Application-oriented and illustrative: The authors adopt the modern approach to stochastic processes, which always considers probabilities in relation to random variables. The concept of random variables shapes the authors' work. In this book, they explain random variables, random paths, and the beginnings of Markov chains. Through detailed examples, exercises, and outlooks, they place all topics in a broader context. The abundance and didactics of the material are explicitly suitable for the new bachelor's programs and for two-hour courses - in conjunction with the advanced book "Random Variables and Stochastic Processes" - four-hour courses.