Probability Theory as the Study of Mathematical Models of Random Phenomena

The purpose of this chapter is to discuss the nature of probability theory. In Section 1 we point out the existence of a certain body of phenomena that may be called random. In Section 2 we state the view, which is adopted in this book, that probability theory is the study of mathematical models of random phenomena. The language and notions that are used to formulate mathematical models are discussed in Sections 3 to 7.