable.. Really appreciate your teaching skill.

[@DrHarishGarg]

Its my pleasure. .. Keep watching other parts too

[@StudyStuff-pk7gv]

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!

[@fouziakhan3356]

Wonderful Video.
I have seen all your videos and I would say the only Dr. on UA-cam with Zero Dislikes !!

[@DrHarishGarg]

Many many thanks.

[@Brrriana]

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

[@TeenaMalhotra]

finally i am at the right channel for clearing my Concepts. Thanks @Dr.HarshGarg

[@DrHarishGarg]

Thanks.... Keep sharing too with others

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Finally something went into my head for this topic ! Thanks a lot for this video !

[@DrHarishGarg]

You can watch other lectures also... You get 100% result....

[@sssskhan3]

Clearly explained the concept by professor!!

[@DrHarishGarg]

Many thanks

[@VARUNKUMAR-Up]

jo IIT ke professor nhi samjh pae aap kr diye🙏

[@DrHarishGarg]

Thanks for watching.... You may watch other videos for easy learning

[@yorgundemokrat4615]

amazing content for my operation reserach class thank you kindly much respect and love
thank you sir

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Sir u r very good teacher...mai shocked ho gaya aapka content dekhkar...ki itna accha padhane wale log bhi hai utube ar

[@DrHarishGarg]

Thanks .... Kindly subscribe and watchjng other videos too. You will enjoy and definitely learn.
Happy learning

[@gauravrai7791]

@@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]

Dear topic please

[@gauravrai7791]

@@DrHarishGargSir mujhe to basic se padhna hai...economatrics ka abc bhi nahi pata...par ab maine padhna suru kar diya hai🙏🏻.

[@AdityaSingh-ql9ke]

great lectures sir...plz continue to help students...as college teachers are not interseted in teachinf...espeacially in govt. college

[@dr.sudanjha9505]

Excellent exemplifying examples. Keep going Dr. Garg

[@DrHarishGarg]

So nice of you. Keep watching and sharing other videos also

[@nick20_s]

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]

Its my pleasure.... Whole probability and statistics subject is very easy... Watch others videos also for the simplest way to learn.

[@girishaa904]

very clear explanation. Thank you.

[@khushbootiwari6160]

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]

My pleasure..... Keep watching other video too to learn more concept and topics

[@cjs8037]

Really it is very easy to understand, thank you so much ji 🙏🙏🙏

[@DrHarishGarg]

Many thanks.. Kindly share with others. Spreading education

[@cjs8037]

@@DrHarishGarg sure sir

[@ClaudiaOkoree]

Dr Harish, thank you so much. I'm definitely subscribing

[@georgepefanis9278]

Continue the great work. Thanks for the help🙏

[@DrHarishGarg]

My pleasure.... Check and watch the other beautiful lecture related to Markov Chain as Lecture #2, Lecture #3, Lecture #4 and Lecture #5

[@RanjeetSingh-ul2rc]

Thank from bottom of my heart

[@DrHarishGarg]

Its my pleasure..... You may watch lectures 2-5 also related to Markov Chain... I guarantee that you again learn full this topic

[@veenarajshekhar8145]

Excellent explanation about the subject... Thank you sir

[@unnatishukla8513]

awesome collection of exampleas, thankyou sir, great video

[@amit4Bihar]

Indian profs are on next level. All other lectures were fluffs and extremely boring. You nailed it for students.

[@celebrities01]

Thank you so much,Sir..❤❤
Very clear explanation and you made it easy to understand.

[@kneebrain9298]

very helpful! thank you so much teacher ❤

[@michaelmarino4229]

Nice explanation from Sri Lanka

[@learning4156]

Very well explained professor

[@DrHarishGarg]

Thanks for liking

[@rutujajadhav9407]

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[@DrHarishGarg]

That's my pleasure... Keep sharing with other students as well... Happy learning g and best of luck

[@hoytvolker3]

Thanks so much Dr harish

[@DrHarishGarg]

My pleasure ... Keep watching and learning
Happy learning

[@utkarshdubey6812]

You way of explaining is really very osam sir🙏🙏🙏🙏 sir please come up with some gate statistics course for 2025

[@shraddhaprabhakar4365]

Thank you so much sir, really very helpful

[@DrHarishGarg]

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]

@@DrHarishGarg yes sir,I'm watching the next part right now and I'm sure I will get good marks in these topics

[@TeenaMalhotra]

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[@DrHarishGarg]

Thanks...for watching... Keep watching other video too... I am sure you will enjoy and learn alot

[@aps2412]

Thank you for the superb content. Can you please also create videos on Martingales theory. It is so tough to understand now. Thanks

[@DrHarishGarg]

Will try

[@vaishaliranjan4862]

Thank you so much for giving us the example of ladies using a lipstick. Tht was easiest part to understand overall concept of tpm

[@himangshuborah2889]

Thank you sir..for helping us...

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[@User_defined-577]

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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 !!

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Thnx a lot for such nice videos ,I requeste 2 u that please start lecture series on csir+ gate syllabus

[@DrHarishGarg]

Already uploaded.... Check the seperate playlist available... More than 250 videos uploaded on CSIR and GATe exams

[@Ankit-vq9bh]

awesome video.

[@sai_teja.]

Sir, very well explained tqsm

[@DrHarishGarg]

Thanks ... Kindly share with other too ...

[@sai_teja.]

Sure sir👍👍👍

[@amanifadiagarroudji8976]

Thank you for this lesson can you do a videos about brownien motion?

[@abrarajazwani2942]

This is so nice and delicately explained. MashaAllah, keep the good work up!

[@DrHarishGarg]

Thanks dear... I hope you watched other videos too and share as well with others

[@komalzehra3380]

Great lectures, plz upload more lectures

[@DrHarishGarg]

You can found the others lectures from my channel. All are available.

[@komalzehra3380]

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Ur lectures are awesome and easy to understand

[@jairamsinghal1424]

Excellent lecture

[@DrHarishGarg]

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[@DrHarishGarg]

Thanks

[@NABARUNCHAKRABORTY-gu2lr]

Sir if you can make a video on Brownian motion before GATE 2024...it will be very helpful for us

[@LokeshBabuTeku]

nice explanation

[@arify.1601]

thanks for lecture.

[@DrHarishGarg]

My pleasure.... You may watch lecture #2-#5 for more interesting one to learn Markov process

[@kalyben285]

Dr. Harish Garg when are you releasing videos on Discrete Time Markov Chain(DTCM) and Continuous Time Markov Chain (CTMC)😢

[@cjs8037]

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]

I think the values where given, u just check from the transition diagram

[@poojaprasad5653]

vry nice explanation sir....thanks a
lot

[@DrHarishGarg]

Thanks .... My pleasure. Keep watching other content too and share with others.

[@ritanshitrivedi4278]

Thank you so much sir🙏

[@DrHarishGarg]

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.]

😄

[@sourabhdhiman5189]

Thanks a lot sir...

[@DrHarishGarg]

My pleasure... Happy learning

[@madhavramanathan7555]

Thanks a lot, this really helped me

[@DrHarishGarg]

My pleasure .. Thanks for watching... Keep watching other parts too for full topic

[@ramanuiet]

Great explanation sir

[@rohanbiswas3388]

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]

For Book: See the link amzn.to/2NirzXT

[@rohanbiswas3388]

@@DrHarishGarg Thank You .

[@knowntounknowns5135]

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]

If it belong to Markov chain, then only 2nd and 3rd are same.
While in terms of conditional probability, all are different.

[@lathabathyala1]

Sir,I have 1 problem on marcov transition probability matrix can you please solve??
Can I share that problem??

[@Dmdusjsnwn123]

Class above mean recurrence time ??

[@vinitakumari5394]

Very well explained tq sir 🙏

[@DrHarishGarg]

My pleasure

[@gourabchanda8328]

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]

Thanks.
Its a priori probability.... If it is not given then you can compute it based on distribution function (concept of random variable).

[@sangitpradhan6818]

the sum of the coloumn should be 1 right? or can we assume any?

[@DrHarishGarg]

For TPM, sum of each row is 1, column sum may or may not be 1

[@Dmdusjsnwn123]

Sir also take a class above positive recurrent and null recurrent

[@DrHarishGarg]

OK. I will do

[@abhishekgaurav6928]

Nice explanation🙏

[@DrHarishGarg]

Thanks a lot... Keep watching and sharing with others too

[@abhishekshukla2974]

Very helpfull.

[@kheramathshub4348]

Thanku sir.... Hats of u

[@DrHarishGarg]

thanks

[@nitishgupta169]

Sir , please upload Continuous time Markovian Chain , Limting Distributions, Birth Death process , Queueing Model M/M/1, M/M/c

[@DrHarishGarg]

Limiting Distribution is already available... See Steady State Probability for Limiting Probability (lecture 5)

[@nitishgupta169]

@@DrHarishGarg found it sir🙂

[@sivakrishnadasari7470]

Excellent Sir...Can you please share the PPT

[@DrHarishGarg]

Please wait

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Nice one

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sir ur vedio is very nice but the needs to be more loud.

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Sir which of the books use

[@DrHarishGarg]

For Book: See the link amzn.to/2NirzXT

[@aa-gc3fg]

Thank you

[@abhijeetkumarmaurya4697]

Sir please suggest a book for this topic...

[@DrHarishGarg]

For Book: you may go through amzn.to/2NirzXT

[@abhijeetkumarmaurya4697]

@@DrHarishGarg thanku sir for your reply...

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Wowowow

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Thanks

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I just say best of all

[@DrHarishGarg]

Thanks and My pleasure... Keep sharing with other students too so that they will also learn with easiest manner... Happy learning...

[@Aamirphysics]

Plz deliver full playlist plz

[@DrHarishGarg]

See the full videos on Markov Chain from below playlist
Probability & Statistics: ua-cam.com/play/PLO-6jspot8ALyrofp0fWp0fOb19NcFS4V.html

[@chinmayarao2464]

Thank you sir

[@DrHarishGarg]

Welcome

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Excellent

[@DrHarishGarg]

Thanks

[@karthikaikannan4766]

Very useful

[@DrHarishGarg]

Many thanks ... Keep watching other parts also to learn full Markov chain concept

[@AbhishekPatel-fs3bt]

awesome❤

[@DrHarishGarg]

My pleasure. ...keep watching

[@AmitKumar-pt7hb]

sir can i mail u my assignment question of markov chain..can't do it?

[@Songvbm]

how do you get the probabilities at 15:06 ?

[@trusted_owners]

hats off

[@sivaranjani2504]

Pls will u give me a 5*5 matrix examples in tpm

[@DrHarishGarg]

6x6 matrix is already given in the lecture...

[@rahulpatle2006]

👌 👍

[@ShivamGupta-cx3hy]

😄😄😄😄😄 Thank You Sir

[@y0ake77]

11:35

[@khadijanafees7426]

i want to ask some queries related to HMM can you plz send me your email?

[@LetzzRockk]

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i love you

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Bal tu

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Speak hindi please