The origins and legacy of Kolmogorov’s Grundbegriffe Glenn Shafer Rutgers School of Business
[email protected] Vladimir Vovk Royal Holloway, University of London
[email protected] arXiv:1802.06071v1 [math.HO] 5 Feb 2018 The Game-Theoretic Probability and Finance Project Working Paper #4 First posted February 8, 2003. Last revised February 19, 2018. Project web site: http://www.probabilityandfinance.com Abstract April 25, 2003, marked the 100th anniversary of the birth of Andrei Nikolaevich Kolmogorov, the twentieth century’s foremost contributor to the mathematical and philosophical foundations of probability. The year 2003 was also the 70th anniversary of the publication of Kolmogorov’s Grundbegriffe der Wahrschein- lichkeitsrechnung. Kolmogorov’s Grundbegriffe put probability’s modern mathematical formal- ism in place. It also provided a philosophy of probabilityan explanation of how the formalism can be connected to the world of experience. In this article, we examine the sources of these two aspects of the Grundbegriffethe work of the earlier scholars whose ideas Kolmogorov synthesized. Contents 1 Introduction 1 2 The classical foundation 3 2.1 The classical calculus . 3 2.1.1 Geometric probability . 5 2.1.2 Relative probability . 5 2.2 Cournot’s principle . 7 2.2.1 The viewpoint of the French probabilists . 8 2.2.2 Strong and weak forms of Cournot’s principle . 10 2.2.3 British indifference and German skepticism . 11 2.3 Bertrand’s paradoxes . 13 2.3.1 The paradox of the three jewelry boxes . 13 2.3.2 The paradox of the great circle . 14 2.3.3 Appraisal .