This textbook addresses postgraduate students in applied mathematics,
probability, and statistics, as well as computer scientists, biologists,
physicists and economists, who are seeking a rigorous introduction to
applied stochastic processes. Pursuing a pedagogic approach, the content
follows a path of increasing complexity, from the simplest random
sequences to the advanced stochastic processes. Illustrations are
provided from many applied fields, together with connections to ergodic
theory, information theory, reliability and insurance. The main content
is also complemented by a wealth of examples and exercises with
solutions.