Statistical Science

The Sources of Kolmogorov’s Grundbegriffe

Glenn Shafer and Vladimir Vovk

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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.

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Statist. Sci. Volume 21, Number 1 (2006), 70-98.

First available: 6 June 2006

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Shafer, Glenn; Vovk, Vladimir. The Sources of Kolmogorov’s Grundbegriffe . Statistical Science 21 (2006), no. 1, 70--98. doi:10.1214/088342305000000467.

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