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Kolmogorov consistency conditions |
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Kolmogorov consistency conditions [‚kȯl·mə′gȯ·rȯf kən′sis·tən·sē kən‚dish·ənz]
(mathematics) For each finite subsetFof the real numbers or integers, letPFdenote a probability measure defined on the Borel subsets of the cartesian product ofk(F) copies of the real line indexed by elements inF, wherek(F) denotes the number of elements inF; the family {PF} of measures satisfy the Kolmogorov consistency conditions if given any two finite setsF1andF2withF1contained inF2, the restriction ofPF2to those sets which are independent of the coordinates inF2which are not inF1coincides withPF1. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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