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    `Andrei Nikolaevich Kolmogorov', New Dictionary of Scientific Biography. New York: Charles Scribners and Sons. (to appear, 2007)

    KOLMOGOROV, ANDREI NIKOLAEVICH (b. Tambov, Russia, 25 April 1903; d. Moscow, Russia, 20 October 1987, mathematics).

     Kolmogorov was one of the twentieth century’s greatest mathematicians. He made fundamental contributions to probability theory, algorithmic information theory, the theory of turbulent flow, cohomology, dynamical systems theory, ergodic theory, Fourier series, and intuitionistic logic. Mathematical talent at this level of creativity and versatility is rarely encountered.

     Early Development. Kolmogorov was born in western Russia. His mother having died

    as a result of his birth, he was brought up by his aunt. Kolmogorov’s father was an agronomist

    who played little part in Kolmogorov’s upbringing and the name `Kolmogorov’ was his maternal grandfather’s, rather than his father’s, name. Kolmogorov matriculated at Moscow University in 1920 to study mathematics, taking classes in set theory, projective geometry, and the theory of analytic functions in addition to Russian history. He studied real functions with N.N. Luzin and early in his undergraduate career began to produce creative mathematics; most notably, in 1922, the construction of a summable function, the Fourier series of which diverged almost everywhere. This result brought him wide recognition at an early age. After graduation in 1925 and a further four years as a research student, Kolmogorov transferred to the Institute of Mathematics and Mechanics at Moscow University, being appointed professor in 1931.

     Probability Theory. Kolmogorov’s most famous contributions are in the foundations of probability theory. Beginning in the mid-seventeenth century, probability had been explored in a somewhat unsystematic fashion. By bringing to bear on the topic the apparatus of measure

theory, Kolmogorov’s principal work in probability theory Grundbegriffe der

    Wahrscheinlichkeitsrechnung (1933) established probability theory as a core area of rigorous mathematics. In so doing, he transformed one half of Hilbert’s sixth problem: `To treat in the same manner, by means of axioms, those physical sciences in which mathematics plays an important part; in the first rank are the theory of probability and mechanics’. Besides its

    foundational importance, the monograph presented a framework for the theory of stochastic processes and, building on a result of Nikodym, it gave a general treatment of conditional probabilities and expectations. The book was the culmination of an interest in probability that had begun with a collaboration with A.Y. Khinchin in 1924, leading in the ensuing four years to Kolmogorov’s publishing his celebrated three series theorem, which gives necessary and

    sufficient conditions for the convergence of sums of independent random variables; to his discovering necessary and sufficient conditions for the strong law of large numbers; and to his proving the law of the iterated logarithm for sums of independent random variables. His 1931 paper `Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung’ on continuous time Markov processes with continuous states is widely regarded as having laid the foundations of modern diffusion theory. The 1949 work Limit distributions for sums of independent random

    variables, co-authored with B.V. Gnedenko, was for many years the standard source on the central limit theorem and surrounding topics.

     Other Work. Among Kolmogorov’s other achievements are his introduction in 1935 of

    cohomology, the study of algebraic invariants on topological spaces. (J.W. Alexander was an independent co-developer of this field of study). 1941 saw the publication of two papers on turbulent flow. They include the first clear quantitative predictions in the area of turbulence based on Kolmogorov’s `two thirds law’ and describe the equilibrium processes underlying the

    transfer of energy at different scales of the flow. The importance of this work has remained as modern computational methods allow increasingly detailed investigations of this area of applied mathematics. As a result of this work Kolmogorov was appointed head of the USSR Academy of Sciences Turbulence Laboratory in 1946, having been. elected to the Academy in 1939. In dynamical systems theory, the widely used KAM theory (named after Kolmogorov, Arnold, and Moser) provides a foundation for the understanding of chaotic motions in Hamiltonian systems, another area in which the later development of computational resources was needed for the full importance of Kolmogorov’s work to be realized. In 1957, Kolmogorov made a major

    th problem to find a proof of the hypothesis that contribution to the solution of Hilbert’s 13

    there are continuous functions of three variables which are not representable by continuous functions of two variables by giving a disproof of it.

     Although Kolmogorov published only two papers in logic, the first in 1925 had

    considerable influence. In it he proved the consistency of classical logic relative to intuitionistic logic by translating formulae of classical logic into formulae of intuitionistic logic, showing that if intuitionistic logic was consistent, then so was classical logic. This is a restricted version of a result later proved by Kurt Gödel. A 1932 paper provides an objective reading of negation within intuitionistic mathematics.

     In 1965, Kolmogorov unveiled a definition of a random sequence based on the idea that a sequence of integers is random just in case any algorithm that will generate that sequence has a length essentially equal to the sequence itself; that is, the information contained in the sequence cannot be compressed. This approach is often called Kolmogorov complexity, although it was independently arrived at by Gregory Chaitin and somewhat earlier by Ray Solomonoff. This work interestingly inverts Kolmogorov’s earlier emphasis on probability in that it allows

    probabilistic concepts to be based on information theory rather than the reverse, which hitherto had been the standard approach.

     Personal Aspects. Kolmogorov was actively involved for many years with teaching mathematically gifted children and served as the director for almost 70 advanced research students, many of whom became significant mathematicians in their own right. He had wide-ranging intellectual interests, including Russian history and Pushkin’s poetry. Kolmogorov’s friendship with P.S. Alexandrov, which lasted for 53 years, was an important influence on him. He maintained a deep commitment to the truth, clashing with Lysenko in 1940 over the interpretation of a geneticist’s experimental data. In 1942, he married Anna Egorova. There were no children.

Paul Humphreys


     (1989), For a full bibliography see `Publications of A.N. Kolmogorov’, Annals of Probability 17

    pp. 945-964.

    Grundbegriffe der Wahrscheinlichkeitsrechnung. Springer: Berlin, 1933. (English translation as

    Foundations of the Theory of Probability (Second English Edition). New York: Chelsea

    Publishing Company, 1956.)

    Limit distributions for sums of independent random variables (with B.V. Gnedenko). Cambridge,

    Mass: Addison-Wesley Publishing Company, 1954.

    Selected Works of A.N. Kolmogorov, Volumes 1,2, and 3, A.N. Shiryaev (ed). Berlin:Springer



    D Kendall, G K Batchelor, N H Bingham, W K Hayman, J M E Hyland, G G Lorentz, H K Moffatt, W Parry, A A Razborov, C A Robinson and P Whittle, “Andrei Nikolaevich Kolmogorov” (1903_1987), Bull. London Math. Soc. 22 (1) (1990), 31_100.

    Albert Shiryaev, “A. N. Kolmogorov: Life and Creative Activities" Annals of Probability 17

    (1989), 866-944

    _____________"Kolmogorov in Perspective," History of Mathematics 20, pp. 1-87

    P.S. Aleksandrov, “Pages from an autobiography”, Uspekhi Mat. Nauk 34 (1979), pp. 219-249,

    35 (1980), pp. 241-278.

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