This book is about finite-alphabet stationary processes, which are important in physics, engineering, and data compression. The book is designed for use in graduate courses, seminars or self study for students or faculty with some background in measure theory and probability theory. The focus is on the combinatorial properties of typical finite sample paths drawn from a stationary, ergodic process.
A primary goal, only partially realized, is to develop a theory based directly on sample path arguments, with minimal appeals to the probability formalism. A secondary goal is to give a careful presentation of the many models for stationary finite-alphabet processes that have been developed in probability theory, ergodic theory, and information theory.