1. Prerequisites in probability calculus -- 2. Information and the Kullback Distance -- 3. Probabilistic Models and Learning -- 4. EM Algorithm -- 5. Alignment and Scoring -- 6. Mixture Models and Profiles -- 7. Markov Chains -- 8. Learning of Markov Chains -- 9. Markovian Models for DNA sequences -- 10. Hidden Markov Models: an Overview -- 11. HMM for DNA Sequences -- 12. Left to Right HMM for Sequences -- 13. Derin's Algorithm -- 14. Forward - Backward Algorithm -- 15. Baum - Welch Learning Algorithm -- 16. Limit Points of Baum - Welch -- 17. Asymptotics of Learning -- 18. Full Probabilistic HMM