## The history of probability theory

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- Published: Saturday, 16 January 2016 04:37

Probability theory is a very interesting science, and its history has seen a lot of remarkable events.

Even the ancient Egyptians knew that the frequency of obtaining a six for every dice with a large number of throws is nearly constant over time. However, it was much more difficult to find that laws of probability are equally present in the events of human life. It seems that it was first noticed when compiling mortality tables. Development of probability theory as an independent science began in the middle of the seventeenth century and is associated with letters of Pascal to Fermat. In one of the letters Pascal introduced the basic concepts of probability theory. The first book on probability theory was written in 1656 by Christian Huygens, a Dutch nobleman who neglected distractions in favour of physics and mathematics. It had the form of an "argument about the application of probability theory to gambling" and contained many elegant and accurate calculations.

Half a century later, Jakob Bernoulli wrote his book "The Art of Assumptions." The most important part of it was a statement of the law of large numbers, which says that the statistical characteristics computed on large aggregates are stable. Jakob Bernoulli worked out the conditions under which the total behaviour of a sufficiently large number of random variables becomes natural.

But only in the XIX century the probability theory again attracted the attention of the greatest contemporary mathematicians, the first of whom was Laplace. In his work "Analytical theory of probability" the basic apparatus was mathematical analysis. Further development of the theory of probability is associated with the names of Gauss, Poisson, Chebyshev, Markov, Lyapunov.

But in the early XX century, most scientists did not recognize it as an equally important branch of mathematics. In 1900, on the International Congress of Mathematicians, Gilbert listed the most important unsolved problems in mathematics. In this list, he included the problem of the axiomatic foundations of probability theory. In 1933 Russian mathematician Andrei N. Kolmogorov succeeded in it. Kolmogorov’s system of axiomatic foundation became generally accepted and is a solid basis for further development of probability theory.

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