When looking at data related to individual molecules, one usually can construct propagators, and jumping time probability density functions, of the first order, the second order and so on, whereas from bulk experiments, one usually obtains the decay of a correlation function. From the information contained in these unique functions (obtained from individual molecules), one can extract a relatively clear picture on the way the system behaves; e.g. its kinetic scheme, or its potential of activity, or its reduced dimensions form. In particular, one can construct (many properties of) the reaction pathway of an enzyme when monitoring the activity of an individual enzyme. Additionally, significant aspects regarding the analysis of single molecule data—such as fitting methods and tests for homogeneous populations—have been described by several authors. On the other hand, there are several issues with the analysis of single molecule data including construction of a low noise environment and insulated pipet tips, filtering some of the remaining unwanted components (noise) found in recordings, and the length of time required for data analysis (pre-processing, unambiguous event detection, plotting data, fitting kinetic schemes, etc.).