History of probability: selected links and documents
This page is maintained by
Last modified on 4 February 2018
- First Russian edition (1936) of Andrei Kolmogorov's monograph
on the foundation of probability, originally published in German in 1933.
The translation in this edition follows the original German text closely.
(Kolmogorov made substantial changes to the text in the second Russian edition,
published in 1974.)
This edition is rare, at least outside of Russia.
We are indebted to Alexander Shen' for creating this electronic copy.
Please choose pdf (2.9 MB)
or zipped postscript (2.9 MB).
- A counterexample
to Richard von Mises's theory of collectives
(Jean Ville, translation and introduction by Glenn Shafer).
This document presents a translation from French into English of a passage
from Jean Ville's "Etude critique de la notion de collectif" (1939).
In the passage translated here,
Jean Ville gives an example of an event that is assigned probability zero
by classical probability theory
but cannot be ruled out by conditions of the type Richard von Mises used
to define his concept of a collective.
Ville and others considered the existence of such examples
a shortcoming of von Mises's theory,
and this motivated Ville to introduce martingales into probability theory.
- Per Martin-Lof,
Algorithmen und zufallige Folgen.
Vier Vortrage von Per Martin-Lof (Stockholm)
gehalten am Mathematischen Institut
der Universitat Erlangen-Nurnberg,
This document, dated 16 April 1966,
consists of notes taken by K. Jacobs and W. Muller
from lectures by Martin-Lof at Erlangen on April 5, 6, 14, and 15.
- Electronic Journal
for History of Probability and Statistics.
- Pierre Crépel's 1984 report (in French)
on the history of the theory of martingales from 1920 to 1940.
- Oscar Sheynin's
translations and articles.