Probability Theory: A Concise Course May 2026

by Y. A. Rozanov is a highly regarded, compact introduction to modern probability, renowned for its mathematical precision and succinct style. Translated from Russian by Richard A. Silverman , this classic Dover Publications textbook provides a fast-moving yet self-contained overview of the subject in just 160 pages. Core Content and Structure

Chapters 1–3 establish basic concepts such as relative frequency, combinatorial analysis, sample spaces, the addition law, and statistical independence. Probability Theory: A Concise Course

The final chapters (7–8) provide a detailed treatment of Markov chains (transition and limiting probabilities) and continuous Markov processes. Practical Features compact introduction to modern probability

Despite its brevity, the text is dense with educational resources: the addition law