Abstract: This is the fourth article on the same topic.The earlier ones are1,2,5. Here,a brief introduction to a number of landmark events in a decade, which indicates that the probability theory has been moving to mature, becomes a normal branch of mathematics. We introduce this relatively young mathematics disciplines of the growth bit. And then combined with personal experience, focusing on the cross-penetration and typical results of probability theory with statistical physics and other disciplines branch of mathematics in the past decade. This article is not subject review, but only hope that through one or two sides, showing the development and progress of probability theory.