#Андре́й Никола́евич Колмого́ров

[wordacrosstime]

Limit Distributions for Sums of Independent Random Variables

[Limit Distributions for Sums of Independent Random Variables, by BV Gnedenko (Author), AN Kolmogorov (Author), KL Chung (Translator). Paperback (Reprint of the 1954 Edition) - 5 Aug 2021. Publisher - Martino Fine Books (5 Aug 2021). Language - English. Paperback - 276 pages. ISBN-10 - 1684225795. ISBN-13 - 978-1684225798. Dimensions - 15.6 x 1.57 x 23.39 cm. (details thanks to Amazon)]

[Author full names: Boris Vladimirovich Gnedenko (Russian: Бори́с Влади́мирович Гнеде́нко; 1 January 1912 – 27 December 1995); Andrey Nikolaevich Kolmogorov (Russian: Андре́й Никола́евич Колмого́ров, IPA: [ɐnˈdrʲej nʲɪkɐˈlajɪvʲɪtɕ kəlmɐˈɡorəf], 25 April 1903 – 20 October 1987) (details thanks to Wikipedia)]

***

A number of years ago I set about a course of self-improvement. For me that meant reading as much as possible from works written by world-class thinkers. This list of august minds was often, though not solely, driven by Nobel Prize winners and other winners of similar or equivalent awards in other areas (mathematics, for example, where the Fields Medal and Abel Prize are the highest honors). However, I am a statistician among other things, and so I have also kept a keen eye out for important works by the giants of that field.

I am not well-acquainted with Boris Gnedenko, though his name has certainly come up from time to time over the years that I’ve both studied and practiced statistics. The name that has come up repeatedly in reverential tones is Andrey Kolmogorov, who is one of a handful of mathematicians who are credited with giving the theoretical underpinnings of statistics a solid and rigorous mathematical foundation.

The volume under review here is one of Kolmogorov’s most important publications. In it, he and Gnedenko elicit the basis and application of results like the Central Limit Theorem (CLT) and the Law of Large Numbers (LLN). These are two of the most important results in all of statistics and probability theory and the slightly more general theory of stochastic (random) processes.

I should mention that this volume was originally published in the Soviet Union in 1949 in Russian. The edition I read here was translated into English in 1954 by KL Chung, and the actual ISBN citation is this particular reprint; there are others from different time periods, and of course if one is a true purist, then one should definitely read the original Russian text. However, according to the preface, all of the formulas and other special figures in the text are actually photostats from the original monograph.

I really enjoyed this book. The writing style of Gnedenko and Kolmogorov is delightfully lofty and at times quite flowery, but their explanations of proofs and motivations for results are really first-rate. I wasn’t sure what to expect, given the high intellectual bar these gentlemen set, but I was very pleasantly surprised. Professor Chung, the translator, added quite a few helpful comments and clarifications where appropriate, but overall he seems to have let the book flow as it was originally set down. One of the Appendices was written by another legendary statistician, JL Doob, providing a bit of bridge material related to some measure-theoretic issues that arise in Chapter 1.

My only complaint (a very small one to be sure) is that there were a number of typos that remained intact despite the extensive editorial review this monograph has surely had over the past 70+ years. I wouldn’t exactly call it a super-power, but I personally seem to have a knack for finding typos and grammatical errors in even very technical material. I’ve taken photos of two of the ones I found early in the text as examples here (see below). For some reason my eye was instinctively drawn to these and others. I would thus advise the reader to pause if something seems slightly amiss – it very well might be. I’m happy to say that these errata were few and far between, and in no case do I recall them rendering the explanations or results indecipherable.

Who would enjoy this tome? Anyone who is interested in the theoretical basis for many of the classic results in modern non-Bayesian statistics. The foreword by the translator advises that a solid background in calculus is a must, and mathematical maturity a definite plus. Beyond that, the book itself is remarkably self-contained. This is likely due to the political environment in which it was written. Post-World War II was a difficult time for Soviet intellectuals since they were generally denied access to journals and results outside their own country.

Here are the two examples of typos that I detected early in the book – I think they speak for themselves, but you can be the judge:

[Image credits numbered from top: (1 & 2) two pages from the book photographed by reviewer- with thanks to © publishers and estates of authors. (3 & 4) book cover front and back - with thanks to © publishers (5) Boris Vladimirovich Gnedenko - with thanks, no details of © copyright holder / photographer known (6) Andrey Nikolaevich Kolmogorov - with thanks, no details of © copyright holder / photographer known]

Kevin Gillette

Words Across Time

12 January 2024

wordsacrosstime