Let $X_n$ be integrable independent and identically distributed random variables, and let $T\ge 1$ be a stopping time for their natural filtration, with $\mathbb{E}T<\infty$. Since $\{T\ge n\}$ is measurable before $X_n$ is observed, independence and the Tonelli theorem give $\mathbb{E}|X_T|\le {\sum }_n\mathbb{E}[|X_n|1_{\{T\ge n\}}]=\mathbb{E}|X_1|\mathbb{E}T$. The event $T=n$ need not be independent of $X_n$, so the selected increment can be biased.

A chain-binomial epidemic model uses discrete time, with conditionally independent binomial distributions for infection and recovery counts given the current compartments. It requires valid probability parameters; replacing $1-e^{-\beta I\delta t}$ by $\beta I\delta t$ is a small-step approximation.

Consider a stochastic SIR model initially containing $N\ge 1$ susceptible individuals and one infectious individual. Use infection rate $\beta SI$ and recovery rate $\gamma I$, with no births or loss of immunity. Let $T_2$ be the time of the second event. The event $T_2\le t$ means at least two events by time $t$.

The first event must be an infection: a first recovery leaves no infectious individuals and stops the process. The first-infection time has unconditioned probability density function $\beta N{e}^{-a_{0}s}$, where $a_0=\beta N+\gamma$. After that infection, $S=N-1$, $I=2$ and the total rate is $a_1=2\beta (N-1)+2\gamma$. Conditioning on its time givesThe bracket is the probability of another event within the remaining interval, obtained from an exponential distribution. Consequently $\mathrm{Pr}(T_2\le t)=\beta N{a}_1{t}^2/2+O(t^3)$ at short times.

This is not the probability of exactly two events by $t$: later events are permitted in the integral. Counting exactly two would additionally require survival without a third event, with the post-second-event rate depending on whether that second event was an infection or a recovery. Frequency-dependent infection rates require replacing $\beta SI$ by the model's population-normalized rate throughout.

An open migration process is a continuous-time Markov chain of colony populations with external Poisson processes, state-dependent departure rates, and fixed probabilistic routing that eventually exits the system. Its traffic equations of an open migration process determine the total arrival rates, and its equilibrium has a product-form stationary distribution of an open migration process when the normalizing sums are finite.

Effective bandwidth describes the exponential-moment traffic rate at a specified time scale and tail parameter. Independent sources have additive effective bandwidths. The Chernoff bound connects their sum to overflow bounds. For a single time unit, the small-parameter limit is the expected value and the large-parameter limit is the essential supremum, with appropriate moment or extended-value conventions.

Congestion control adjusts user transmission rates in response to load signals from shared resources. A resource can compute its price from local aggregate load, while each user sums prices along its route. Primal congestion potential and dual congestion potential formulations explain equilibrium and stability for suitable monotone response functions.

A stochastic Fubini theorem permits interchange of a parameter integral with a stochastic integral. One sufficient version uses a measure space $(U,\mu )$ with $\mu (U)<\infty$ and a function $H(s,\omega ,u)$ measurable for the product of the predictable sigma-algebra and the parameter sigma-algebra and satisfiesThen both sides below exist in L2 space and are equal:For elementary parameter functions the identity is linearity of the Itô integral. Approximation in the displayed squared norm, the Itô isometry and the Cauchy-Schwarz inequality pass to the limit. Finite parameter measure is part of this sufficient version; more general versions require different integrability bounds. For example, inserting the deterministic indicator $1_{\{s\le u\}}$ on $[0,T{]}^2$ gives ${\int }_0^T{W}_{u}du={\int }_0^T(T-s)d{W}_s$.

An Itô process has the representationwhere $W$ is a Brownian motion, $X_0$ is ${\mathcal{F}}_0$-measurable, and $b,\sigma$ are progressively measurable processes satisfying ${\int }_0^t(|b_s|+{\sigma }_s^2)ds<\infty$ almost surely on every finite horizon. A predictable version of $\sigma$ may equivalently be used for the Itô integral. The process is a continuous semimartingale; the coefficients may depend on its whole past.

An Itô diffusion usually specifies the coefficients as functions of time and the current state. A continuously differentiable deterministic function is an Itô process with zero noise coefficient. For $X_t=\mu t+\sigma W_t$, its quadratic variation is ${\sigma }^{2}t$, and the Itô formula determines how a smooth function of $X$ evolves.

In an optically thick steady spherical stellar wind of constant mean molecular weight ${\mu }_{\mathrm{mol}}$, let $v$ be the outward speed and $a_g^2=k_{B}T/({\mu }_{\mathrm{mol}}{m}_u)$ the isothermal sound speed squared. Mass conservation gives ${\rho }^{\prime }/\rho =-2/r-v^{\prime }/v$, where a prime denotes differentiation with respect to radius $r$. Use $P_{\mathrm{gas}}=\rho a_g^2$ and radiative diffusion to write $P_{\mathrm{rad}}^{\prime }/\rho =-g\Gamma$, where $g=G{M}_r/r^2$ and $\Gamma =L_r/L_{\mathrm{Edd}}$ uses the local Eddington luminosity $L_{\mathrm{Edd}}=4\pi cG{M}_r/\kappa$ and opacity $\kappa$. Substituting into the momentum equation yields the displayed wind equation. Smooth sonic point crossing requires both its denominator and numerator to vanish. The radiation-pressure gradient already supplies radiative acceleration; adding that force separately would count it twice.

A steady spherical polytropic flow escaping a point-mass potential conserves the outward mass loss rate and the Bernoulli function $C=u^2/2+c_s^2/(\gamma -1)-GM/r$. For positive terminal speed, a finite-radius smooth sonic point requires $C>0$ and $1<\gamma <5/3$. Its sound speed obeys $c_{s,c}^2=2C(\gamma -1)/(5-3\gamma )$, and evaluating the conserved flux there selects the transonic mass loss rate. Other parameter limits need separate treatment.

For $p=K{\rho }^{1+1/n}$, the Lane-Emden mass formula gives $M\propto {\rho }_c^{(3-n)/(2n)}$ at fixed $K$, while $M/R\propto {\rho }_c^{1/n}$. For $3<n<5$, the Lane-Emden equation has a finite-radius solution, yet $M\to \infty$ as ${\rho }_c\to 0$. The relativistic Tolman–Oppenheimer–Volkoff equation approaches this limit since $p_c/{\rho }_c\to 0$. Monotone pressure and density alone therefore do not impose a finite stellar maximum mass.

The regular $n=0$ solution of the Lane-Emden equation is $\theta =1-{\xi }^2/6$, with first zero $\sqrt{6}$. Its interior density is constant and its pressure varies as $\theta$. This is the structural incompressible limit; $P=K{\rho }^{1+1/n}$ itself is singular at $n=0$, and does not assign the perturbative stellar adiabatic exponent of a thermally stratified ideal-gas model.

For a spherical stellar polytrope, the axial moment of inertia is $I=(8\pi /3){\int }_0^R\rho (r)r^{4}dr$. With Lane-Emden variables for a stellar polytrope, first zero ${\xi }_1$ and Lane-Emden surface mass constant ${\omega }_n$, its dimensionless form isA polytrope of index zero gives $2/5$, while a polytrope of index one gives $(2/3)(1-6/{\pi }^2)$. The latter is smaller because more of the mass lies near the center. The scalar second mass moment $\int r^{2}dm$ is $3I/2$, not the axial moment of inertia.

For a radiative envelope, $d{P}_{\mathrm{rad}}/dP=\kappa L_r/(4\pi cGm)$. Exactly uniform stellar gas-pressure fraction instead requires this derivative to be $1-\beta$. Constant opacity therefore requires $L_r$ to increase in proportion to enclosed mass. A positive-density finite-mass envelope with no local energy generation has constant $L_r$ and cannot satisfy all these conditions pointwise. The Eddington-model convective-core mass fraction uses constant $\beta$ as a global approximation, rather than an exact detailed envelope constraint.

In a dilute electron gas, thermal kinetic energies become relativistic near $k_{B}T=m_e{c}^2$, corresponding to $T_{\ast }\simeq 5.93\times 10^9\mathrm{K}$. This is a crossover in the momentum distribution, not an abrupt temperature transition. Degenerate electrons can instead be relativistic at much lower temperature if their Fermi momentum exceeds $m_{e}c$.

For a nondegenerate fully ionized gas, equating $P_{\mathrm{gas}}=\rho k_{B}T/({\mu }_{\mathrm{mol}}{m}_u)$ with $P_{\gamma }=a_{\mathrm{rad}}{T}^4/3$ gives $T^3=3k_B\rho /(a_{\mathrm{rad}}{\mu }_{\mathrm{mol}}{m}_u)$. Radiation dominates at higher temperature for fixed density. A degenerate electron gas requires its degeneracy pressure instead of extrapolating this ideal-gas formula.

Equating radiation pressure to cold electron degeneracy pressure gives $T=[3P_e(\rho )/a_{\mathrm{rad}}{]}^{1/4}$. Because the two electron pressure limits scale as ${\rho }^{5/3}$ and ${\rho }^{4/3}$, this boundary has logarithmic slopes $5/12$ and $1/3$, respectively. Above it, photon pressure can dominate even when the net electrons remain degenerate; degeneracy of one component and dominance of the total pressure are different criteria. Thermal pairs modify the high-temperature pressure comparison.

For one ionic species of number density $n_i$, the ion-sphere radius is $a_i=(3/(4\pi n_i){)}^{1/3}$. The ionic Coulomb coupling parameter compares the interaction energy from Coulomb's law at that separation with thermal energy $k_{B}T$. At fixed composition, $\Gamma \propto {\rho }^{1/3}/T$. Values near one mark significant corrections to the ideal ion gas; strong coupling can lead to an ordered solid. Screening, mixtures and quantum motion modify detailed transitions, so this estimate is not a universal crystallization boundary. It is separate from the electron degeneracy criterion based on the electron Fermi temperature.

This term accounts for thermal storage and compression or expansion in the stellar energy balance equation. At fixed composition the first law of thermodynamics makes it $-TDS/Dt$. Kelvin-Helmholtz contraction can supply positive luminosity, while thermal adjustment may locally absorb energy. It is not simply the full change in gravitational potential energy: the stellar virial theorem also requires changes in internal energy.

Escaping neutrinos remove energy produced by nuclear reactions or drawn from thermal reservoirs. Pair annihilation, plasma excitations, photoneutrino emission and electron-ion bremsstrahlung provide thermal losses. This reduces photon luminosity or increases the required nuclear and gravothermal supply. At sufficiently extreme collapse densities, neutrino transport must replace a free-escape loss approximation.