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
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