Abstract:
The creative path of the great scientist Andrei Nikolaevich Kolmogorov (1903 – 1987) is considered. The main attention is paid to his works on probability theory, mathematical statistics and random processes, in particular, to the classical monograph "Foundations of Probability Theory". Along with the fundamental results in the realm of mathematics, the contribution made by Andrei Nikolaevich to solving important problems related to the study of stochastic models in physics, biology, geology and other fields is discussed. The activities of the unique scientific school he established are also tackled. The impressions of the author, who was a PhD student of A.N. Kolmogorov, from communication with the Teacher are presented.
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