  Blazars represent dominant population of the extragalactic $\gamma$-ray
sources in the Universe. These sources exhibit some characteristic properties
like strong and non-thermal continuum emission over the entire electromagnetic
spectrum from radio to TeV $\gamma$-rays with rapid variability on all
timescales. The emission at radio and optical wavelengths is highly polarized
with significant variation. The fastest variability in the blazar emission is
observed during the flaring activity which is an important observational
property of blazars. In this paper, we describe various methods to characterize
the temporal variability in the multi-wavelength light curves of blazars. We
also provide a detailed description of the set of statistical parameters which
are used to quantify the level of variability present in the time-series.
Implications of the informations derived from the variability study to probe
the physics of blazars using multi-wavelength observations are also discussed.
