Wikipedia:WikiProject Mathematics/PlanetMath Exchange/60-XX Probability theory and stochastic processes

60-00 General reference works (handbooks, dictionaries, bibliographies, etc.)

 * PM: Bayes' theorem, id=1051 -- WP: Bayes' theorem -- Status: A
 * Ben Cairns 12:47, 1 Feb 2005 (UTC).


 * PM: Bernoulli random variable, id=517 -- WP: Bernoulli distribution -- Status: A
 * AdamSmithee 15:43, 4 January 2006 (UTC)


 * PM: beta random variable, id=530 -- WP: beta distribution -- Status: A
 * AdamSmithee 15:43, 4 January 2006 (UTC)


 * PM: chi-squared random variable, id=551 -- WP: chi-squared distribution -- Status: A
 * AdamSmithee 15:43, 4 January 2006 (UTC)


 * PM: continuous density function, id=496 -- WP: probability density function -- Status: A
 * ... but could use some clean-up. Ben Cairns 05:57, 2 Feb 2005 (UTC).


 * PM: expected value, id=505 -- WP: expected value -- Status: A
 * Some minor deficiencies in the WP article were rectified, and the article refactored. Added reference to PM article.  Ben Cairns 03:44, 2 Feb 2005 (UTC).


 * PM: Gamma random variable, id=529 -- WP: Gamma distribution -- Status: A
 * AdamSmithee 17:35, 4 January 2006 (UTC)


 * PM: geometric random variable, id=520 -- WP: geometric distribution -- Status: M
 * Moment generating function.Also the WP article could use a Probability distribution infobox AdamSmithee 17:35, 4 January 2006 (UTC)
 * Done AdamSmithee 08:37, 19 April 2006 (UTC)


 * PM: independent identically distributed, id=5977 -- WP: independent identically-distributed random variables -- Status: A
 * Expanded on the WP article, removing an old stub notice in the process. PM article has a nice stochastic process example (interarrival times of a Poisson process), but it didn't seem necessary to add it in.  Ben Cairns 05:55, 2 Feb 2005 (UTC).


 * PM: moment, id=515 -- WP: moment (mathematics), moment about the mean, skewness, kurtosis, leptokurtic, platykurtic -- Status: A
 * WP articles contain all the same information and more, but could use some work. Ben Cairns 00:48, 3 Feb 2005 (UTC).


 * PM: proof of Bayes' Theorem, id=3058 -- WP: Bayes' Theorem -- Status: A
 * PM article more directly general, but the WP article is easier to understand and is extended to the general case. Ben Cairns 12:45, 1 Feb 2005 (UTC).


 * PM: random variable, id=485 -- WP: random variable -- Status: M
 * Merged in a little definitional stuff. The WP article still needs a bit of work, including possible merging with WP articles on continuous random variables and discrete random variables.  Ben Cairns 04:04, 3 Feb 2005 (UTC).


 * PM: uniform (continuous) random variable, id=525 -- WP: Uniform distribution (continuous) -- Status: A
 * AdamSmithee 17:35, 4 January 2006 (UTC)


 * PM: uniform (discrete) random variable, id=521 -- WP: uniform distribution -- Status: A
 * AdamSmithee 17:35, 4 January 2006 (UTC)


 * PM: variance, id=510 -- WP: variance -- Status: A
 * ... but only by a sentence or two. Ben Cairns 02:35, 4 Feb 2005 (UTC).


 * PM: bibliography for probability, id=6840 -- WP guess: bibliography for probability -- Status: N
 * List of textbooks AdamSmithee 14:07, 6 March 2006 (UTC)


 * PM: analytic solution to Ornstein-Uhlenbeck SDE, id=9676new! -- WP guess: analytic solution to Ornstein-Uhlenbeck SDE -- Status:


 * PM: Buffon's needle, id=8239new! -- WP guess: Buffon's needle -- Status:


 * PM: conditional expectation, id=7679new! -- WP guess: conditional expectation -- Status:


 * PM: conditional expectation under change of measure, id=9165new! -- WP guess: conditional expectation under change of measure -- Status:


 * PM: Monte Carlo simulation, id=9690new! -- WP guess: Monte Carlo simulation -- Status:


 * PM: Ornstein-Uhlenbeck process, id=9675new! -- WP guess: Ornstein-Uhlenbeck process -- Status:


 * PM: properties of expected value, id=8378new! -- WP guess: properties of expected value -- Status:

60A05 Axioms; other general questions

 * PM: example of pairwise independent events that are not totally independent, id=4299 -- WP: pairwise independence -- Status: A
 * Ben Cairns 05:40, 3 Feb 2005 (UTC).


 * PM: independent, id=1053 -- WP: statistical independence -- Status: A
 * Made a couple of minor corrections and a small addition. Ben Cairns 05:40, 3 Feb 2005 (UTC).


 * PM: random event, id=3704 -- WP: event (probability theory) -- Status: A
 * Ben Cairns 05:42, 3 Feb 2005 (UTC).


 * PM: conditional independence, id=8569new! -- WP guess: conditional independence -- Status:


 * PM: independent sigma algebras, id=8527new! -- WP guess: independent sigma algebras -- Status:

60A10 Probabilistic measure theory

 * PM: almost everywhere, id=2002 -- WP: almost everywhere, almost surely -- Status: A
 * Tricky one. PM article covers both almost surely and almost everywhere, but seems more about the former.  Special case of PM's example appears in WP's almost everywhere (along with other examples given in some complicated inline maths).  PS: I've fixed the inline unpleasantness.  Ben Cairns 13:09, 1 Feb 2005 (UTC).


 * PM: Cauchy random variable, id=531 -- WP: Cauchy distribution -- Status: A
 * AdamSmithee 17:38, 4 January 2006 (UTC)


 * PM: joint continuous density function, id=576 -- WP: joint distribution -- Status: A
 * WP article includes joint probability mass functions. Ben Cairns 01:46, 16 Feb 2005 (UTC).


 * PM: joint cumulative distribution function, id=571 -- WP: joint distribution -- Status: NM
 * Or just the information about distribution functions added without copying (it isn't much, really). Ben Cairns 01:46, 16 Feb 2005 (UTC).


 * PM: neutrosophic probability, id=5846 -- WP: (none) -- Status: N
 * Reliability of PM article has been questioned internally, it seems; related articles on neutrosophic sets and logic appear to have had WP versions deleted (they appear on google, but don't exist). So, this article does not seem appropriate for WP.  Ben Cairns 05:59, 3 Feb 2005 (UTC).


 * PM: neutrosophic probability, id=7220 -- WP: neutrosophic probability -- Status: N
 * See above AdamSmithee 14:08, 6 March 2006 (UTC)


 * PM: \sigma-algebra generated by a random variable, id=7768new! -- WP guess: \sigma-algebra generated by a random variable -- Status:


 * PM: almost surely absolutely bounded random variable, id=8345new! -- WP guess: almost surely absolutely bounded random variable -- Status:


 * PM: convergence in probability is preserved under continuous transformations, id=8356new! -- WP guess: convergence in probability is preserved under continuous transformations -- Status:


 * PM: probability conditioning on a sigma algebra, id=8568new! -- WP guess: probability conditioning on a sigma algebra -- Status:


 * PM: relation between almost surely absolutely bounded random variables and their absolute moments, id=8346new! -- WP guess: relation between almost surely absolutely bounded random variables and their absolute moments -- Status:

60A99 Miscellaneous

 * PM: Bonferroni inequalities, id=6049 -- WP: Boole's inequality -- Status: M
 * Merged as a generalisation of Boole's inequality. Added redirect from Bonferroni inequalities.  Ben Cairns 00:23, 16 Feb 2005 (UTC).


 * PM: Borel-Cantelli lemma, id=3688 -- WP: Borel-Cantelli lemma -- Status: A
 * But see the entries proof of Borelli-Cantelli 1 and 2 below. Ben Cairns 02:41, 4 Feb 2005 (UTC).


 * PM: Chebyshev's inequality, id=3115 -- WP: Chebyshev's inequality -- Status: A
 * Ben Cairns 03:03, 4 Feb 2005 (UTC).


 * PM: cumulative distribution function, id=504 -- WP: cumulative distribution function -- Status: A
 * ... but could use some cleanup. Ben Cairns 03:12, 4 Feb 2005 (UTC).


 * PM: distribution ensemble, id=3448 -- WP guess: distribution ensemble -- Status:


 * PM: Markov's inequality, id=2817 -- WP: Markov's inequality -- Status: A
 * Ben Cairns 03:19, 4 Feb 2005 (UTC).


 * PM: median of a distribution, id=5900 -- WP: median -- Status: M
 * Added in examples of medians of several common distributions. Ben Cairns 04:01, 4 Feb 2005 (UTC).


 * PM: mode, id=5889 -- WP guess: mode -- Status:


 * PM: proof of Borel-Cantelli 1, id=5992 -- WP: Borel-Cantelli lemma -- Status: NM
 * Simple cut-and-paste should suffice. Ben Cairns 00:57, 16 Feb 2005 (UTC).


 * PM: proof of Borel-Cantelli 2, id=6028 -- WP: Borel-Cantelli lemma -- Status: NM
 * Simple cut-and-paste should suffice. Ben Cairns 00:57, 16 Feb 2005 (UTC).


 * PM: proof of Chebyshev's inequality, id=3116 -- WP: Chebyshev's inequality -- Status: A
 * Ben Cairns 03:03, 4 Feb 2005 (UTC).


 * PM: proof of Markov's inequality, id=3111 -- WP: Markov's inequality -- Status: A
 * Ben Cairns 03:19, 4 Feb 2005 (UTC).


 * PM: pseudorandom, id=3446 -- WP: pseudorandom -- Status:
 * The PM article's definition is particularly restrictive and (possibly) obscure. The WP article seems adequate but I will defer to a better-informed reader.  If you are familiar with the mathematics of this topic please check the articles and update this entry appropriately.  Ben Cairns 04:43, 4 Feb 2005 (UTC).


 * PM: support, id=3447 -- WP: support -- Status: A
 * WP article covers support more generally for functions and distributions. Noted that probability measures are measures.  Ben Cairns 04:29, 4 Feb 2005 (UTC).


 * PM: corollary of Borel-Cantelli lemma, id=7195 -- WP guess: corollary of Borel-Cantelli lemma -- Status:


 * PM: adapted process, id=8390new! -- WP guess: adapted process -- Status:


 * PM: Boole inequality, id=7705new! -- WP guess: Boole inequality -- Status:


 * PM: proof of Boole inequality, id=7748new! -- WP guess: proof of Boole inequality -- Status:


 * PM: criterion for almost-sure convergence, id=7916new! -- WP guess: criterion for almost-sure convergence -- Status:


 * PM: regular conditional probability, id=8574new! -- WP guess: regular conditional probability -- Status:


 * PM: symmetric random variable, id=8581new! -- WP guess: symmetric random variable -- Status:

60B10 Convergence of probability measures

 * PM: convergence in probability, id=6725 -- WP guess: convergence in probability -- Status: A
 * PM article explicitly uses a general metric for the difference between Xn and X but I don't think this is necessary here. Ben Cairns 08:28, 12 April 2006 (UTC)

60B11 Probability theory on linear topological spaces

 * PM: multidimensional Gaussian integral, id=1914 -- WP: standardizing the multivariate normal distribution -- Status: NC
 * A new article seems more appropriate than adding it to multivariate normal distribution. Ben Cairns 11:04, 6 Feb 2005 (UTC).

60E05 Distributions: general theory

 * PM: binomial distribution, id=3454 -- WP: binomial distribution -- Status: NM
 * The WP article lacks the generating function of a binomial and the derivation of the mean and variance. Also needs refactoring and general clean-up!  Ben Cairns 11:15, 6 Feb 2005 (UTC).


 * PM: convergence in distribution, id=3708 -- WP: convergence of random variables -- Status: A
 * Article covers all major modes of convergence of random variables. Made a couple of edits, but it was essentially all there.  Ben Cairns 11:47, 6 Feb 2005 (UTC).


 * PM: Cramér-Wold theorem, id=3711 -- WP: Cramér-Wold theorem -- Status: C
 * Ben Cairns 11:53, 6 Feb 2005 (UTC)
 * User:Robbjedi


 * PM: density function, id=3450 -- WP: probability mass function, probability density function -- Status: A
 * The PM article starts with probability 'density' (should be 'mass') functions for discrete distributions, then extends to probability density functions for continuous distributions. It seems (from a quick scan) to contain an error in constructing the latter.  Ben Cairns 03:36, 7 Feb 2005 (UTC).


 * PM: distribution function, id=3451 -- WP: cumulative distribution function -- Status: A
 * Ben Cairns 21:55, 7 Feb 2005 (UTC).


 * PM: geometric distribution, id=3456 -- WP: geometric distribution -- Status: A
 * A little extra derivation in PM article, so I added the p.g.f. and a link. Ben Cairns 04:30, 16 Feb 2005 (UTC).


 * PM: Heaps' law, id=3431 -- WP: Heaps' law -- Status: A
 * Long ago copied from PM; I added the copyright license notice. Ben Cairns 04:06, 16 Feb 2005 (UTC).


 * PM: Helly-Bray theorem, id=3710 -- WP: Helly-Bray theorem -- Status: C
 * Plus some additional material on a more general version of the theorem. Ben Cairns 23:11, 17 Feb 2005 (UTC).


 * PM: joint discrete density function, id=573 -- WP guess: joint discrete density function -- Status:


 * PM: marginal distribution, id=591 -- WP guess: marginal distribution -- Status: A
 * Ben Cairns 01:18, 15 Mar 2005 (UTC).


 * PM: moment generating function, id=512 -- WP: moment-generating function -- Status: A
 * ...following a couple of minor edits. Ben Cairns 01:32, 15 Mar 2005 (UTC).


 * PM: multinomial distribution, id=6113 -- WP guess: multinomial distribution -- Status:


 * PM: non-central chi-squared random variable, id=6628 -- WP guess: non-central chi-squared random variable -- Status:


 * PM: normal random variable, id=527 -- WP: normal random variable -- Status: A
 * AdamSmithee 14:36, 6 March 2006 (UTC)


 * PM: relative entropy, id=1945 -- WP guess: relative entropy -- Status:


 * PM: Scheffé's theorem, id=3712 -- WP guess: Scheffé's theorem -- Status:


 * PM: standard deviation, id=511 -- WP: standard deviation -- Status: A
 * AdamSmithee 14:36, 6 March 2006 (UTC)


 * PM: Weibull random variable, id=5960 -- WP: Weibull random variable -- Status: A
 * AdamSmithee 14:36, 6 March 2006 (UTC)


 * PM: Zipf's law, id=3422 -- WP guess: Zipf's law -- Status:


 * PM: joint normal distribution, id=7204 -- WP guess: joint normal distribution -- Status:


 * PM: cumulant generating function, id=8384new! -- WP guess: cumulant generating function -- Status:


 * PM: degrees of freedom, id=9497new! -- WP guess: degrees of freedom -- Status:


 * PM: Gumbel random variable, id=7935new! -- WP guess: Gumbel random variable -- Status:


 * PM: moment generating function of the sum of independent random variables, id=9628new! -- WP guess: moment generating function of the sum of independent random variables -- Status:


 * PM: multivariate distribution function, id=8753new! -- WP guess: multivariate distribution function -- Status:


 * PM: table of probabilities of standard normal distribution, id=9833new! -- WP guess: table of probabilities of standard normal distribution -- Status:


 * PM: type of a distribution function, id=8582new! -- WP guess: type of a distribution function -- Status:

60E07 Infinitely divisible distributions; stable distributions

 * PM: infinitely divisible random variable, id=8585new! -- WP guess: infinitely divisible random variable -- Status:


 * PM: stable random variable, id=8584new! -- WP guess: stable random variable -- Status:

60E10 Characteristic functions; other transforms

 * PM: characteristic function, id=3714 -- WP: characteristic function -- Status: NM
 * A bunch of properties of characteristic functions in the PM article do not appear in the WP article. Ben Cairns 12:00, 6 Feb 2005 (UTC).


 * PM: Paul Lévy continuity theorem, id=3715 -- WP: Lévy continuity theorem -- Status: NC
 * We've needed this article for a while to complete the proof of the law of large numbers and the basic central limit theorem. Ben Cairns 12:00, 6 Feb 2005 (UTC).

60E15 Inequalities; stochastic orderings

 * PM: Kolmogorov's inequality, id=3687 -- WP: Kolmogorov's inequality -- Status: C
 * Doesn't seem to appear elsewhere on WP. Ben Cairns 01:54, 16 Feb 2005 (UTC).
 * Done User:Robbjedi


 * PM: proof of Kolmogorov's inequality, id=6086 -- WP: Kolmogorov's inequality -- Status: NM
 * ...with the above article. Ben Cairns 01:54, 16 Feb 2005 (UTC).


 * PM: a simple method for comparing real functions, id=8267new! -- WP guess: a simple method for comparing real functions -- Status:


 * PM: absolute moments bounding (necessary and sufficient condition), id=8333new! -- WP guess: absolute moments bounding (necessary and sufficient condition) -- Status:


 * PM: Bennett inequality, id=8302new! -- WP guess: Bennett inequality -- Status:


 * PM: Bernstein inequalities, id=8233new! -- WP guess: Bernstein inequalities -- Status:


 * PM: Chernoff-Cramer bound, id=8230new! -- WP guess: Chernoff-Cramer bound -- Status:


 * PM: Prohorov inequality, id=8312new! -- WP guess: Prohorov inequality -- Status:


 * PM: proof of Bennett inequality, id=8303new! -- WP guess: proof of Bennett inequality -- Status:


 * PM: proof of Bernstein inequalities, id=8240new! -- WP guess: proof of Bernstein inequalities -- Status:


 * PM: proof of Chernoff-Cramer bound, id=8231new! -- WP guess: proof of Chernoff-Cramer bound -- Status:


 * PM: proof of Prohorov inequality, id=8313new! -- WP guess: proof of Prohorov inequality -- Status:

60E99 Miscellaneous

 * PM: discrete density function, id=486 -- WP: probability mass function -- Status: A
 * Ben Cairns 11:48, 20 Feb 2005 (UTC).


 * PM: law of rare events, id=6252 -- WP: Poisson distribution -- Status: A
 * Could use some refactoring to synthesise the section on the law of small numbers with the law of rare events. Also added link to PM article.  Ben Cairns 12:13, 20 Feb 2005 (UTC).


 * PM: probability distribution function, id=2884 -- WP: probability distribution -- Status: NM
 * PM article defines probability distribution functions as objects generalising both probability mass functions and probability density functions. Contrast common usage of distribution function as the cumulative distribution function, and probability distribution as something somewhat less general than a probability measure.  Seems best merged with probability distribution, but we should stick with WP's established terminology (which I happen to be familiar with myself).  Nonetheless, content from this article should make an excellent contribution.  Ben Cairns 12:24, 20 Feb 2005 (UTC).

60F05 Central limit and other weak theorems

 * PM: Lindeberg's central limit theorem, id=3713 -- WP: central limit theorem, Lyapunov's central limit theorem -- Status: NM
 * There is some good content here, including a more general Lyapunov condition, that could be merged. The historical note is also interesting.  Ben Cairns 12:37, 20 Feb 2005 (UTC).


 * PM: tight and relatively compact measures, id=9679new! -- WP guess: tight and relatively compact measures -- Status:

60F15 Strong theorems

 * PM: Kolmogorov's strong law of large numbers, id=3686 -- WP: law of large numbers -- Status: NM
 * The non-i.i.d. case is not covered by the WP article. Ben Cairns 12:29, 20 Feb 2005 (UTC).


 * PM: strong law of large numbers, id=3685 -- WP: law of large numbers -- Status: NM
 * As part of the merge for Kolmogorov's strong law of large numbers, above. Ben Cairns 12:29, 20 Feb 2005 (UTC).

60G05 Foundations of stochastic processes

 * PM: stochastic process, id=6244 -- WP: stochastic process -- Status: A
 * ...but could use some work to make the notation clearer. Ben Cairns 03:33, 16 Feb 2005 (UTC).


 * PM: sample function, id=7176 -- WP guess: sample function -- Status:


 * PM: modification of a stochastic process, id=8245new! -- WP guess: modification of a stochastic process -- Status:

60G07 General theory of processes

 * PM: memoryless random variable, id=6261 -- WP: memorylessness -- Status: A
 * Ben Cairns 04:13, 16 Feb 2005 (UTC).


 * PM: distributions of a stochastic process, id=7183 -- WP guess: distributions of a stochastic process -- Status:


 * PM: independent stochastic processes, id=7250 -- WP guess: independent stochastic processes -- Status:


 * PM: local martingale, id=6973 -- WP guess: local martingale -- Status:


 * PM: Kolmogorov's continuity theorem, id=7678new! -- WP guess: Kolmogorov's continuity theorem -- Status:


 * PM: Kolmogorov's martingale inequality, id=9694new! -- WP guess: Kolmogorov's martingale inequality -- Status:

60G09 Exchangeability

 * PM: exchangeable random variables, id=8583new! -- WP guess: exchangeable random variables -- Status:

60G10 Stationary processes

 * PM: autocovariance function, id=6919 -- WP: autocovariance function -- Status: A
 * added redirect AdamSmithee 09:44, 28 September 2006 (UTC)


 * PM: discrete white noise, id=7160 -- WP: white noise -- Status: A
 * AdamSmithee 09:44, 28 September 2006 (UTC)


 * PM: mean square convergence of the sample mean of a stationary process, id=7168 -- WP guess: mean square convergence of the sample mean of a stationary process -- Status:


 * PM: proof of mean square convergence of the sample mean of a stationary process, id=7198 -- WP guess: proof of mean square convergence of the sample mean of a stationary process -- Status:


 * PM: stationary process, id=7207 -- WP guess: stationary process -- Status:

60G15 Gaussian processes

 * PM: Gaussian process, id=7209 -- WP guess: Gaussian process -- Status:


 * PM: Wiener measure, id=7940new! -- WP guess: Wiener measure -- Status:

60G40 Stopping times; optimal stopping problems; gambling theory

 * PM: stopping time, id=6294 -- WP: Martingale -- Status: A
 * WP's article is less formal (it avoids talking about filtrations), but seems adequate in the context. The concept of a filtration could be added to the article, but this might as well be done organically.  Ben Cairns 03:29, 16 Feb 2005 (UTC).


 * PM: Wald's equation, id=6267 -- WP: Wald's equation -- Status: C
 * Ben Cairns 04:00, 16 Feb 2005 (UTC).

60G42 Martingales with discrete parameter

 * PM: Doob's Optional Sampling Theorem, id=8949new! -- WP guess: Doob's Optional Sampling Theorem -- Status:


 * PM: gale, id=8948new! -- WP guess: gale -- Status:


 * PM: martingale, id=4157new! -- WP guess: martingale -- Status:

60G50 Sums of independent random variables; random walks

 * PM: random walk, id=6694 -- WP guess: random walk -- Status:

60G51 Processes with independent increments

 * PM: counting process, id=6730 -- WP guess: counting process -- Status:


 * PM: independent increment, id=6731 -- WP guess: independent increment -- Status:


 * PM: Poisson process, id=6733 -- WP guess: Poisson process -- Status:


 * PM: stationary increment, id=6732 -- WP guess: stationary increment -- Status:

60H05 Stochastic integrals

 * PM: Itô's formula, id=9610new! -- WP guess: Itô's formula -- Status:

60H10 Stochastic ordinary differential equations

 * PM: analytic solution of Black-Scholes PDE, id=8706new! -- WP guess: analytic solution of Black-Scholes PDE -- Status:


 * PM: Black-Scholes formula, id=8675new! -- WP guess: Black-Scholes formula -- Status:


 * PM: Black-Scholes PDE, id=8697new! -- WP guess: Black-Scholes PDE -- Status:


 * PM: derivation of Black-Scholes formula in martingale form, id=9699new! -- WP guess: derivation of Black-Scholes formula in martingale form -- Status:


 * PM: Itô integral, id=8323new! -- WP guess: Itô integral -- Status:


 * PM: no-arbitrage in the Black-Scholes pricing model, id=9158new! -- WP guess: no-arbitrage in the Black-Scholes pricing model -- Status:

60H99 Miscellaneous

 * PM: Cameron-Martin space, id=7941new! -- WP guess: Cameron-Martin space -- Status:

60J10 Markov chains with discrete parameter

 * PM: class structure, id=5765 -- WP: Markov chain -- Status: A
 * Added a ref. to the PM article. Ben Cairns 03:46, 16 Feb 2005 (UTC).


 * PM: hitting time, id=5764 -- WP: Stochastic process -- Status: NM
 * PM article is specific to Markov chains, but hitting times are a common quantity of interest in many stochastic processes. Ben Cairns 03:46, 16 Feb 2005 (UTC).


 * PM: Markov chain, id=2886 -- WP: Markov chain -- Status: A
 * Ben Cairns 03:24, 16 Feb 2005 (UTC).


 * PM: mean hitting time, id=5807 -- WP: Markov chain -- Status: NM
 * This is specific to Markov chains, and is such a common problem in applications that it should be merged into that article. Ben Cairns 03:46, 16 Feb 2005 (UTC).


 * PM: periodicity of a Markov chain, id=8556new! -- WP guess: periodicity of a Markov chain -- Status:


 * PM: recurrence in a Markov chain, id=8561new! -- WP guess: recurrence in a Markov chain -- Status:

60J35 Transition functions, generators and resolvents

 * PM: Feller process, id=8307new! -- WP guess: Feller process -- Status:


 * PM: probability transition function, id=8306new! -- WP guess: probability transition function -- Status:

60J65 Brownian motion

 * PM: Brownian motion, id=6974 -- WP guess: Brownian motion -- Status:


 * PM: Levy martingale characterization, id=6975 -- WP guess: Levy martingale characterization -- Status:


 * PM: wavelet representation of Brownian motion, id=6976 -- WP guess: wavelet representation of Brownian motion -- Status: