  The notion of wavelets is defined. It is briefly described {\it what} are
wavelets, {\it how} to use them, {\it when} we do need them, {\it why} they are
preferred and {\it where} they have been applied. Then one proceeds to the
multiresolution analysis and fast wavelet transform as a standard procedure for
dealing with discrete wavelets. It is shown which specific features of signals
(functions) can be revealed by this analysis, but can not be found by other
methods (e.g., by the Fourier expansion). Finally, some examples of practical
application are given (in particular, to analysis of multiparticle production}.
Rigorous proofs of mathematical statements are omitted, and the reader is
referred to the corresponding literature.
