Kolmogorov's inequality

Kolmogorov's inequality is like a math way of saying that something can't be too big because something else isn't big enough. For example, if you have a big bag filled with different things, the bag can't be too big if the combined size of all of the things inside is not big enough to fill a bigger bag. Similarly, Kolmogorov's inequality says that if you have a bunch of numbers (called probabilities) written down, the total sum of all of the numbers can't be too much bigger than one. It's like the big bag and all the things inside, except instead of a bag, it's a number and instead of things, it's all the probabilities added together.