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