Topic: Stochastic Processes

The Generator Acting on Functions

The Generator and the Small-Time Expansion

The Gamma Distribution of the kth Arrival

The Fundamental Matrix of an Absorbing Chain

The Fourier Symbol of a Simple Symmetric Walk

The First Arrival Time

The First Borel-Cantelli Lemma

The Finite-Capital Gambler’s Ruin Model

The Finite Birth-Death Stationary Formula

The Explosion Criterion For Pure-Birth Processes