Table of Contents

1. Sojourn Time Distributions 2. Survey of the Normal Distribution 3. Stationary Gaussian Processes on a Finite Interval 4. Processes with Stationary Independent Increments 5. Diffusion Processes 6. Random Walk and Birth-and-Death Processes 7. Stationary Gaussian Processes on a Long Interval 8. Central Limit Theorems 9. Extremes of Gaussian Sequences and Diffusion Processes 10. Maximum of a Gaussian Process 11. Other Gaussian Sequences and Markov Random Fields 12. Processes (X, f(t)) with Orthogonally Invariant X