Many stochastic problems arise in physics where we have to deal with a stochastic variable representing the number of particles distributed in a continuous infinity of states characterized by a parameter E, and this distribution varies with another parameter t (which may be continuous or discrete; if t represents time or thickness it is of course continuous). This variation occurs because of transitions characteristic of the stochastic process under consideration. If the E-space were discrete and the states represented by E1, E2, …, then it would be possible to define a function
representing the probability that there are ν1 particles in E1, ν2 particles in E2, …, at t. The variation of π with t is governed by the transitions defined for the process; ν1, ν2, … are thus stochastic variables, and it is possible to study the moments or the distribution function of the sum of such stochastic variables
with the help of the π function which yields also the correlation between the stochastic variables νi.