Dynamical Systems - History - Backgrounds |
Andrei Kolmogorov (1903-1987)
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Kolmogorov
was one of the broadest of this century's mathematicians. He laid the
mathematical foundations of probability theory and the algorithmic theory
of randomness and made crucial contributions to the foundations of
statistical mechanics, stochastic processes, information theory, fluid
mechanics, and nonlinear
dynamics. All of these areas, and their interrelationships, underlie
complex systems, as they are studied today.
Kolmogorov graduated from Moscow State University in 1925 and then
became a professor there in 1931. In 1939 he was elected to the Soviet
Academy of Sciences, receiving the Lenin Prize in 1965 and the Order of Lenin on seven
separate occasions.
His work on reformulating probability started with a 1933 paper in
which he built up probability theory in a rigorous way from fundamental
axioms, similar to Euclid's treatment of geometry. Kolmogorov went on to
study the motion of the planets and turbulent fluid flows, later
publishing two papers in 1941 on turbulence that even today are of
fundamental importance.
In 1954 he developed his work on dynamical systems in relation to
planetary motion, thus demonstrating the vital role of probability theory
in physics and re-opening the study of apparent randomness in
deterministic systems, much along the lines originally conceived by Henri
Poincare.
In 1965 he introduced the algorithmic theory of randomness via a
measure of complexity, now referred to Kolmogorov
Complexity. According to Kolmogorov, the complexity of an object
is the length of the shortest computer program that can reproduce the
object. Random objects, in his view, were their own shortest description.
Whereas, periodic sequences have low Kolmogorov complexity, given by the
length of the smallest repeating "template" sequence they contain.
Kolmogorov's notion of complexity is a measure of randomness, one that is
closely related to Claude
Shannon's entropy rate of an information source.
Kolmogorov had many interests outside mathematics research, notable
examples being the quantitative analysis of structure in the poetry of the
Russian author Pushkin, studies of agrarian development in 16th and 17th
century Novgorod, and mathematics education. |
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