This book, a concise introduction to modern probability theory and certain of its ramifications, deals with a subject indispensable to natural scientists and mathematicians alike. Here the reader, with some knowledge of mathematics, will find an excellent treatment of the elements of probability together with numerous applications. Professor Y.A. Rozanov, an internatiionally known mathematician whose work in probability theory and stochastic processes has received wide aclaim, combines succinctness of style with a judicious selection of topics. His book is highly readable, fast-moving and self-contained.