A review of the observations of the rapid line profiles variability in the spectra of early-type stars is given. The stochastic pattern of the variability leads us to the inference about the stochastic nature of the wind. Based on this conclusion, the stochastic model of the early-type star winds is presented. In this model the wind consists of the random ensemble of dense clumps or clouds embedded in the slowly varying smoothed part of the wind. The clumps appears randomly in the rather narrow zone near the photosphere. The function of the clump distribution by mass proposed to be N(M) ~ M^[-gamma], where the value of gamma is close to the typical for the clumpuscules in the giant interstellar molecular clouds value of 2.3. The contribution of the clumps in the total line profile appears to be very different for subordinate and resonance lines. For the first ones clumps forms the main part of the whole profile, whereas for the second ones clumps are mainly responsible for the Discrete Absorption Components (DACs) in the line profiles. It is shown that the stochastic model of the wind can be effectively applied both for Wolf-Rayet (WR) and OB stars. From analysis of the line profile variability we conclude that the region of the clump formation is more extended for WR stars than for OB ones. An application of the wavelet transform theory to the analysis of the rapid line profiles variability is made. The wavelet power spectra of the stimulated in the stochastic model difference line profiles appears to be very similar to those of the observed difference profiles. The conclusion on the shapes, sizes and the lifetimes of the clumps are made.