The main sections of probability theory, theory of random processes and mathematical statistics are presented. Fundamental concepts (probability, random variable, mathematical expectation) are given in terms of the axiomatic approach of A. N. Kolmogorov. Much attention is paid to clarifying these concepts with examples. Random variables are stated in the vector concept. Markov chains are given in parallel in discrete and continuous versions. Stationary, Gaussian, regenerating, semi-Markov processes are considered. One of the chapters is devoted to the theory of mass service.