Surigao State College of Technology

Surigao City
Major 1
History of Mathematics
Louella Fe J. Escandor
BSED- MATH 1c

History of Probability
Part 2

I.

Introduction
The word "probability" is derived from the word
"probity". Today, probability may be loosely defined as the
chance that an event occurs.
Probability theory began with two French mathematicians,
Pierre de Fermat (1601-1665) and Blaise Pascal (16231662), in 1654 regarding a question of profitability while
gambling in a popular dice game. An exchange of letters
between Fermat and Pascal contained the first
fundamental principles of probability.

Paul Lvy
is one of the greatest mathematicians of our century
and can be considered, to be the forefather of the modern
theory of stochastic processes. Lvy was born into a
family counting several mathematicians.
This was the beginning of his lifelong interest in
probability theory, which lead to the discovery of a wealth
of results, many of which have become today standard
material for undergraduate and graduate courses in
probability theory. He made major contributions to the
study of Gaussian variables and processes, the law of
large numbers, the central limit theorem, stable laws,

infinitely divisible laws and pioneered the study of

processes with independent and stationary increments,
now known as Lvy processes.
The book he wrote on this topic, Thorie de l'addition des
variables alatoires, has served as an inspiration to many
researchers in probability and physics, where stable
processes with independent increments have become
known as Lvy flights. He pioneered the study of the
properties of Brownian paths, in which he introduced the
notion of local time. These studies culminated in his
classic book Processus stochastiques et mouvement
Brownien. He discovered the major part of what is known
today as the theory of stochastic processes.
He also discovered the class of probability distributions
known as "stable distributions" and proved the
generalized version of the Central Limit Theorem for
independent variables with infinite variance. He also
introduced the notion of Brownian local time in the
context of study of the properties of Brownian motion:
today this concept plays a key role in the study of fine
properties of diffusion processes.

Aleksandr
1959)

Yakovlevich Khinchin (1894-

was a student at Moscow State University and

spent almost all his working life there. Khinchin, like Lvy
and Doob, started in analysis. The university had a very
strong analysis group and Khinchins supervisor was Luzin.
There was no tradition of work in probability until, that is,
Khinchin and Kolmogorov created one. There do not seem
to
have
been
any
personal
links
with
the
Chebyshev/Markov tradition at St. Petersburg. Khinchin
was drawn into probability through an interest in the
theory of numbers.
The law of the iterated logarithm (1924) had an existence
in number theory, as did the strong law of large numbers.
While in the 20s Khinchin worked on sequences of
independent random variables.
In the 30s he developed the theory of stochastic
processes and, in particular, that of stationary processes.
In the 1940s he applied his probabilistic techniques to the
theory of statistical mechanics in a book Mathematical
Principles of Statistical Mechanics (1943).

In the 50s Shannon's information theory (1948) was

generating much more interest in probability and statistics
circles than had earlier work on communication. Khinchin
contributed to the absorption of these concepts with his
Mathematical Foundations of Information Theory.

Harald Cramr (1893-1985)

studied at the University of Stockholm and spent
his working life there. His career spanned the applied
mathematics of insurance and the pure mathematics of
number theory.
In Sweden probability, statistics and actuarial science
were more closely related than elsewhere; see Cramrs
talk Actuaries and Actuarial Science. Filip Lundberg was a
symbol of the link between insurance and probability and
the Skandinarvisk Aktuarietidskrift was the main statistics
journal. From the mid-20s probability became increasingly
prominent in Cramrs research.
In 1929 a chair in Actuarial Mathematics and
Mathematical Statistics was created for him. Cramrs
Random Variables and Probability Distributions (1937) has
been called the first modern book on probability in
English. Cramrs early work was on the central limit
theorem, and treated the expansions associated with
Edgeworth (Edgeworth series), Gram and the astronomer
Charlier. Cramr was an important synthesiser of subjects
and of national traditions. Cramr made an important
contribution to the anglicising of probability language and
so his name often appears on the Words pages. See also
Symbols in Probability. He was very precocious and very
prolific, publishing the first of his 300 works while still a
student. Although de Finetti became the best known of the
Italian probabilists, there was already an Italian presence
on the international scene. Castelnuovos textbook,
Calcolo della probabilit (1919), was comparable to
Markovs and Cantellis (LP) work on the strong law of
large numbers made him a pioneer of modern probability.

Francesco Paolo Cantelli

He studied pure mathematics at the University of
Palermo, graduating in 1899. He wrote a thesis there on
celestial mechanics Sulla parentesi di Lagrange con

applicazione al moto perturbato dei pianeti and this work

on perturbations of the planets was published in 1900.
Cantelli's work in astronomy involved statistical analysis of
data and his interests turned more towards the statistical
style of mathematics and to applications of probability to
astronomy and other areas. In particular he became
interested in actuarial and social applications of
probability theory. In 1903 took a job as an actuary at the
Istituti di Previdenza where he undertook research into
probability theory publishing some important papers,
some which we mention below. He founded the Istituto
Italiano degli Attuari for the applications of mathematics
and probability to economics. Cantelli's first publications
on probability examined the foundations of the subject in
connection with logic, for example in Sui fondamenti del
calcolo delle probabilit (1905). He proved the strong law
of large numbers, a result which was proved
independently by Mazurkiewicz. On this topic he published
Sulla legge dei grandi numeri (On the law of large
numbers) in 1916. In the same year he published La
tendenza a un limite nel senso del calcolo delle probabilit
(Convergence to a limit in the sense of the calculus of
probabilities).
These papers contributed to the debate
among some Italian mathematicians about the possibility
of defining probability in terms of relative frequencies.
Cantelli, in his work on the law of large numbers, was
developing ideas which had been first suggested by Jacob
Bernoulli in the 17th century. The expression "law of large
numbers" was introduced somewhat later by Poisson who
studied the weak law of large numbers (as did Chebyshev
in his thesis). Around the time that Cantelli worked on the
law of large numbers, Borel was also interested in the
topic. Regazzini writes . he formulated an abstract theory
of probability shortly before the publication of
Kolmogorov's 'Grundbegriffe' so ... he was not in a position
to deal with random variables as measurable functions
and, moreover, considered, implicitly, probability as a
completely additive function on a family of events, without
emphasizing the role of such a hypothesis in restricting
the class of the admissible probability assessments. In
spite of these aspects, the Cantelli treatment of stochastic
convergence turns out to be exceptionally transparent and
quite satisfactory even with respect to the present
expositions of the subject.

William Feller (1906-70)

In 1933 he left Germany first for Denmark and
then for Sweden, joining Cramr at the University of
Stockholm. He moved to the USA in 1939, first to Brown
and then to Cornell and Princeton. Fellers first
contribution to probability was a 1935 paper on the
central limit theorem; he obtained similar results to Lvy.
Feller was the main architect of renewal theory. In the 50s
he worked on a theory of diffusion, which brought
together functional analysis differential equations and
probability. Feller had numerous PhD students who
became influential probabilists; one unofficial student was
Frank Spitzer. The publication in 1950 of volume 1 of
Fellers Introduction to Probability Theory and its
Applications was a major event. Gian-Carlo Rota wrote,
Together with Webers Algebra and Artins Geometric
Algebra this is the finest text book in mathematics in this
century. Besides giving new results and new forms to old
results, the book drew attention to a vast body of applied
probability work that had not been noticed in the
theoretical literature. Fellers frequent appearance on the
Symbols in Probability and Words pages (e.g. sample
space and experiment) testify to the influence of the book.

Joseph L. Doob (1910-2004)

was the first modern probabilist from the United
States or even from the English-speaking world. When
Doob came on the scene the only American probability
textbook was the 1925 book by J. L. Coolidge, which could
almost have been written in 1885. Harvard, where Doob
studied, had a strong group of mathematicians but
nobody worked on probability. Doobs career was almost
entirely spent at the University of Illinois. Although Doob
did not begin in probability, almost all of his work was in
this field. His main work was on stochastic processes; he
was responsible for making martingales so prominent. His
book Stochastic Processes (1954) was an important work
of synthesis. His Classical Potential Theory and its
Probabilistic Counterpart (1984) brought together Doobs
probabilistic and non-probabilistic interests. Doob made
an important contribution to anglicising the language of
probability theory and he appears often in this capacity on

the Words pagessee e.g. probability measure and

Markov process.
Apart from Halmos, his best-known
student was David Blackwell who became part of
Neymans group at Berkeley. For a retrospective on
Stochastic Processes see N. H. Bingham (2005) Doob: a
half-century on, Journal of Applied Probability, 42, 257
266. D. Burkholder and P. Protter have some personal
reminiscences here. An issue of the JEHPS is devoted to
the splendours and miseries of martingales.

John Venn
was born in Hull, England, in the 1870s, and for
many years he taught the elementary logic course. Partly
in this connection, Venn wrote influential textbooks. The
first one, entitled The Logic of Chance and dealing with
probability theory, appeared in three editions between
1866 and 1888. He rehearsed many features and practical
applications of the theory, such as insurance, gambling
and the appraisal of testimony, although he deliberately
eschewed most mathematical details.
he adopted a
frequentist interpretation of probability, regarding as
visciously circular the assumption that we know which
causes pertain to the effect under study; only long runs
could make them manifest in the first place. Thus he
rejected the view that statistical regularities could be
explained by causal mechanisms. Venn saw probability
theory as a branch or offshoot of logic; for example in
`modality' where propositions such as `it is probable that
all is ' is used in reasoning. He expanded his lecture
course on logic in his book Symbolic Logic (1888, 1894)
(the origin of that phrase, incidentally).
He largely
followed Boole's ideas on the algebra of logic, with
modifications to the interpretation of some notations. His
adherance to Boole made him rather pass in the
development of algebraic logic (for example, he did not
appreciate the innovation of a logic of relations by De
Morgan) but his book remains a rich and valuable source
of information. One of its virtues are the many historical
references, for which he drew on his own extensive library
(now kept in the Cambridge University Library).

Richard von MISES

Von Mises was principally known for his work on

the foundations of probability and statistics (randomness)
which was rehabilitated in the 1960s. He founded a school
of applied mathematics in Berlin and wrote the first text
book on philosophical positivism in 1939. He became
director of the new Institute for Applied Mathematics at
the University of Berlin in 1920. Almost all papers by von
Mises on probability and statistics are from the second
part of his career. At the time of von Mises' two seminal
papers "Fundamental Theorems of Probability" and "The
Foundations of Probability" in the Mathematische
Zeitschrift of 1919 [Von Mises, Selecta II] the conceptual
foundations of probability were still obscure. Von Mises'
was unsatisfied with the ``classical" definition of
probability by Laplace. Von Mises' concept of a collective,
the definition of mathematical probability as the limit of a
frequency ratio, and the two fundamental postulates,
requiring the existence of the limiting values of the
relevant frequencies, and their invariance under any place
selection independent from the outcomes of the events,
were soon to become familiar to all probabilists. In his
``Foundations" he urged that ``probability is a science of
the same kind as geometry and theoretical mechanics ...
which aims to reproduce observable phenomena not just
as a reproduction of reality but rather as its abstraction
and idealization.

Pierre de Fermat
is known as one of the co-founders of present day
probability theory. He is most commonly known as a
mathematician and a French number theorist. On August
20, 1601, he was born in Beaumont-de-Lomagne to his
father Dominique, a consul of Beaumont-de-Lomagne and
a leather merchant, and to his mother, Claire de Long. He
had one brother and two sisters.
Fermat mathematician made significant contributions to
number theory, probability theory, analytic geometry and
the early development of infinitesimal calculus. He
ventured into the areas of mathematics which included
pre-evolved calculus and trigonometry. Fermats primary
contribution to mathematics was in the field of number
theory.

Fermat, along with Pascal, is known as the founder of

Theory of Probabilities. His views on fundamental
principles of the subject became the foundation of the
probability theory. Fermats theory of probabilities grew
out of his early research into the theory of numbers
Fermat's Last Theorem
The Binomial Theorem was first presented by Sir Isaac
Newton. He came up with this principle based on the work
done by Blaise Pascal (Pascal's Triangle) and Pierre de
Fermat.
The Binomial Distribution
Bi means Two so this is about things with two
results.
Let's Toss a Coin!
Toss a fair coin three times ... what is the chance of
getting two Heads?
We will use these terms:
Trials: three coin tosses
Number of success: "Two Heads"
The answer is : 3/8.
II.

References:

http://www.proba.jussieu.fr/pageperso/ramacont/le
vy.html
http://www.economics.soton.ac.uk/staff/aldrich/Figu
res.htm#top
http://www.economics.soton.ac.uk/staff/aldrich/Figu
res.htm#top
www.Statprob.com