This chapter first introduces basic concepts of probability and provides key network analysis definitions (Sect. 2.1). Then, it illustrates the theory of linear vector modelling applied to random variables (Sect. 2.2) and random processes in both time (Sect. 2.3) and frequency domains (Sect. 2.4), which will be exploited respectively in Chaps. 3 and 4 to provide a mathematical framework used to describe network interactions in physiological and neural systems, and to define the measures of information dynamics descriptive of the structure of these networks.