  The notion of an individual random sequence goes back to von Mises. We
describe the evolution of this notion, especially the use of martingales
(suggested by Ville), and the development of algorithmic information theory in
1960s and 1970s (Solomonov, Kolmogorov, Martin-Lof, Levin, Chaitin, Schnorr and
others). We conclude with some remarks about the use of the algorithmic
information theory in the foundations of probability theory.
