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Reference.org
Kolmogorov extension theorem
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<p>In <a href="/facts/Mathematics/pxTouaz4">mathematics</a>, the Kolmogorov extension theorem (also known as Kolmogorov existence theorem, the Kolmogorov consistency theorem or the Daniell-Kolmogorov theorem) is a <a href="/facts/Theorem/f2Pe1FMD">theorem</a> that guarantees that a suitably "consistent" collection of <a href="/facts/Finite-dimensional_distribution/RRglj3hV">finite-dimensional distributions</a> will define a <a href="/facts/Stochastic_process/Ng1n1dnB">stochastic process</a>. It is credited to the English mathematician <a href="/facts/Percy_John_Daniell/n5x0LQql">Percy John Daniell</a> and the <a href="/facts/Russia/jfkCwyxn">Russian</a> <a href="/facts/Mathematician/eaFSR8Fx">mathematician</a> <a href="/facts/Andrey_Kolmogorov/bEKwtrs6">Andrey Nikolaevich Kolmogorov</a>. </p>