Topic: Stochastic Processes

Trace, Running-Mean, and Autocorrelation Diagnostics

Traffic Intensity and the Stability Threshold

Total Variation Distance and Its Equivalent Forms

Total Expectation and Total Variance Calculations

Time Reversal of a Stationary Markov Chain

Time Reversal of a Stationary CTMC

Time Rescaling of CTMC Rates

Time-Rescaling Diagnostics for Point Process Models

Time Change Construction for Nonhomogeneous Poisson Processes

Ties, Strict Barriers, and Other Counting Pitfalls