The material presented in this text is the outgrowth of a set of lecture notes, first prepared in 1951, to meet the needs of a course on random processes in the field of automatic control given by the authors in the Aeronautical Engineering Department at MIT. Presented the need for an organized exposition of the foundation of the theory of random processes, including the basic probability theory, together with the techniques for applying these theories to the study of complex instrument systems.

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