Modern mathematical probability theory is based on three axioms, proposed by Andrey Nikolaevich Kolmogorov (1903–1987) in his monograph with the impressive German title Grundbegriffe der Wahrscheinlichkeitsrechnung (“Foundations of Probability Theory”). The Kolmogorov axioms are simple and intuitive:24
- Once you identify all elementary outcomes, or events, you may then assign probabilities to them, where…
- … a probability is a number between
0and 1, and an event which is certain has probability 1.
- Finally, the probability of any event can be calculated using a deceptively simple rule — the additivity axiom: whenever an event can occur in several mutually exclusive ways, the probability for the event is the sum of the probabilities for each way considered separately.
Obvious, isn’t it? So obvious, in fact, that probability theory was accepted as a mathematical framework, a language that can be used to describe actual physical phenomena. Physics should be able to identify elementary events and assign numerical probabilities to them. Once this is done we may revert to mathematical formalism of probability theory. The Kolmogorov axioms will take care of the mathematical consistency and will guide us whenever there is a need to calculate probabilities of more complex events. This is a very sensible approach, apart from the important fact that it does not always work! Today, we know that probability theory, as ubiquitous as it is, fails to describe many common quantum phenomena. In order to see the need for quantum theory let us consider a simple experiment in which probability theory fails to give the right predictions.