The school known as the Moscow school of the theory of functions or the school of D.F. Egorov – N.N. Luzin, originated in 1910s within the framework of the Moscow philosophical-mathematical school. As a matter of fact, its birth was transplanting into the Moscow soil of the French studies on set theory and the theory of functions (E. Borel, H. Lebesgue, R. Baire). This school appeared as an attempt of Muscovites to reach the front line of modern mathematical studies in an area alien to interests of mathematicians from St.- Petersbourg. The attempt has turned successful: its result was creation (in a very short period) of one of the most effective European schools with its own subjects of studies (analytic sets etc.). As a result of the activity of this school Moscow became one of the leading world mathematical centers. Already in the late 1920s, the research done in this school (through the works of P.S. Aleksandrov, A.O. Gelfond, M.V. Keldysh, A.Ya. Khinchin, A.N. Kolmogorov, M.A. Lavrent’ev, L.A. Lyusternik, P.S. Novikov, L.S. Pontryagin, A.N. Tikhonov, P.S. Urysohn etc.) went out very far from the problems which marked the beginning of the Moscow school of the functions theory.