This series presents some tools of applied mathematics in the areas of probaยญ bility theory, operator calculus, representation theory, and special functions used currently, and we expect more and more in the future, for solving problems in mathยญ ematics, physics, and, now, computer science. Much of the material is scattered throughout available literature, however, we have nowhere found in accessible form all of this material collected. The presentation of the material is original with the authors. The presentation of probability theory in connection with group represenยญ tations is new, this appears in Volume I. Then the applications to computer science in Volume II are original as well. The approach found in Volume III, which deals in large part with infinite-dimensional representations of Lie algebras/Lie groups, is new as well, being inspired by the desire to find a recursive method for calcuยญ lating group representations. One idea behind this is the possibility of symbolic computation of the matrix elements. In this volume, Representations and Probability Theory, we present an introยญ duction to Lie algebras and Lie groups emphasizing the connections with operator calculus, which we interpret through representations, principally, the action of the Lie algebras on spaces of polynomials. The main features are the connection with probability theory via moment systems and the connection with the classical eleยญ mentary distributions via representation theory. The various systems of polynomiยญ als that arise are one of the most interesting aspects of this study.