Introduction to probability and measure theories

Chapters of probability and measured theories are presented. The Borele images of spaces with the measure into each other and in separate metric spaces are studied. The Kolmogorov theorem on the continuation of probabilies is drawn from the theorem on the measure continuation to the projective limits of spaces with measure. The integration theory is plotted, measures on multiplications of spaces are studied. The theory of conventional mathematical expectations by projections in Hilbert space is presented. In conclusion, the theory of weak convergence of measures of elements of the theory of characteristic functions and the theory of invariant and quasi-invariant measures on groups and homogeneous spaces is given