Random processes - from theory to practice. Tutorial

The book introduces the main mathematical tools necessary for working with a wide class of applied probabilistic models. Gaussian random processes, random measures, stochastic integrals, infinitely divisible and stable distributions and processes are considered. At the same time, the fundamental concepts of the theory of random processes are illustrated by a close to the real example of "TELETRARIA Models", which is nevertheless quite easy to study. This allows the reader much more fully to imagine the mechanism of action of theoretical laws and understand how they can be applied in practice.
The book is intended for senior students and graduate students studying in the areas of Mathematics and "Applied Mathematics", specializing in the field of probabilities, mathematical statistics, statistical modeling, as well as engineering specialties related to the organization of telecommunication systems. The presentation is largely self -sufficient, so that the reader requires only the most general ideas about the theory of probabilities. In the educational process, a book can be based on a semester lecture course or seminar for graduate students and senior students.
2nd edition, stereotypical