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"The theory of probability", Andrey Kolomogorov, 1963

Reviewed February 2, 2024

Citation: Kolmogorov, Andrei Nikolaevich. "The theory of probability." Mathematics, Its Content, Methods, and Meaning 2 (1963): 229-264.

Web: https://www.york.ac.uk/depts/maths/histstat/kolmogorov_foundations.pdf

Tags: Mathematical, Foundational


This paper is the first one to lay out a foundational axiomatic treatment of the theory of probability. This axiomatization in terms of set theory has since been extremely successful, and variants of it are in wide circulation to this day.

This article is relevant to quantum mechanics, because quantum mechanics can be seen as a twisted probability theory. Instead of basing things on the L1 norm, they become based on the L2 norm. To appreciate the axioms of quantum mechanics, thus, it is very helpful to appreciate the axioms of probability theory. This is a good original reference for these axioms.