The history of the mathematical theory of random vibration started in 1905 with the publication by Einstein of his paper, "On the Movement of Small Particles Suspended in a Stationary Liquid Demanded by the Molecular Kinetic Theory of Heat." He developed an approach to random vibration that is no longer widely used, but he showed the potential for mathematical treatment of random vibration. Many others joined the effort to develop methods for random vibration analysis. In 1930 Weiner formally defined spectral density, and in so doing, opened the way for the current approach to random vibration analysis. In 1958 Crandall organized a workshop at MIT to introduce the theory and practice of random vibration to engineers. The historical work of these researchers, and many others, is discussed in this paper.