本课程是随机数学的基础理论课，内容分为两大部分。第一部分是测论。内容包括：集类、概率测度及积分。第二部分是概率论，内容包括：分布函数、随机变量、期望、独立性、各种收敛概念、大数定律和随机级数、特征函数、中心极限定理、随机徘徊和条件期望、马尔科夫性、鞅论初步。

This subject assumes to be a basic theory course of random theory. It is an introductory course emphasizing measure theory and probability theory. It covers two topics. The first topic which called measure theory includes category of sets, probability measure, and integral. The second topic is probability theory. It includes probability distributions, stochastic variables, expected values, independent, all different type concepts of convergence, the central limit theorem and random series, characteristic function, random walk principles and conditional probability, Markov chains, and theory of martingales.