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This text is the final version of a course on algorithmic information theory and the epistemology of mathematics and physics. It discusses Einstein and Goedel's views on the nature of mathematics in the light of information theory, and sustains the thesis that mathematics is quasi-empirical. The book presents a "hands on" didatic approach using LISP and Mathematica software, and the reader should be able to derive an understanding of the close relationship between mathematics and physics.