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Derived Random Processes—Wolfram Language Documentation

Derived Random Processes—Wolfram Language Documentation WOLFRAM Products

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Derived random processes are specified from distributions or other processes. Derived processes have more flexible behaviors and can adapt to a variety of applications. Derived processes behave just like any other random processes in the Wolfram Language. You can simulate and compute slice distributions, moment functions, etc.

TransformedProcess functional transformation of a process

WhiteNoiseProcess white noise process following a distribution

Event Processes

RenewalProcess process with event times given by a distribution

CompoundRenewalProcess event times and jump sizes given by distributions

CompoundPoissonProcess jump sizes given by a distribution

Queueing Processes »

QueueingProcess process given by arrival and service distributions

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