On the history of the strong law of large numbers and Boole's inequality (Q1183316)

The author describes the contribution of Borel and Cantelli to the discovery of the strong law of large numbers. He adduces translations of the texts of two nonmathematical letters written by Slutsky in 1928 and comments on the later history of the Boole inequality for the probability of the simultaneous occurrence of a series of events (on its use by Cantelli, its generalization by Fréchet (1935) and on its likely influence on Bonferroni (1936)). It appears that Slutsky, who was the first to notice Borel's finding, had to defend the latter at the Congress of Mathematicians in Bologna (1928) against Cantelli. (In 1923-1924 Chuprov maintained that it was impossible to connect frequency with probability. In 1925 Slutsky echoed this opinion. However, also in 1925, he declared, referring to Cantelli, that the stochastic limit of a function was equal to the function of the stochastic limit. And it was Chuprov who attracted Slutsky's attention to Cantelli. See pp. 92-93 of my Russian booklet Chuprov (Moscow 1990) (small number of copies), largely based on archival sources. The author acknowledged my help in obtaining ``important materials'', but he was afraid of harming me by stating expressively that he had received the copies of Slutsky's letters from me, to whom Chuprov's disciple, Chetverikov, had sent them in 1970).