Methods of probability theory. Tutorial

The manual in a single manner presents the main techniques used in the analysis of random phenomena, which are rarely included in the initial courses of probability theory, leaving them for in -depth courses of magistracy and graduate school in the field of stochastic analysis. The presentation of the material is closed in itself and is based on the classical foundations of probabilities presented in the manual, associated with the concepts of a measurable space, a measurable display and with the properties of the proportion and the integral of the Lebeg.
Designed for undergraduates and graduate students of physico-mathematical specialties of universities included in the UGS: “Mathematics and Mechanics”, “Computer and Information Sciences”, “Physics and Astronomy”