scientific article; zbMATH DE number 2187251

History and biography (01-XX) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Limit theorems in probability theory (60Fxx)

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[The French original has appeared in 2001 (Zbl 1104.60008).] The book is composed of three parts. First, a finite probabilistic experiment is considered. The discussion of this problem is extended to infinite sequences of probabilistic experiments. The second part is devoted to the discussion of theorems concerning the probabilities associated to finite experiments. Especially, the weak law of large numbers and the central limit theorem are studied and proved. The arcsine law, the reflection principle and the local limit theorem are also discussed. The infinite probabilistic experiments create the matter of the third part. The strong law of large numbers, the law of the iterated logarithm und the random walks, especially their recurrence, are studied here. E.g., the results leading up to the law of the iterated logarithm are presented in the chronological order from Hausdorff's estimate and Hardy's and Littlewood's estimate to Khinchin's law. The biographies of 33 mathematicians which contributed to the probability calculus and theory are added. These biographies create a short survey of the history of this scientific area.

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