1. Page 5 line 4 - should be B_i instead of B_m 2. Page 11 - The proof of Cauchy-Schwarz inequality can be done in the same way as in Thm 1.34 3.!! Page 21 - Theorem 1.47 part 1 - should be a condition on the positivity of probabilities of hitting rectangles, instead of simple monotinicity part 2 - the limit should be as at least one coordinate tends to -\infty (not necessary for all the coordinates to tend to -\infty) 4.!! Page 32 - de Moivre-Laplace Theorem - should be (exp( ...) + \delta_n(k)) instead of exp(...)(1 + \delta_n(k)). The same thing in two places on the next page 5. Page 36 - Problem 7 - better say: The voting machines recorded 520000 votes for the first candidate and 480000 for the second one. 6.! Page 36 - Problem 8 - is there a solution in the closed form? 7. Page 56 - Problem 1 - better use the words random variables 8. Chapter 21 - maybe need to be more careful with the assumptions on smoothness for the coefficients of PDE's 9. Page 49 - Remark 3.25 not stated well 10. Page 64 - should be reference to (4.3) instead of (4.4) in several places 11. Page 3 - no need for and X = \{1,...,r\} - three lines from the bottom 12. Page 50 - should be \varepsilon/5 instead of \varepsilon - three lines from the bottom 13. Page 51 - should be \mu_2(B) instead of \mu_2 - 4 lines from the bottom 14. Page 54 - should be || ||_p instead of || || in two places four lines from the bottom 15. Page 67 - following Definition 5.1: 'This property ... differently' - not needed 16. Page 73 - By (5.3) and (5.4) - should be replaced by By (5.4) - line 6 17. Page 73 - by (5.3) should be replaced by by (5.4) - line 15 18. Page 101 - mention that Khinchin thm is a particular case of 2-nd Kolmogorov thm 19. Page 106 - Problem 4 - parts (a) and (b) can be stated as one: prove that \lambda(...) = 1. 20. Page 106 - Problem 6 - shouldn't ask for ... if and only if? 21. Page 116 - Problem 1 - What if the limit is not a \delta-function? Maybe we should assume that the space is R or a separable metric space. 22. Page 117 - Problem 12 - move to the next chapter. 23. Page 125 - Remark 9.10 - confusing - need to assume that \varphi is a char function, or, at least is continuous at zero?