Аннотация:The present work discusses the numerical methods developed for the estimation of the statistical characteristics of stationary and non-stationary random processes and their realization by mean of computers. The collection describes also the numerical methods of spectral and correlative analysis of stationary random processes. An expression for the numerical estimation of these characteristics is derived and analyzed. The results of the analysis of model processes of known statistical characteristics are especially realized on a computer, and the real experimental processes are represented as an extensive graphical information. The practical applicability of the numerical methods presented here, which are recommended to the scientists and engineers, is the main purpose of the present collection.