Kolmogorov

Kolmogorov and the Foundations of Probability Theory

Kolmogorov and the Foundations of Probability Theory

On April 25, 1903, Soviet mathematician Andrey Nikolaevich Kolmogorov was born. He was one of the most important mathematicians of the 20th century, who advanced various scientific fields, among them probability theory, topology, intuitionistic logic, turbulence, classical mechanics, algorithmic information theory and computational complexity. “The epistemological value of probability theory is based on the fact that chance phenomena, considered collectively and on a grand scale, create non-random regularity.” – Andrey Kolmogorov, Limit Distributions…
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Andrey Markov and the Markov Chains

Andrey Markov and the Markov Chains

On June 14, 1856, Russian mathematician Andrey (Andrei) Andreyevich Markov was born. He is best known for his work on stochastic processes. A primary subject of his research later became known as Markov chains and Markov processes, i.e. sequences of random variables in which the future variable is determined by the present variable but is independent of the way in which the present state arose from its predecessors. Markov Chains I guess, as…
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