I am trying to understand various types of stochastic processes through some analogical examples using simple experiments like a coin toss or die roll.
The book of Hwei Hsu (Chapter-5, Page-162-165, "Classification of Random Process") names the following stochastic processes:
- stationary stochastic process
- nth order distribution of a stochastic process
- wide sense stationary stochastic process
- independent stochastic process
- stationary independent increment processes
- Markov process
- Normal process
- Ergodic process
Kindly, give me some analogies for these types of stochastic processes.