A.N. Kolmogorov (Tambov 1903, Moscow 1987) was one of the most brilliant mathematicians that the world has ever known. Incredibly deep and creative, he was able to approach each subject with a completely new point of view: in a few magnificent pages, which are models of shrewdness and imagination, and which astounded his contemporaries, he changed drastically the landscape of the subject.

Each chapter treats one of Kolmogorov's research themes, or a subject that was invented as a co ...