概率论发展到今天的数学学科的主流分支之一，是从创立之初对赌博中出现的问题进行分析的。现代概率论的研究方向和方法有了很大的发展，尤其是近十几年来，无论是在科研上还是在实际应用上，概率论与其他学科逐步交叉结合，形成了一些新的分支和增长点，取得了优异的研究成果。本文以介绍概率论的创立和发展为主要内容，依次介绍了概率论的起源，分析概率时期的进展，大数定律和中心极限定理的建立，现代应用的随机过程的形成，配以若干历史背景和实例。通过对概率论的创立和发展的理解，对于我们探索概率思想的发展和变化，以及它的未来发展，对于加深这门学科的理想是非常有帮助的。

Probability theory has developed into one of the mainstream branches of mathematics today, which analyzes the problems that arise in gambling from its inception. The research direction and methods of modern probability theory have developed greatly, especially in the past ten years, whether in scientific research or practical application, probability theory and other disciplines have gradually cross-combined, forming some new branches and growth points, and achieving excellent research results. This paper introduces the establishment and development of probability theory as the main content, introduces the origin of probability theory, analyzes the progress of probability period, the establishment of the law of large numbers and the central limit theorem, and the formation of stochastic processes in modern applications, with several historical backgrounds and examples. Through the understanding of the creation and development of probability theory, it is very helpful for us to explore the development and change of probability thinking, as well as its future development, and to deepen the ideals of this discipline.