Introduction to the principles and properties of random processes, with applications to communications, control systems, and computer science. Random vectors, random convergence, random processes, specifying random processes, Poisson and Gaussian processes, stationarity, mean square derivatives and integrals, ergodicity, power spectrum, linear systems with stochastic input, mean square estimation, Markov chains, recurrence, absorption, limiting and steady-state distributions, time reversibility, and balance equations.