This collection of six articles provides the reader with a range of ideas and applications of probability theory. Written by some of leading experts in the field, the articles touch upon such topics as sequential methods in statistical inference, ergodicity and mixing for stationary random processes, distribution of maxima of independent sequences, asymptotic analysis of stochastic differential equations, mathematical aspects of statistical mechanics, and the use of entropy in the problem of isomorphism of ergodic dynamical systems.

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