The book "Probability Theory and Markov Processes" by E. B. Dynkina and A. A. Yushkevich is a fascinating and deep immersion in the world of probabilistic models and stochastic processes, which will become an indispensable tool for both students and professionals working in the field of mathematics, statistics, economics and related disciplines. From the first pages, the reader finds himself on an exciting journey through the basics of probability theory, where the authors not only outline the theoretical aspects, but also demonstrate the practical application of the knowledge gained. The book covers a wide range of topics, ranging from the basic concepts of probability to complex Markov processes, making it an ideal choice for those who want to not only learn the theory, but also learn how to apply it to real-world problems. For whom is this book intended? First of all, it will be useful for students and graduate students of mathematical and economic specialties, as well as for everyone who is interested in statistics and probability theory . However, do not think that it is limited only to the academic audience .. Practitioners working in the field of data analysis, financial modeling or even in the IT field will find in it many useful ideas and tools that can significantly simplify and improve their work. One of the key topics of the book is the study of Markov processes - a powerful tool for modeling random phenomena that depend on previous states. The authors explain in detail how these processes can be used to solve real-world problems, such as forecasting, optimization, and decision-making under uncertainty. This makes the book particularly relevant in today's world, where data and analytics play a critical role in business and science. The writing style of Dynkin and Yushkevich is clear and accessible, which allows even complex mathematical concepts to be presented in an understandable and logical form. The authors use many examples and tasks, which contributes to better assimilation of the material .. The book is replete with illustrations and graphs that help to visualize the processes described and make reading more fascinating. Do not forget that “Probability Theory and Markov Processes” is not the only work of the authors. E. B. Dynkin and A. A. Yushkevich is known for his work in mathematical statistics and probability theory, and their other books are also noteworthy. Readers interested in exploring these topics more deeply can refer to their previous editions, which complement and expand the material presented in this book. In conclusion, Probability Theory and Markov Processes is not just a textbook, but a real find for anyone who wants to understand the basics of probability modeling and learn how to apply this knowledge in practice. The book will become a reliable companion in the study of complex topics, opening up new horizons and opportunities for the reader. If you are looking for a high-quality and fascinating reading on probability theory, then this work will definitely not leave you indifferent.