Kolmogorov's Contributions to the Foundations of Probability

Kolmogorov's Contributions to the Foundations of Probability Andrei Nikolaevich Kolmogorov was the foremost contributor to the mathematical and philosophical foundations of probability in the twentieth century, and his thinking on the topic is still potent today. In this article we first review the three stages of Kolmogorov's work on the foundations of probability: (1) his formulation of measure-theoretic probability, 1933; (2) his frequentist theory of probability, 1963; and (3) his algorithmic theory of randomness, 1965–1987. We also discuss another approach to the foundations of probability, based on martingales, which Kolmogorov did not consider. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

Kolmogorov's Contributions to the Foundations of Probability

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Publisher
Kluwer Academic Publishers-Plenum Publishers
Copyright
Copyright © 2003 by MAIK “Nauka/Interperiodica”
Subject
Engineering; Communications Engineering, Networks; Electrical Engineering; Information Storage and Retrieval; Systems Theory, Control
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1023/A:1023674330295
Publisher site
See Article on Publisher Site

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