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The development of rigor in Mathematical Probability (1900-1950). (English) Zbl 0865.01011
This paper, an “informal outline” containing many passages from classical sources without any exact references, is reprinted from [the author, in: Development of mathematics 1900-1950, Ed. Jean-Paul Pier, Basel, Birkhäuser, 157-170 (1994; Zbl 0806.01014)]. The author reviews the introduction of measure theory into probability; notes the pertinent methodological and psychological difficulties connected with the disappearance of “romantic connotations” of probability; discusses the impact of the new probability theory on analysis and the present relations between these to disciplines.

MSC:
01A60 History of mathematics in the 20th century
60-03 History of probability theory
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