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

No comments:

Post a Comment