Kolmogorov Extension Theorem

(Theory)

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What is Kolmogorov extension theorem?

In mathematics, the Kolmogorov extension theorem (also known as Kolmogorov existence theorem, the Kolmogorov consistency theorem or the Daniell-Kolmogorov theorem) is a theorem that guarantees that a suitably "consistent" collection of finite-dimensional distributions will define a stochastic process. It is credited to the English mathematician Percy John Daniell and the Russian mathematician Andrey Nikolaevich Kolmogorov..

Technology Types

hypothesismathematical theoremprobability theorempropositionstatementstochastic processstochastic processetheoremtheorems regarding stochastic processetheory

Synonyms

Kolmogorov consistency principleKolmogorov consistency theoremKolmogorov existence theoremKolmogorov's existence theoremKolmogorov's extension theorem

Translations

Erweiterungssatz von Kolmogorov (de)Teorema da extensão de Kolmogorov (pt)Théorème d'extension de Kolmogorov (fr)

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