The Sources of Kolmogorov's Grundbegriffe

Abstract

Andrei Kolmogorov's Grundbegriffe der Wahrscheinlichkeits-rechnung put probability's modern mathematical formalism in place. It also provided a philosophy of probability--an explanation of how the formalism can be connected to the world of experience. In this article, we examine the sources of these two aspects of the Grundbegriffe--the work of the earlier scholars whose ideas Kolmogorov synthesized.

Published at http://dx.doi.org/10.1214/088342305000000467 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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