This book has arisen from research, over a 30 year period, related to modeling and characterizing random phenomena. From this research I have formed the view, which underpins the book, that an introduction to random processes should be grounded in signal theory as well as probability theory; results for random processes should be established on the finite interval; and mathematical rigor is of fundamental importance.

Writing of material for the book commenced around 2005 with an initial goal of extending my book Principles of Random Signal Analysis and Low Noise Design: The Power Spectral Density and its Applications, Wiley, 2002. Around 2006 it became clear that a new book was required and, when time permitted, research and writing for this book was undertaken. Significant impetus for the book was given with a Sabbatical taken between August 2011 and January 2012, which was spent at The Technical University of Darmstadt, Darmstadt, Germany.

The book assumes a prior introduction to probability theory and random variable theory and is suited to final year Electrical, Electronic, and Communications Engineering students, postgraduate students, and researchers with an interest in characterizing randomness.

The following people have contributed to the book in various ways. First, Prof. A. Zoubir, Head of the Signal Processing Group, The Technical University of Darmstadt, Darmstadt, Germany, has generously supported my career and visits to The Technical University of Darmstadt where a significant amount of writing and research for the book was undertaken. Second, Prof. K. Fynn, Head of School, Electrical Engineering and Computing, Curtin University, Perth, Australia, for support for my research and travel that has facilitated the writing of the book. Third, as Head of the Electrical and Computer Engineering Department, Curtin University, Prof. S. Nordholm has provided good collegial support for the book. Fourth, the staff at John Wiley (Susanne Steitz-Filler, Senior Editor; Sari Friedman, Senior Editorial Assistant; F. Pascal Raj, Assistant Account Manager) have supported and managed the publication of the book. I also wish to note the contribution of the staff at a countable number of cafes (countable, but large) for their indirect support whilst a significant level of writing and editing was in progress.

Finally, one can only lament the era of unparalleled wealth and knowledge where important scholarly endeavors increasingly are not supported and where many academic values, which underpin important aspects of a society that one can value, have been seriously eroded. For those who have supported, in this context, my endeavors I am thankful.