Friday, September 6, 2013

Man Who Invented Modern Probability

It is oddly appropriate that a chance event drove Kolmogorov into the arms of probability theory, which at the time was a maligned sub-discipline of mathematics and was mocked at as "Theory of Misfortune". Kolmogorov presented a radical and, ultimately, foundational revision of probability theory using measure theory. 
For Kolmogorov, his ideas neither eliminated chance, nor affirmed a fundamental uncertainty about our world; they simply provided a rigorous language to talk about what cannot be known for certain.

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