WHAT THIS BOOK IS ALL ABOUT

The concept of probability plays a vital role in many sciences, in the theory and practice of scientific inference, and in philosophy and the modern world view more generally. Recent years have brought a number of articles and books dealing with the emergence of probabilistic thinking in the last century and the earlier part of this century. Several studies of the history of statistics appeared in the 1980s. One also finds accounts of the development of statistical physics, of quantum theory and of fundamental questions such as determinism and indeterminism in modern physics. But nothing comparable exists on modern probability, the mathematical discipline that in some way or other is at the basis of any related studies. With the main focus on the shift from classical to modern probability in mathematics, I have attempted to combine in this book a historical account of scientific development with foundational and philosophical discussion.

Classical probability formed a chapter in applied mathematics. Its bearing on the larger questions of science and philosophy was limited. The shift to modern probability started around the turn of the century. By the late 1930s probability theory had become an autonomous part of mathematics. The developments of these early decades have been over-shadowed by the nearly universal acceptance of modern axiomatic and measure theoretic probability as embodied in the classic work of Andrei Kolmogorov of 1933, Grundbegriffe der Wahrscheinlichkeitsrechnung.