A.N. Kolmogorov (Tambov 1903, Moscow 1987) was one of the most brilliant mathematicians that the world has ever known. Incredibly deep and creative, he was able to approach each subject with a completely new point of view: in a few magnificent pages, which are models of shrewdness and imagination, and which astounded his contemporaries, he changed drastically the landscape of the subject.

Each chapter treats one of Kolmogorov's research themes, or a subject that was invented as a consequence of his discoveries. The authors present here his contributions, his methods, the perspectives he opened to us, the way in which this research has evolved up to now, along with examples of recent applications and a presentation of the modern prospects.

This book can be read by anyone with a master's (or even a bachelor's) degree in mathematics, computer science or physics, or more generally by anyone who likes mathematical ideas. Rather than presenting detailed proofs, the main ideas are described, and a bibliography for those who wish to understand the technical details.