Andrey Nikolaevich Kolmogorov
The life of Andrey Nikolaevich Kolmogorov - Probability, Turbulence, and Planetary Stability.
Kolmogorov Axioms
The foundation of modern probability theory.
\[ P(E) \ge 0, \quad P(\Omega) = 1, \quad P\left(\bigcup E_i\right) = \sum P(E_i) \]
Chapman-Kolmogorov Equation
Relates joint probability distributions of stochastic processes.
\[ p_{ij}(t+s) = \sum_k p_{ik}(t) p_{kj}(s) \]
Sources: https://mathshistory.st-andrews.ac.uk/Biographies/Kolmogorov/
