What is Probability Theory? (A Short Story)

The Journey of Probability: From De Morgan to Kolmogorov

Author: Yours Truly


Once upon a time, a curious idea called Probability went on an adventure…


Act 1: Meeting Mr. De Morgan (Mid-1800s)

In the 1800s, there was a wise mathematician named Mr. Augustus De Morgan. He loved puzzles and patterns and wondered, “Can we predict what might happen just by looking at numbers and patterns?” Mr. De Morgan started to write down rules to help people make sense of chance, like flipping a coin or rolling a dice. This was the beginning of understanding probability as something that could be studied and calculated. De Morgan’s ideas were like the first bricks for a tall tower of probability.


Act 2: Entering the Age of Events with Poisson and Bernoulli (Late 1800s)

Not long after De Morgan, two more clever thinkers joined Probability on its journey. First was Mr. Siméon Denis Poisson, a Frenchman who had a knack for measuring the “unlikely” events, like rare things that don’t happen often. He thought up ways to calculate how often an unlikely thing might still happen over time. Then there was Jakob Bernoulli, who realized that even with just a few tries, you could still get a good idea of what might happen in the long run. These two ideas—rare events and the big picture—were pieces of a puzzle that Probability kept collecting.


Act 3: Mr. Poincaré and the Dance of Randomness (Early 1900s)

Probability’s next friend was Mr. Henri Poincaré, a French mathematician who loved order but noticed how many things seemed random and unpredictable. He thought about stars in space, molecules bouncing around, and the weather—things that seemed chaotic but had hidden patterns. Poincaré started using probability to describe these wild dances of nature. His ideas showed that randomness wasn’t always messy; sometimes, it followed rules too.


Act 4: The Father of Modern Probability, Mr. Kolmogorov (1930s)

Finally, Probability met a brilliant friend, Mr. Andrey Kolmogorov, from Russia. Kolmogorov saw how all the little puzzle pieces fit together. In the 1930s, he created a set of rules, or “axioms,” that made probability as strong as a building. Now, whether people wanted to use probability to understand games, weather, or even traffic, they had Kolmogorov’s solid rules to guide them. His work made probability a powerful tool that could be used in science, economics, and everyday life.


Act 5: Growing in New Directions (1950s-1970s)

After Kolmogorov, Probability kept growing and learning. New ideas like the “probability of dependency” emerged, with mathematicians exploring how some things depend on each other (like how clouds depend on weather patterns). People started using probability to understand things like the stock market and genetics. During this time, Probability became a big part of helping computers “think” too, in fields like artificial intelligence.


And so, Probability continued on, ready to help everyone understand the twists and turns of chance in our world!