Signals are everywhere, literally. The universe is bathed in the background radiation, the remnant of the original Big Bang, and as your eyes scan this page, a signal is being transmitted to your brain where different sets of neurons analyze it and process it. All human activities are based on processing and analysis of sensory signals, but the goal of this book is somewhat narrower. The signals we will be mainly interested in can be described as data resulting from quantitative measurements of some physical phenomena, and our emphasis will be on data that display randomness that may be due to different causes, such as errors of measurements, algorithmic complexity, or the chaotic behavior of the underlying physical system itself.


Chaotic Behavior Sample Path Periodic Signal Burger Equation Random Signal 
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  1. 1.
    See, e.g., M. Denker and W. A. Woyczyński, Introductory Statistics and Random Phenomena: Uncertainty, Complexity, and Chaotic Behavior in Engineering and Science, Birkhäuser Boston, Cambridge, MA, 1998.MATHGoogle Scholar
  2. 2.
    See, e.g., W. A. Woyczyński, Burgers-KPZ Turbulence-Göttingen Lectures, Springer-Verlag, Berlin, New York, 1998.Google Scholar

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