CompoundRenewalProcess

CompoundRenewalProcess[rdist, jdist] represents a compound renewal process with renewal-time distribution rdist and jump size distribution jdist.

Examples

Create a compound renewal process:

proc = CompoundRenewalProcess[ExponentialDistribution[1], NormalDistribution[]]

Sample a path:

RandomFunction[CompoundRenewalProcess[ExponentialDistribution[2], UniformDistribution[]], {0, 10}]

Please visit the official Wolfram Language Reference for more details.