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This lecture introduces the fascinating world of quantum optics and quantum electronics, where statistical aspects arise from the intrinsic quantum nature of the system and fluctuations from thermal effects. It explores the relationship between quantum mechanics and Markov jump processes, describing how optical systems can be related to diffusion processes in the complex plane. The lecture covers the formulation of quantum mechanical probability theory, the concept of coherent states, quantum Markov processes, and generalised Master equations. It shows how classical stochastic processes can be applied to quantum systems, providing a bridge between quantum and classical probability theory.