Table of contents

  1. Front Matter
    Pages i-xv
  2. A. N. Shiryayev
    Pages 11-12
  3. A. N. Shiryayev
    Pages 13-14
  4. A. N. Shiryayev
    Pages 15-31
  5. A. N. Shiryayev
    Pages 32-42
  6. A. N. Shiryayev
    Pages 43-47
  7. A. N. Shiryayev
    Pages 60-61
  8. A. N. Shiryayev
    Pages 62-108
  9. A. N. Shiryayev
    Pages 109-114
  10. A. N. Shiryayev
    Pages 115-117
  11. A. N. Shiryayev
    Pages 118-120
  12. M. A. Leontovich
    Pages 128-138
  13. A. N. Shiryayev
    Pages 147-155
  14. A. N. Shiryayev
    Pages 156-168
  15. A. N. Shiryayev
    Pages 176-178

About this book


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.


Estimator Finite Identity Median Normal distribution Probability theory Random variable Topology Variable calculus geometry mathematical statistics mathematics measure theory theorem

Bibliographic information

  • Book Title Selected Works of A. N. Kolmogorov
  • Book Subtitle Volume II Probability Theory and Mathematical Statistics
  • Authors Andrei N. Kolmogorov
  • Editors Albert N. Shiryaev
  • Series Title Mathematics and Its Applications (Soviet Series)
  • DOI
  • Copyright Information Kluwer Academic Publishers 1992
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Hardcover ISBN 978-90-277-2797-8
  • Softcover ISBN 978-94-010-5003-6
  • eBook ISBN 978-94-011-2260-3
  • Series ISSN 0169-6378
  • Edition Number 1
  • Number of Pages XVIII, 597
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
    Statistics, general
  • Buy this book on publisher's site
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