Review. Random Processes: Basic Concepts, Properties. Stationary Random Processes: Covariance and Spectrum. Response of Linear Systems to Random Inputs: Discrete--Time Models. Response of Linear Systems to Random Inputs: Continuous--Time Models. Time Averages and the Ergodic Principle. Sampling Principle and Interpolation. Simulation of Random Processes. Random Fields. Linear Filtering Theory. Problems. Notes and Comments. References. Index.