InthePrefacetothefirstedition,originallypublishedin1980,wementionedthatthisbookwasbasedontheauthor'slecturesintheDepartmentofMechanicsandMathematicsoftheLomonosovUniversityinMoscow,whichwereissued,inpart,inmimeographedformunderthetitle"Probability,Statistics,andStochasticProcessors,I,II"andpublishedbythatUniversity.Ouroriginalintentioninwritingthefirsteditionofthisbookwastodividethecontentsintothreeparts:probability,mathematicalstatistics,andtheoryofstochasticprocesses,whichcorrespondstoanoutlineofathreesemestercourseoflecturesforuniversitystudentsofmathematics.However,inthecourseofpreparingthebook,itturnedouttobeimpossibletorealizethisintentioncompletely,sinceafullexpositionwouldhaverequiredtoomuchspace.Inthisconnection,westatedinthePrefacetothefirsteditionthatonlyprobabilitytheoryandthetheoryofrandomprocesseswithdiscretetimewerereallyadequatelypresented.