This book intended for use by students of statistics and mathematics, as well as for use by researchers encountering problems in applied probability, develops the primary mathematical techniques for use in stochastic process theory. Stochastic process theory is "concerned with systems which change in accordance with probabilistic laws." The book presents these mathematical techniques in nine chapters: 1. Introduction; 2: The Random Walk; 3. Markov Chains; 4. Markov Processes with Discrete States in Continuous Time; 5. Markov Processes in Continuous Time with Continuous State Space; 6, Non-Markovian Processes; 7. Stationary Processes: Time Domain; 8, Stationary Processes: Frequency Domain; and 9. Point Processes. Each chapter is self-contained and has material of varying difficulty; bibliographic notes and a set of exercises are presented at the end of each chapter. Appendixes and indexes