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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.


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