Topic: Stochastic Processes

Simulating Finite-State Markov Chains

Simulating Arrival Times Given the Count

Simple Random Walks as Markov Chains

Sign and Time-Reversal Symmetries of Brownian Motion

Sequential Transitions in a Three-State Chain

Shot-Noise Fields from Spatial Poisson Points

Sensitivity of Transient Probabilities to Rate Changes

Sequential Sampling and Renewal Applications of Wald’s Identities

Self-Adjointness of Reversible Transition Operators

Self-Loops and Aperiodicity