  After collecting data from observations or experiments, the next step is to
build an appropriate mathematical or stochastic model to describe the data so
that further studies can be done with the help of the models. In this article,
the input-output type mechanism is considered first, where reaction, diffusion,
reaction-diffusion, and production-destruction type physical situations can fit
in. Then techniques are described to produce thicker or thinner tails (power
law behavior) in stochastic models. Then the pathway idea is described where
one can switch to different functional forms of the probability density
function) through a parameter called the pathway parameter.
