The inventor of modern probability

Posted to Statistics  |  Tags:  |  Nathan Yau

Andrei Kolmogorov is a name unfamiliar to most, but his work had lasting impact. Slava Gerovitch profiled the mathematician, describing the change in thought towards probability theory, which was once more of a joke than a serious approach to evaluate the world. I especially liked the bit about Kolmogorov's appreciation for the arts.

Music and literature were deeply important to Kolmogorov, who believed he could analyze them probabilistically to gain insight into the inner workings of the human mind. He was a cultural elitist who believed in a hierarchy of artistic values. At the pinnacle were the writings of Goethe, Pushkin, and Thomas Mann, alongside the compositions of Bach, Vivaldi, Mozart, and Beethoven—works whose enduring value resembled eternal mathematical truths. Kolmogorov stressed that every true work of art was a unique creation, something unlikely by definition, something outside the realm of simple statistical regularity. "Is it possible to include [Tolstoy's War and Peace] in a reasonable way into the set of 'all possible novels' and further to postulate the existence of a certain probability distribution in this set?” he asked, sarcastically, in a 1965 article.

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