Foundations of the Theory of Probability

E320430

Foundations of the Theory of Probability is a landmark 1933 monograph that rigorously established modern probability theory on an axiomatic measure-theoretic basis.

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Predicate Object
instanceOf book
mathematics book
monograph
author Andrei Kolmogorov
surface form: Andrey Kolmogorov
basedOn measure theory
countryOfOrigin Soviet Union
defines conditional probability
distribution function
expectation as Lebesgue integral
independence of events
random variable as measurable function
describedAs foundational text of modern probability
landmark work in probability theory
establishes Kolmogorov axioms as standard framework
measure-theoretic basis of probability
field mathematics
measure theory
probability theory
hasEdition English edition
German edition
hasImpactOn formalization of stochastic processes
modern textbooks in probability theory
rigorous treatment of random variables
influenced ergodic theory
mathematical statistics
modern probability theory
stochastic processes
influencedBy Lebesgue integration
measure theory of Henri Lebesgue
measure theory of Émile Borel
introduces Kolmogorov axioms
axiomatic foundation of probability
probability measure
probability space
sample space
sigma-algebra
languageOfEnglishEdition English
languageOfGermanEdition German
originalLanguage Russian
originalTitle Foundations of the Theory of Probability self-linksurface differs
surface form: Grundbegriffe der Wahrscheinlichkeitsrechnung
publicationYear 1933
publisherOfGermanEdition Springer
topic axiomatization of probability
conditional expectation
countable additivity
independent random variables
law of large numbers
limit theorems

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Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Andrei Kolmogorov notableWork Foundations of the Theory of Probability
Aleksandr Khinchin notableWork Foundations of the Theory of Probability
this entity surface form: The Theory of Probability
Foundations of the Theory of Probability originalTitle Foundations of the Theory of Probability self-linksurface differs
this entity surface form: Grundbegriffe der Wahrscheinlichkeitsrechnung
Kolmogorov axioms statedIn Foundations of the Theory of Probability