The book of S. Karlin is a link between the elementary course of probability theory and special courses of the theory of random processes that use the complex apparatus of modern mathematics. To read a book, knowledge of mathematics in the volume of a standard course of higher educational institutions is almost enough. Along with the presentation of the mathematical apparatus, the book contains an excellent set of applications to biology, mass service problems, and other issues. The book is of interest both for mathematicians interested in applications, and for biologists, engineers and specialists in other fields of science in which mathematics finds its application.