Poisson Process – memoryless properties, alternative definitions, combining and splitting. Finite State Markov chains – first passage time analysis, steady-state analysis Gaussian Processes – jointly ...

Gaussian Process: A collection of random variables, any finite number of which follow a joint Gaussian distribution, used extensively in modelling spatial and temporal phenomena.

Herlands, William, Edward McFowland III, Andrew Gordon Wilson, and Daniel B. Neill. "Gaussian Process Subset Scanning for Anomalous Pattern Detection in Non-iid Data." Proceedings of Machine Learning ...