Measure-theoretic Probability

One of the two main mathematical notions of probability, the other one being game-theoretic probability. The modern axiomatic system of measure-theoretic probability was first spelled out by Andrei Kolmogorov in his 1933 book. At this time measure-theoretic notion of probability is by far the dominant one.

Bibliography

• Andrei Kolmogorov. Grundbegriffe der Wahrscheinlichkeitsrechnung. Berlin: Springer, 1933.
• Glenn Shafer and Vladimir Vovk. The origins and legacy of Kolmogorov's Grundbegriffe. Short version published in "Statistical Science'' 21:70 - 98, 2006.