Probability theory. An introductory course. Transl. from the Russian by D. Haughton (Q4023375)

[For the original see Zbl 0605.60001.] The book is divided into sixteen so-called lectures the organization of which is not in the line of many other authors. A great part of the fundamental ideas of probability theory is introduced on a relatively small place. Carefully chosen examples give the reader a deep insight into the role which probability theory plays within mathematics. One can agree with the author that the structure of the book should be suitable to stimulate students to become actively involved in scientific research at an early stage. The book starts with Kolmogorov's axioms, discrete probability spaces and random variables as well as with their expectations and variances. Continuous random variables are first introduced in a heuristic way and the general definition of random variables is displaced to the late 11th lecture. The conception of independence is first introduced for sequences of discrete trials and then via independence of \(\sigma\)-algebras. The classical definitions of independent events with respect to a probability measure, and analogously of independent random variables, are shifted to the 12th lecture. Generally spoken, more abstract measure theoretical aspects are pressed tendentious into the background. This is not without consequences. For example, nothing is said about the continuation properties of probability measures which describe finite sequences of trials, but several probability assertions are formulated for infinite sequences of trials without explaining what is the probability measure under consideration. Further the concept of conditional probabilities and expectations with respect to partitions is introduced in the 8th lecture before formally stating what is a random variable, in general. While for those who are familiar with traditional textbooks Sinai's presentation of the material may give much new insight, at certain points it can be hard for a beginner to work through this book. Because there are not given any references it should not be easy for a student to compare with what happens in other books. More than in other introductory courses is said about Markov chains, random walks on a lattice, branching processes, percolation, the concept of stability in the central limit theorem and about large deviation theory.