Chebyshev's lectures on the theory of probability (Q1329047)

There exist three extant versions of P. N. Chebyshev's lecture notes: the manuscript by A. M. Lyapunov at the archive in Moscow, and also in a printed version edited in 1936 by A. N. Krylov, (the latter being unfortunately corrupted by misprints), a second much more detailed one in 1876/78 by N. A. Artemiev, discovered as late as 1986 in a Petersburg library, and a third (condensed) copy written down by A. A. Markov, kept in the Archive of Petersburg. Chebyshev regarded the theory of probability as a purely mathematical discipline, and declared that the propositions of the theory should be proved rigorously. He played his part in discovering the Bienaymé-Chebyshev-inequality, he made considerable progress in the most important topics of the theory: the generalization of the law of large numbers and the central limit theorem, he substantially broadened the field of stochastic research, he studied a certain class of dependent variables and made full use of the concept of random quantities (= the Russian equivalent of random variables). Chebyshev's lectures were easily understood by his pupils. Several hints are given to some recent publications concerning his life and work by Yu. A. Prochorov (1986), I. A. Golovinsky (1986), and that by T. L. Butzer and F. Jongmans (1989) about his western contacts. 44 references.