Saturday, June 20, 2009

#66. Old paper by Shafer and Vovk

I presume you have heard about Glenn Shafer and Vladimir Vovk's game-theoretic approach to probability, so this one travels a different (but not really disjoint) path.

In this paper they trace the early history of measure-theoretical probability culminating in Kolmogorov's well-known book.

Glenn Shafer, Vladimir Vovk (2006). The sources of Kolmogorov’s Grundbegriffe. Statistical Science 21, 70--98.

Their account is nice and very informative, not avoiding technical details. It's a pity people don't pay historical issues more attention.

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