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Let \\(\\Pi =\\Pi(s, \\lambda ), s\\geq 0\\) be a Poisson random process with constant intensity \\(\\lambda >0\\). All random processes and variables are independent in this paper. Consider a random change of time in sequence \\(\\{\\xi\\} =\\{\\xi_i, i=0, 1,\\dots\\}\\) determinated by a subordinator \\(\\Pi\\), i.e., consider the process \\(\\Psi_\\Pi(s)=\\xi_{\\Pi(s)}, s\\geq 0\\) of Poisson random index. It is the process with piecewise constant and continuous from the right sample paths, defined on \\(\\mathbb R_+\\).  Process \\(\\Pi\\) is called the leading (or guiding) process and the sequence \\(\\{\\xi\\}\\) is forming for process  \\[  \\Psi_\\Pi(s)=\\sum^{\\infty}_{j=0}\\xi_j{\\mathbf 1} \\{\\Pi(s)=j\\}.  \\]  It is the Markov process. Its transition probability together with Fourier transformation are obtained. The process \\(\\Psi_\\Pi(s)\\) is not a process with independent increments.  The relation of the characteristic function of the random vector \\(\\eta=(\\xi_{\\Pi(r)}\\); \\(\\xi_{\\Pi(r+s)})\\in R^2, r>0, s>0\\) and that of random vector \\(\\xi_0\\) is presented. Examples are considered when the i.i.d. values in the forming sequence obey normal, stable distribution or take values \\(\\pm 1\\) with probability \\(\\frac{1}{2}\\).  Sums of i.i.d. processes \\(\\xi_{{\\Pi}_i}(s), 1\\leq i\\leq N\\) are considered in section~2. Let \\(\\mathbb{E}\\xi_0=0\\) and \\(D\\xi_0=1\\). Denote   \\[  U_N(s)=\\frac{1}{\\sqrt{N}}\\sum^N_{i=j}\\xi_{\\Pi_i(s)}. \\]   As \\(N\\to\\infty\\), these sums behave like Ornstein-Uhlenbeck processes with viscosity coefficient \\(\\lambda\\). For \\(N, s>0, r>0\\)   \\[ \\text{Cov}.\\big(U_N(r), U_N(r+s)\\big)=\\exp (-\\lambda s). \\]   In case the forming sequence consists of i.i.d. random values with stictly \\(\\alpha\\)-stable distributions with \\(\\Phi_\\xi(\\tau)=\\exp\\{-|\\tau|^\\alpha\\}, 0<\\alpha\\leq 2\\),   \\[ L_N(s)=\\frac{1}{N^{1/\\alpha}}\\;\\sum^N_{j=1}\\,\\xi_{\\Pi_j(s)} \\]  are stationary processes. The characteristic function of limit distribution of random vector \\((L_N(s), L_N(t))\\) is obtained as \\(N\\to\\infty\\). It is proved that in case \\(\\alpha =2\\), this two-dimensional limit distribution coincide with that of Ornstein-Uhlenbeck process. For \\(0<\\alpha<2\\), it is 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