Dirichlet's contributions to mathematical probability theory (Q1323508): Difference between revisions

The author mainly describes Dirichlet's unpublished courses on probability theory (1838-1846) which the latter began delivering in 1829. Dirichlet did not study either the ``moral'' applications of probability or its philosophical aspects and, while discussing the method of least squares, neglected its substantiations made by Gauss. Dirichlet based his course on the integral calculus and, in proving the central limit theorem, presented it more rigorously than Chebyshev did in 1879/1880. However, the author does not remark that 1) Chebyshev himself noted that his derivation was not rigorous or that 2) later on (1887) he offered a much better substantiation.