Professor Ito is one of the most distinguished probability theorists in the world, and in this modern, concise introduction to the subject he explains basic probabilistic concepts rigorously and yet gives at the same time an intuitive understanding of random phenomena. In the first chapter he considers finite situations, but from an advanced standpoint that enables the transition to greater generality to be achieved more easily. Chapter 2 deals with probability measures and includes a discussion of the fundamental concepts of probability theory. These concepts are formulated abstractly but without sacrificing intuition. The last chapter is devoted to infinite sums of independent real random variables. Each chapter is divided into sections that end with a set of problems with hints for solution. This textbook will be particularly valuable to students of mathematics taking courses in probability theory who need a modern introduction to the subject that yet does not allow overemphasis on abstractness to cloud the issues involved.

伊藤清（1915－2008） 日本數學傢，日本學士院院士，世界級概率論大師。他因在概率論方麵的奠基性工作而獲1987年的沃爾夫奬，並於1998年獲得京都基礎科學奬，2006年獲得首屆高斯奬。伊藤清的工作集中於概率論，特彆是隨機分析領域，他被譽為“現代隨機分析之父”，因他命名的理論有伊藤過程、伊藤公式和伊藤微積分。他的研究對其他學科尤其是金融數學産生瞭深遠影響。