"Translation from the 5th edn. of the Russian language edition: 'Teoriya Veroyatmostei' by Alexandr A. Borovkov, ©Knizhnyi dom Librikom 2009."

Includes bibliographical references (pages 723-724) and indexes.

Discrete Spaces of Elementary Events -- An Arbitrary Space of Elementary Events -- Random Variables and Distribution Functions -- Numerical Characteristics of Random Variables -- Sequences of Independent Trials with Two Outcomes -- On Convergence of Random Variables and Distributions -- Characteristic Functions -- Sequences of Independent Random Variables. Limit Theorems -- Large Deviation Probabilities for Sums of Independent Random Variables -- Renewal Processes -- Properties of the Trajectories of Random Walks. Zero-One Laws -- Random Walks and Factorisation Identities -- Sequences of Dependent Trials. Markov Chains -- Information and Entropy -- Martingales -- Stationary Sequences -- Stochastic Recursive Sequences -- Continuous Time Random Processes -- Processes with Independent Increments -- Functional Limit Theorems -- Markov Process -- Processes with Finite Second Moments. Gaussian Processes.