Kolmogorov consistency theorem
GPTKB entity
Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:alsoKnownAs |
gptkb:Kolmogorov_extension_theorem
|
| gptkbp:appliesTo |
stochastic processes
|
| gptkbp:field |
gptkb:probability_theory
|
| https://www.w3.org/2000/01/rdf-schema#label |
Kolmogorov consistency theorem
|
| gptkbp:namedAfter |
gptkb:Andrey_Kolmogorov
|
| gptkbp:publishedIn |
Mathematics of the 20th century
|
| gptkbp:relatedTo |
measure theory
product measure probability space |
| gptkbp:state |
A consistent family of finite-dimensional distributions defines a unique probability measure on the product space
|
| gptkbp:usedIn |
construction of probability measures on infinite-dimensional spaces
|
| gptkbp:yearProposed |
1933
|
| gptkbp:bfsParent |
gptkb:Kolmogorov_extension_theorem
|
| gptkbp:bfsLayer |
6
|