The analysis, identification, characterization and simulation of rando
m processes utilizing both the continuous and discrete wavelet transfo
rm is addressed. The wavelet transform is used to decompose random pro
cesses into localized orthogonal basis functions, providing a convenie
nt format for the modeling, analysis, and simulation of non-stationary
processes. The time and frequency analysis made possible by the wavel
et transform provides insight into the character of transient signals
through time-frequency maps of the time variant spectral decomposition
that traditional approaches miss. In the relatively short life of the
wavelet transform, it has found use in a wide variety of applications
. This applications-orientated paper will briefly discuss the developm
ent of the continuous and discrete wavelet transform for digital signa
l analysis and present numerous examples where the authors have found
wavelet analysis useful in their studies concerning the identification
and characterization of transient random processes involving ocean en
gineering, wind and earthquakes. (C) 1998 Elsevier Science Ltd. All ri
ghts reserved.