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:
“The motive of science was the extension of man, on all sides, into Nature, till his hands should touch the stars, his eyes see through the earth, his ears understand the language of beast and bird, and the sense of the wind; and, through his sympathy, heaven and earth should talk with him. But that is not our science.”
—Ralph Waldo Emerson (1803–1882)
“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)