Wolfram Language & System 10.4 (2016)|Legacy Documentation

This is documentation for an earlier version of the Wolfram Language.View current documentation (Version 11.2)

Derived Random Processes

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