Strictly speaking, wavelets are topic of pure mathematics, however in only a few years of existence as a theory of their own, they have shown great potential and applicability in many fields.
There are several excellent monographs and articles talking about wavelets, and this modest tutorial does not intend to compete with any of them. Rather it is intended to serve as a very first reading, giving examples interesting for the statistical community. We also give references for further reading as well as some MATHEMATICA do-it-yourself procedures.