Selected Works II: Probability Theory and Mathematical Statistics: Volume II Probability Theory and Mathematical Statistics: 26 (Mathematics and its Applications) - Softcover

Reseña del editor

The creative work of Andrei N. Kolmogorov is exceptionally wide-ranging. In his studies on trigonometric and orthogonal series, the theory of measure and inte­gral, mathematical logic, approximation theory, geometry, topology, functional analysis, classical mechanics, ergodic theory, superposition of functions, and in­ formation theory, he solved many conceptual and fundamental problems and posed new questions which gave rise to a great deal of further research. Kolmogorov is one of the founders of the Soviet school of probability theory, mathematical statistics, and the theory of turbulence. In these areas he obtained a number of central results, with many applications to mechanics, geophysics, linguistics and biology, among other subjects. This edition includes Kolmogorov's most important papers on mathematics and the natural sciences. It does not include his philosophical and ped­agogical studies, his articles written for the "Bolshaya Sovetskaya Entsiklopediya", his papers on prosody and applications of mathematics or his publications on general questions. The material of this edition was selected and compiled by Kolmogorov himself.

The first volume consists of papers on mathematics and also on turbulence and classical mechanics. The second volume is devoted to probability theory and mathematical statistics. The focus of the third volume is on information theory and the theory of algorithms.

Reseña del editor

This volume is the second of three volumes devoted to the work of one of the most prominent twentieth-century mathematicians. Throughout his mathematical work, A.N. Kolmogorov (1903-1987) showed great creativity and versatility and his wide-ranging studies in many different areas led to the solution of conceptual and fundamental problems and the posing of new, important questions. His lasting contributions embrace probability theory and statistics, the theory of dynamical systems, mathematical logic, geometry and topology, the theory of functions and functional analysis, classical mechanics, the theory of turbulence, and information theory.
This second volume contains papers on probability theory and mathematical statistics, and embraces topics such as limit theorems, axiomatics and logical foundations of probability theory, Markov chains and processes, stationary processes and branching processes.
The material appearing in each volume was selected by A.N. Kolmogorov himself and is accompanied by short introductory notes and commentaries which reflect upon the influence of this work on the development of modern mathematics. All papers appear in English - some for the first time -- and in chronological order. This volume contains a significant legacy which will find many grateful beneficiaries amongst researchers and students of mathematics and mechanics, as well as historians of mathematics.