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A.N. Kolmogorov (b. Tambov 1903, d. 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.Most mathematicians prove what they can, Kolmogorov was of those who prove what they want. For this book several world experts were asked to present one part of the mathematical heritage left to us by Kolmogorov.