On Stochastic Processes

In this post, I plan to put material that I come across in regards to the operation of stochastic processes and the resulting distributions.

1. Simple Poisson Process: Source: E. Parzen book
1. Events: Poisson
2. Interarrival times: Exponential
3. Waiting time: Gamma
2. Exponential + Gaussian Processes: Source
1. Power Law tails: 
2.