Kolmogorov extension theorem
GPTKB entity
Statements (12)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:alsoKnownAs |
gptkb:Kolmogorov_consistency_theorem
|
| gptkbp:appliesTo |
stochastic processes
|
| gptkbp:field |
gptkb:probability_theory
|
| https://www.w3.org/2000/01/rdf-schema#label |
Kolmogorov extension theorem
|
| gptkbp:namedAfter |
gptkb:Andrey_Kolmogorov
|
| gptkbp:publishedIn |
gptkb:Mathematics
|
| gptkbp:state |
A consistent family of finite-dimensional distributions defines a unique probability measure on the product space
|
| gptkbp:yearProposed |
1933
|
| gptkbp:bfsParent |
gptkb:Andrey_Kolmogorov
gptkb:Andrei_Kolmogorov |
| gptkbp:bfsLayer |
5
|