Foundations of the Theory of Probability: Second English Edition

by A.N. Kolmogorov, Nathan Morrison (Translator)

This famous little book was first published in German in 1933 and in Russian a few years later, setting forth the axiomatic foundations of modern probability theory and cementing the author's reputation as a leading authority in the field. The distinguished Russian mathematician A. N. Kolmogorov wrote this foundational text, and it remains important both to students beginning a serious study of the topic and to historians of modern mathematics.


Suitable as a text for advanced undergraduates and graduate students in mathematics, the treatment begins with an introduction to the elementary theory of probability and infinite probability fields. Subsequent chapters explore random variables, mathematical expectations, and conditional probabilities and mathematical expectations. The book concludes with a chapter on the law of large numbers, an Appendix on zero-or-one in the theory of probability, and detailed bibliographies.

97 pages, Kindle Edition

Published March 19, 2018

About the author

Dr. Andrey Nikolaevich Kolmogorov, Ph.D. (Moscow State University, 1929; Russian: Андре́й Никола́евич Колмого́ров) was a Soviet mathematician and professor at the Moscow State University where he became the first chairman of the department of probability theory two years after the 1933 publication of his book which laid the modern axiomatic foundations of the field. He was a Member of the Russian Academy of Sciences and winner of many awards, including the Stalin Prize (1941), the Lenin Prize (1965), the Wolf Prize (1980), and the Lobachevsky Prize (1986).