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If our universe underwent inflation, its entropy during the inflationary phase was substantially lower than it is today. Because a low-entropy state is less likely to be chosen randomly than a high-entropy one, inflation is unlikely to arise through randomly-chosen initial conditions. To resolve this puzzle, we examine the notion of a natural state for the universe, and argue that it is a nearly-empty spacetime. If empty space has a small vacuum energy, however, inflation can begin spontaneously in this background. This scenario explains why a universe like ours is likely to have begun via a period of inflation, and also provides an origin for the cosmological arrow of time.