Embark on a captivating journey through the history of probability with this comprehensive lecture by renowned mathematician Yuval Peres. Explore key milestones and groundbreaking concepts in the field, including Hilbert's contributions, Borel's work, and the Le Housdorff theorem. Delve into the intricacies of Kinchin's theorem and its implications, before diving into the fascinating world of Brownian motion. Uncover the significance of the Central Limit Theorem and its proof, gaining insights into Peres' original motivation for his research. Examine the point of increase theorem, stochastic integrals, and the principles of martingales. Conclude with an exploration of the Firstenberg Boundary, rounding out this illuminating 1-hour and 46-minute presentation that offers a rich tapestry of probability theory's historical development and its modern applications.