A.Ya. KHINTCHINE's WORK IN PROBABILITY THEORY Sergei Rogosin1, Francesco Mainardi2 1 Department of Economics, Belarusian State University Nezavisimosti ave 4, 220030 Minsk, Belarus e-mail:
[email protected] (Corresponding author) 2 Department of Physics and Astronomy, Bologna University and INFN Via Irnerio 46, I-40126 Bologna, Italy e-mail:
[email protected] Abstract The paper is devoted to the contribution in the Probability Theory of the well-known Soviet mathematician Alexander Yakovlevich Khint- chine (1894{1959). Several of his results are described, in particu- lar those fundamental results on the infinitely divisible distributions. Attention is paid also to his interaction with Paul L´evy. The con- tent of the paper is related to our joint book The Legacy of A.Ya. Khintchine's Work in Probability Theory published in 2010 by Cam- bridge Scientific Publishers. It is published in Notices of the Inter- national Congress of Chinese Mathematicians (ICCM), International Press, Boston, Vol. 5, No 2, pp. 60{75 (December 2017). DOI: 10.4310/ICCM.2017.v5.n2.a6 Keywords: History of XX Century Mathematics, A.Ya.Khintchine, Probability Theory, Infinitely Divisible Distributions. AMS 2010 Mathematics Subject Classification: 01A60, 60-03, 60E07. 1. Introduction:::::::::::::::::::::::::::::::::::::::::::::::::: 2 2. Short biography of Alexander Yakovlevich Khintchine::: 3 3. First papers in Probability: 1924{1936: : : : : : : : : : : : : : : : : : ::: 5 4. The interaction with Paul L´evy:::::::::::::::::::::::::::::10 5. Infinitely divisible