Andrey Kolmogorov

Andrey Nikolaevich Kolmogorov (Russian: Андре́й

Никола́евич Колмого́ров, IPA: [ɐnˈdrʲej nʲɪkɐˈlajɪvʲɪtɕ Andrey Kolmogorov
kəlmɐˈɡorəf] ⓘ , 25 April 1903 – 20 October Андрей Колмогоров
1987)[4][5] was a Soviet mathematician who played a
central role in the creation of modern probability
theory. He also contributed to the mathematics of
topology, intuitionistic logic, turbulence, classical
mechanics, algorithmic information theory and
computational complexity.[6][2][7]

Biography

Early life
Andrey Kolmogorov was born in Tambov, about 500
kilometers southeast of Moscow, in 1903. His
unmarried mother, Maria Yakovlevna Kolmogorova,
Born Andrey Nikolaevich
died giving birth to him.[8] Andrey was raised by two
of his aunts in Tunoshna (near Yaroslavl) at the estate Kolmogorov
25 April 1903
of his grandfather, a well-to-do nobleman.
Tambov, Russian Empire
Little is known about Andrey's father. He was Died 20 October 1987 (aged 84)
supposedly named Nikolai Matveyevich Katayev and Moscow, Russian SFSR,
had been an agronomist. Katayev had been exiled from Soviet Union
Saint Petersburg to the Yaroslavl province after his Alma mater Moscow State University (PhD)
participation in the revolutionary movement against
Known for Probability theory
the tsars. He disappeared in 1919 and was presumed to
have been killed in the Russian Civil War. Probability space
Topology
Andrey Kolmogorov was educated in his aunt Vera's
Intuitionistic logic
village school, and his earliest literary efforts and
Turbulence studies
mathematical papers were printed in the school journal
"The Swallow of Spring". Andrey (at the age of five) Classical mechanics
was the "editor" of the mathematical section of this Mathematical analysis
journal. Kolmogorov's first mathematical discovery Kolmogorov complexity
was published in this journal: at the age of five he KAM theorem
noticed the regularity in the sum of the series of odd
KPP equation
numbers:
Spouse Anna Dmitrievna Egorova
etc.[9] ​
​(m. 1942⁠–⁠1987)​
In 1910, his aunt adopted him, and they moved to Awards Member of the Russian
Moscow, where he graduated from high school in Academy of Sciences[1]
1920. Later that same year, Kolmogorov began to Stalin Prize (1941)
study at Moscow State University and at the same time
Balzan Prize (1962)
Mendeleev Moscow Institute of Chemistry and
Technology.[10] Kolmogorov writes about this time: "I ForMemRS (1964)[2]
arrived at Moscow University with a fair knowledge of Lenin Prize (1965)
mathematics. I knew in particular the beginning of set Wolf Prize (1980)
theory. I studied many questions in articles in the
Lobachevsky Prize (1986)
Encyclopedia of Brockhaus and Efron, filling out for
myself what was presented too concisely in these Scientific career
articles."[11] Fields Mathematics
Institutions Moscow State University
Kolmogorov gained a reputation for his wide-ranging
Doctoral Nikolai Luzin[3]
erudition. While an undergraduate student in college,
advisor
he attended the seminars of the Russian historian S. V.
Bakhrushin, and he published his first research paper Doctoral Vladimir Alekseev
on the fifteenth and sixteenth centuries' landholding students Vladimir Arnold
practices in the Novgorod Republic.[12] During the Sergei N. Artemov
same period (1921–22), Kolmogorov worked out and
Grigory Barenblatt
proved several results in set theory and in the theory of
Roland Dobrushin
Fourier series.
Eugene Dynkin
Israil Gelfand
Adulthood
Boris Gnedenko
In 1922, Kolmogorov gained international recognition
Leonid Levin
for constructing a Fourier series that diverges almost
Valerii Kozlov
everywhere.[13][14] Around this time, he decided to
devote his life to mathematics. Per Martin-Löf
Robert Minlos
In 1925, Kolmogorov graduated from Moscow State
Andrei Monin
University and began to study under the supervision of
Sergey Nikolsky
Nikolai Luzin.[3] He formed a lifelong close friendship
with Pavel Alexandrov, a fellow student of Luzin; Alexander Obukhov
indeed, several researchers have concluded that the Yuri Prokhorov
two friends were involved in a homosexual Yakov Sinai
relationship,[15][16][17][18] although neither Albert Shiryaev
acknowledged this openly during their lifetimes.
Anatoli Vitushkin
Kolmogorov (together with Aleksandr Khinchin)
Vladimir Uspensky
became interested in probability theory. Also in 1925,
he published his work in intuitionistic logic, "On the Akiva Yaglom
principle of the excluded middle," in which he proved Vladimir Vovk[3]
that under a certain interpretation all statements of
classical formal logic can be formulated as those of intuitionistic logic. In 1929, Kolmogorov earned his
Doctor of Philosophy degree from Moscow State University. In 1929, Kolmogorov and Alexandrov
during a long travel stayed about a month in an island in lake Sevan in Armenia.[19]
In 1930, Kolmogorov went on his first long trip abroad, traveling to Göttingen and Munich and then to
Paris. He had various scientific contacts in Göttingen, first with Richard Courant and his students
working on limit theorems, where diffusion processes proved to be the limits of discrete random
processes, then with Hermann Weyl in intuitionistic logic, and lastly with Edmund Landau in function
theory. His pioneering work About the Analytical Methods of Probability Theory was published (in
German) in 1931. Also in 1931, he became a professor at Moscow State University.

In 1933, Kolmogorov published his book Foundations of the Theory of Probability, laying the modern
axiomatic foundations of probability theory and establishing his reputation as the world's leading expert
in this field. In 1935, Kolmogorov became the first chairman of the department of probability theory at
Moscow State University. Around the same years (1936) Kolmogorov contributed to the field of ecology
and generalized the Lotka–Volterra model of predator–prey systems.

During the Great Purge in 1936, Kolmogorov's doctoral advisor Nikolai Luzin became a high-profile
target of Stalin's regime in what is now called the "Luzin Affair." Kolmogorov and several other students
of Luzin testified against Luzin, accusing him of plagiarism, nepotism, and other forms of misconduct;
the hearings eventually concluded that he was a servant to "fascistoid science" and thus an enemy of the
Soviet people. Luzin lost his academic positions, but curiously he was neither arrested nor expelled from
the Academy of Sciences of the Soviet Union.[20][21] The question of whether Kolmogorov and others
were coerced into testifying against their teacher remains a topic of considerable speculation among
historians; all parties involved refused to publicly discuss the case for the rest of their lives. Soviet-
Russian mathematician Semën Samsonovich Kutateladze concluded in 2013, after reviewing archival
documents made available during the 1990s and other surviving testimonies, that the students of Luzin
had initiated the accusations against Luzin out of personal acrimony; there was no definitive evidence
that the students were coerced by the state, nor was there any definitive evidence to support their
allegations of academic misconduct.[22] Soviet historian of mathematics A.P. Yushkevich surmised that,
unlike many of the other high-profile persecutions of the era, Stalin did not personally initiate the
persecution of Luzin and instead eventually concluded that he was not a threat to the regime, which
would explain the unusually mild punishment relative to other contemporaries.[23]

In a 1938 paper, Kolmogorov "established the basic theorems for smoothing and predicting stationary
stochastic processes"—a paper that had major military applications during the Cold War.[24] In 1939, he
was elected a full member (academician) of the USSR Academy of Sciences.

During World War II Kolmogorov contributed to the Soviet war effort by applying statistical theory to
artillery fire, developing a scheme of stochastic distribution of barrage balloons intended to help protect
Moscow from German bombers during the Battle of Moscow.[25]

In his study of stochastic processes, especially Markov processes, Kolmogorov and the British
mathematician Sydney Chapman independently developed a pivotal set of equations in the field that have
been given the name of the Chapman–Kolmogorov equations.

Later, Kolmogorov focused his research on turbulence, beginning his publications in 1941. In classical
mechanics, he is best known for the Kolmogorov–Arnold–Moser theorem, first presented in 1954 at the
International Congress of Mathematicians.[6] In 1957, working jointly with his student Vladimir Arnold,
he solved a particular interpretation of Hilbert's thirteenth problem. Around this time he also began to
develop, and has since been considered a founder of, algorithmic complexity theory – often referred to as
Kolmogorov complexity theory.
Kolmogorov married Anna Dmitrievna Egorova in 1942. He
pursued a vigorous teaching routine throughout his life both at the
university level and also with younger children, as he was actively
involved in developing a pedagogy for gifted children in literature,
music, and mathematics. At Moscow State University,
Kolmogorov occupied different positions including the heads of
several departments: probability, statistics, and random processes;
mathematical logic. He also served as the Dean of the Moscow
Kolmogorov (left) delivers a talk at a
State University Department of Mechanics and Mathematics. Soviet information theory
symposium. (Tallinn, 1973).
In 1971, Kolmogorov joined an oceanographic expedition aboard
the research vessel Dmitri Mendeleev. He wrote a number of
articles for the Great Soviet Encyclopedia. In his later years, he
devoted much of his effort to the mathematical and philosophical
relationship between probability theory in abstract and applied
areas.[26]

Kolmogorov died in Moscow in 1987 and his remains were buried

in the Novodevichy cemetery.

A quotation attributed to Kolmogorov is [translated into English]:

"Every mathematician believes that he is ahead of the others. The
reason none state this belief in public is because they are
intelligent people."
Kolmogorov works on his talk
(Tallinn, 1973).
Vladimir Arnold once said: "Kolmogorov – Poincaré – Gauss –
Euler – Newton, are only five lives separating us from the source
of our science."

Awards and honours

Kolmogorov received numerous awards and honours both during and after his lifetime:

Member of the Russian Academy of Sciences[1]

Awarded the Stalin Prize in 1941
Elected an Honorary Member of the American Academy of Arts and Sciences in 1959[27]
Elected member of the American Philosophical Society in 1961[28]
Awarded the Balzan Prize in 1962
Elected a Foreign Member of the Royal Netherlands Academy of Arts and Sciences in
1963[29]
Elected a Foreign Member of the Royal Society (ForMemRS) in 1964.[2]
Awarded the Lenin Prize in 1965
Elected member of the United States National Academy of Sciences in 1967[30]
Awarded the Wolf Prize in 1980
Awarded the Lobachevsky Prize in 1986
The following are named in Kolmogorov's honour:
Fisher–Kolmogorov equation
Johnson–Mehl–Avrami–Kolmogorov equation
Kolmogorov axioms
Kolmogorov equations (also known as the Fokker–Planck equations in the context of
diffusion and in the forward case)
Kolmogorov dimension (upper box dimension)
Kolmogorov–Arnold theorem
Kolmogorov–Arnold–Moser theorem
Kolmogorov continuity theorem
Kolmogorov's criterion
Kolmogorov extension theorem
Kolmogorov's three-series theorem
Convergence of Fourier series
Gnedenko-Kolmogorov central limit theorem
Quasi-arithmetic mean (it is also called Kolmogorov mean)
Kolmogorov homology
Kolmogorov's inequality
Landau–Kolmogorov inequality
Kolmogorov integral
Brouwer–Heyting–Kolmogorov interpretation
Kolmogorov microscales
Kolmogorov's normability criterion
Fréchet–Kolmogorov theorem
Kolmogorov space
Kolmogorov complexity
Kolmogorov–Smirnov test
Wiener filter (also known as Wiener–Kolmogorov filtering theory)
Wiener–Kolmogorov prediction
Kolmogorov automorphism
Kolmogorov's characterization of reversible diffusions
Borel–Kolmogorov paradox
Chapman–Kolmogorov equation
Hahn–Kolmogorov theorem
Johnson–Mehl–Avrami–Kolmogorov equation
Kolmogorov–Sinai entropy
Astronomical seeing described by Kolmogorov's turbulence law
Kolmogorov structure function
Kolmogorov–Uspenskii machine model
Kolmogorov's zero–one law
Kolmogorov–Zurbenko filter
Kolmogorov's two-series theorem
Rao–Blackwell–Kolmogorov theorem
Khinchin–Kolmogorov theorem
Kolmogorov's Strong Law of Large Numbers
Bibliography
A bibliography of his works appeared in "Publications of A. N. Kolmogorov" (https://doi.org/10.1214%2
Faop%2F1176991252). Annals of Probability. 17 (3): 945–964. July 1989. doi:10.1214/aop/1176991252
(https://doi.org/10.1214%2Faop%2F1176991252).

Kolmogorov, Andrey (1933). Grundbegriffe der Wahrscheinlichkeitsrechnung (in German).

Berlin: Julius Springer.[31]
Translation: Kolmogorov, Andrey (1956). Foundations of the Theory of Probability (http
s://web.archive.org/web/20180914120850/http://www.mathematik.com/Kolmogorov/inde
x.html) (2nd ed.). New York: Chelsea. ISBN 978-0-8284-0023-7. Archived from the
original (http://www.mathematik.com/Kolmogorov/index.html) on 14 September 2018.
Retrieved 17 February 2016.[32]
1991–93. Selected works of A.N. Kolmogorov, 3 vols. Tikhomirov, V. M., ed., Volosov, V. M.,
trans. Dordrecht:Kluwer Academic Publishers. ISBN 90-277-2796-1
1925. "On the principle of the excluded middle" in Jean van Heijenoort, 1967. A Source
Book in Mathematical Logic, 1879–1931. Harvard Univ. Press: 414–37.
Kolmogorov, Andrei N. (1963). "On Tables of Random Numbers". Sankhyā Ser. A. 25: 369–
375. MR 0178484 (https://mathscinet.ams.org/mathscinet-getitem?mr=0178484).
Kolmogorov, Andrei N. (1998) [1963]. "On Tables of Random Numbers". Theoretical
Computer Science. 207 (2): 387–395. doi:10.1016/S0304-3975(98)00075-9 (https://doi.org/
10.1016%2FS0304-3975%2898%2900075-9). MR 1643414 (https://mathscinet.ams.org/mat
hscinet-getitem?mr=1643414).
Kolmogorov, Andrei N. (2005) Selected works. In 6 volumes. Moscow (in Russian)
Textbooks:

A. N. Kolmogorov and B. V. Gnedenko. "Limit distributions for sums of independent random

variables", 1954.
A. N. Kolmogorov and S. V. Fomin. "Elements of the Theory of Functions and Functional
Analysis", Publication 1999 (https://www.amazon.com/Elements-Functions-Functional-Analy
sis-Mathematics/dp/0486406830/), Publication 2012 (https://www.amazon.com/Elements-Fu
nctions-Functional-Analysis-Volumes/dp/1614273049/)
Kolmogorov, Andrey Nikolaevich; Fomin, Sergei Vasilyevich (1975) [1970]. Introductory real
analysis. New York: Dover Publications. ISBN 978-0-486-61226-3..

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1-0)
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ps://doi.org/10.1098%2Frsbm.1991.0015). Biographical Memoirs of Fellows of the Royal
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Genealogy Project
 4. "Academician Andrei Nikolaevich Kolmogorov (obituary)". Russian Mathematical Surveys.
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Twentieth Century (https://archive.org/details/ladytastingteaho0000sals). New York: W. H.
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matwbn.icm.edu.pl/ksiazki/fm/fm4/fm4127.pdf) [A Fourier–Lebesgue series that diverges
almost everywhere] (PDF). Fundamenta Mathematicae (in French). 4 (1): 324–328.
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w.physicstoday.org/resource/1/phtoad/v42/i10/p148_s2?bypassSSO=1). Archived from the
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15. Graham, Loren R.; Kantor, Jean-Michel (2009). Naming infinity: a true story of religious
mysticism and mathematical creativity. Harvard University Press. p. 185. ISBN 978-0-674-
03293-4. "The police soon learned of Kolmogorov and Alexandrov's homosexual bond, and
they used that knowledge to obtain the behavior that they wished."
16. Gessen, Masha (2011). Perfect Rigour: A Genius and the Mathematical Breakthrough of a
Lifetime. Icon Books Ltd. p. 17. "Kolmogorov alone among the top Soviet mathematicians
avoided being drafted into the postwar military effort. His students always wondered why-
and the only likely explanation seems to be Kolmogorov's homosexuality. His lifelong
partner, with whom he shared a home starting in 1929, was the topologist Pavel
Alexandrov."
17. Graham, Loren; Kantor, Jean-Michel (2009), Naming Infinity: A True Story of Religious
Mysticism and Mathematical Creativity (https://books.google.com/books?id=j2IUI4pj6e8C&p
g=PA185), Harvard University Press, p. 185, ISBN 9780674032934
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the Black-Scholes Equation (https://books.google.com/books?id=PFOAKB4HtF0C&pg=PA1
52), Basic Books, p. 152, ISBN 9780465022489, "It was generally known that they had a
homosexual relationship, although they never acknowledged their liaison"
19. Gurzadyan, Vahe (2004). "Kolmogorov and Aleksandrov in Sevan monastery" (https://doi.or
g/10.1007/BF02985651). Mathematical Intelligencer. 26: 40–43. arXiv:math/0410397 (http
s://arxiv.org/abs/math/0410397). doi:10.1007/BF02985651 (https://doi.org/10.1007%2FBF02
985651).
20. Lorentz, G. G. (2001). "Who discovered analytic sets?". The Mathematical Intelligencer. 23
(4): 28–32. doi:10.1007/BF03024600 (https://doi.org/10.1007%2FBF03024600).
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v10/a1-6.pdf) (PDF). semr.math.nsc.ru (in Russian). Retrieved 19 June 2023.
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7e64-474f-9672-8fb91cd89876) (in Russian).
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Books. p. 334. ISBN 978-1-4000-9623-7.
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32. Gouvêa, Fernando Q. "Review of Foundations of the Theory of Probability by A. N.
Kolmogorov" (https://old.maa.org/press/maa-reviews/foundations-of-the-theory-of-probabilit
y). MAA Reviews, Mathematical Association of America.

External links
Portal dedicated to AN Kolmogorov (https://web.archive.org/web/20061118061150/http://ww
w.kolmogorov.info/) (his scientific and popular publications, articles about him).(in Russian)
 The Legacy of Andrei Nikolaevich Kolmogorov (https://web.archive.org/web/2018011718543
7/http://kolmogorov.org/)
Biography at Scholarpedia (http://www.scholarpedia.org/article/Andrey_Nikolaevich_Kolmog
orov)
Derzhavin Tambov State University - Institute of Mathematics, Physics and Information
Technology (http://eng.tsutmb.ru/institsutes-and-departments/61-institute-of-mathematics,-p
hysics-and-information-technology.html) Archived (https://web.archive.org/web/2019100504
0054/http://eng.tsutmb.ru/institsutes-and-departments/61-institute-of-mathematics,-physics-
and-information-technology.html) 2019-10-05 at the Wayback Machine
The origins and legacy of Kolmogorov's Grundbegriffe (http://www.probabilityandfinance.co
m/articles/04.pdf)
Vitanyi, P.M.B., Andrey Nikolaevich Kolmogorov. Scholarpedia, 2(2):2798; 2007 (http://www.
scholarpedia.org/article/Andrey_Nikolaevich_Kolmogorov)
Collection of links to Kolmogorov resources (http://www.geometry.net/scientists/kolmogorov_
andrey.php)
Interview with Professor A. M. Yaglom about Kolmogorov, Gelfand and other (1988, Ithaca,
New York (http://dynkincollection.library.cornell.edu/sites/default/files/Yaglom%20%28ENG%
29,%20Ithaca,%20N.%20Y.,%20Dec.%202,%201988.pdf))
Kolmogorov School (http://www.pms.ru/) at Moscow University
Annual Kolmogorov Lecture (http://www.clrc.rhul.ac.uk/events/eventsoverview.htm) at the
Computer Learning Research Centre at Royal Holloway, University of London
Lorentz G. G., Mathematics and Politics in the Soviet Union from 1928 to 1953 (https://web.
archive.org/web/20110525230252/http://www.math.ohio-state.edu/AT/LORENTZ/JAT02-000
1_final.ps)
Kutateladze S. S., Sic Transit... or Heroes, Villains, and Rights of Memory (http://www.math.
nsc.ru/LBRT/g2/english/ssk/gloria_e.html).
Kutateladze S. S., The Tragedy of Mathematics in Russia (http://www.math.nsc.ru/LBRT/g2/
english/ssk/case_e.html)
Video recording of the G. Falkovich's lecture: "Andrey Nikolaevich Kolmogorov (1903–1987)
and the Russian school" (https://www.youtube.com/watch?v=EGVOPqq3HpM)
Andrey Kolmogorov (https://mathgenealogy.org/id.php?id=10480) at the Mathematics
Genealogy Project

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