This comprehensive textbook, 'An Introduction to Probability Theory', caters to the needs of B.Sc. Third Semester (Core V) Mathematics students, following Odisha University's Common Minimum Syllabus and the National Education Policy 2020. It also suits Computer Science and Engineering students. The book systematically presents fundamental probability concepts, supported by examples and exercises. Starting with basics like Sample Spaces and Events, it progresses to Real Random Variables, Probability Distributions, and Joint Probability Distributions. Key topics include Bayes' Theorem, moment-generating functions, limit theorems, and Markov Chains. This resource helps students build a strong probability foundation and develop analytical skills for further study in statistics, data science, and applied mathematics.
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