Thanks, I had to dig. I read about it in [1]. Mises was concerned about the formalization of probability theory. It seems the idea appears at least as early as in his 1919 paper [2].
[1] An Introduction to Kolmogorov Complexity and Its Applications, M. Li & P. Vitnányi
[2] Grundlagen der Wahrscheinlichkeitsrechnung, R. von Mises
[1] An Introduction to Kolmogorov Complexity and Its Applications, M. Li & P. Vitnányi
[2] Grundlagen der Wahrscheinlichkeitsrechnung, R. von Mises