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看到一本巴塞罗那大学的博士论文,正文前头引用了Kolmogorov的一段话:
In fact, all epistemological value of the theory of probability is based onthis: The large-scale random phenomena in their collective action createstrict, non-random regularity.
这是对概率论和随机性的深度概括。原话出自BV Gnedenko & AN Kolmogorov的经典课本Limit Distributions for Sums of Independent Random Variables,有钟开莱(KL Chung)先生的英译本(Addison-Wesley, 1954, 1968)。那句话的前面还有一句,更具体强调了极限定理的意义:
In reality, however, the epistemological value of the theory of probabilityis revealed only by limit theorems. Moreover, without limit theorems it is impossible to understand the real content of the primary concept of all oursciences — the concept of probability.
在作者们看来,Pascal和Fermat关于赌博的计算,只不过是概率论的“史前”故事(only asthe pre-history of the theory of probability)——我曾把他们的通信日期作为概率论的生日(http://blog.sciencenet.cn/blog-279992-815466.html)——概率论的真正开始应该是Bernoulli (1713) 和 de Moivre (1730)的极限定理,然后是Poisson的三个极限定理:一个推广了Bernoulli,一个是de Moivre-Laplace定理,还有一个就是Poisson分布。
有趣的是,钟先生在译者序里说,读这本书除了需要一定的微积分知识(Hardy的《纯数学》水平),或许还要一点纯情的理想主义(a touch of single-minded perfectionism),那样才能领会它的深邃,欣赏它的古典美(appreciate the classic beauty)。
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