The manual contains a semester course on the theory of random processes for economists. It consists of two mutually agreed parts: theoretical (in the form of 17 lectures) and practical (in the form of a collection of over 180 examples and tasks). The focus is less on theoretical than on practical aspects of Markov random processes - both discrete and continuous. For students, graduate students, practitioners and scientists of economic, mathematical and general economic specialties. Recommended by UMO for education in the field of economics and economic theory as a teaching aid for students of higher educational institutions studying in the direction of "Economics" and economic specialties.