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In this brief essay we succinctly comment on the historical origin of Hilbert geometry. In particular, we give a summary of the letter in which David Hilbert informs his friend and colleague Felix Klein about his discovery of this geometry. The present paper is to appear in the Handbook of Hilbert geometry, (ed. A. Papadopoulos and M. Troyanov), European Mathematical Society, Z"urich, 2014.

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