Discrete-Time and Discrete-State Processes 

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X procs = {BernoulliProcess[1/3], BinomialProcess[1/3], RandomWalkProcess[1/3], DiscreteMarkovProcess[{1, 0, 0}, {{0, 1/2, 1/2}, {1/2, 0, 1/2}, {1/2, 1/2, 0}}], RenewalProcess[PascalDistribution[1, 1/3]], CompoundRenewalProcess[PascalDistribution[1, 1/3], BinomialDistribution[5, 1/2]]};

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X data = RandomFunction[#, {0, 25}] & /@ procs;

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X plots = Table[ ListPlot[data[[i]], PlotLabel -> Head[procs[[i]]], Filling -> Axis, FillingStyle -> RandomChoice[ColorData[45, "ColorList"]]], {i, Length[procs]}]

Discrete-time and discrete-state processes.

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