The origins and legacy of Kolmogorov's Grundbegriffe

Abstract

April 25, 2003, marked the 100th anniversary of the birth of Andrei Nikolaevich Kolmogorov, the twentieth century's foremost contributor to the mathematical and philosophical foundations of probability. The year 2003 was also the 70th anniversary of the publication of Kolmogorov's Grundbegriffe der Wahrscheinlichkeitsrechnung. Kolmogorov's Grundbegriffe 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.