First Step Analyses!
0:53 Expectation from tail probabilities
3:25 Wald's Identity (expectation of a sum of a random number of terms)
16:00 Positive recurrence if and only if stationary distribution exists (need irreducibility)
24:42 Computing the expected number of steps to first hit a state
45:45 Probability of hitting one state before another
52:50 Start at i, end at k, what is the expected number of hits on j?
1:06:58 Start at i, go until return to i, what is the expected number of hits on j?
