In mathematics, the Kolmogorov extension theorem (also known as Kolmogorov existence theorem or Kolmogorov consistency 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 Soviet mathematician Andrey Nikolaevich Kolmogorov.
Read more about Kolmogorov Extension Theorem: Statement of The Theorem, Explanation of The Conditions, Implications of The Theorem
Famous quotes containing the words extension and/or theorem:
“We are now a nation of people in daily contact with strangers. Thanks to mass transportation, school administrators and teachers often live many miles from the neighborhood schoolhouse. They are no longer in daily informal contact with parents, ministers, and other institution leaders . . . [and are] no longer a natural extension of parental authority.”
—James P. Comer (20th century)
“To insure the adoration of a theorem for any length of time, faith is not enough, a police force is needed as well.”
—Albert Camus (1913–1960)