Many of the systems that appear in various signal processing applications are non-linear, for example, due to hardware impairments such as non-linear amplifiers and finite-resolution quantization. The Bussgang decomposition is a popular tool for analyzing the performance of systems that involve such non-linear components. In a nutshell, the decomposition provides an exact probabilistic relationship between the output and the input of a non-linearity: the output is equal to a scaled version of the input plus uncorrelated distortion. The decomposition can either be used to compute exact performance results or lower bounds where the uncorrelated distortion is treated as independent noise. This lecture note explains the basic theory, provides key examples, extends the theory to complex-valued vector signals, and clarifies some potential misconceptions.