Introduction

Why should we be especially interested in the spectral analysis of stochastic processes (random signals) and not be satisfied only with the spectral analysis of deterministic signals?

This pivotal question forms the gateway to achieving our objective. In the vast landscape of signal analysis, understanding the complexities inherent in random signals unlocks a depth of insights that deterministic signals alone cannot offer. By focusing on the spectral analysis of stochastic processes, we can find our way through the richness of randomness mixed with signal characteristics, revealing useful information and facing unique challenges. This exploration leads us into the unique dimensions that make the spectral analysis of stochastic processes an indispensable pursuit.