Kolmogorov axioms

E320431

The Kolmogorov axioms are the standard mathematical foundation of probability theory, formalizing probabilities as measures on a sigma-algebra that satisfy non-negativity, normalization, and countable additivity.

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Kolmogorov axioms canonical 4

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Statements (49)

Predicate Object
instanceOf axiomatic system
foundation of probability theory
acceptedAs standard axioms of probability
allows construction of product probability spaces
definition of expectation as Lebesgue integral
definition of random variable as measurable function
appliesTo sample space
assumes finite additivity as a consequence of countable additivity
sigma-additivity
axiom countable additivity of probability
non-negativity of probability
normalization of probability
codomain unit interval [0,1]
compatibleWith Borel sigma-algebra
Lebesgue measure
contrastWith frequentist interpretation of probability
subjective Bayesian interpretation of probability
definesOn event
field measure theory
probability theory
formalizes probability measure
formalizesAs probability is a measure on a sigma-algebra
generalizes classical finite probability spaces
hasDomain sigma-algebra of subsets of sample space
historicalPrecursor axioms of Andrey Markov
axioms of Émile Borel
implies complement rule for probability
continuity from above
continuity from below
inclusion–exclusion principle
monotonicity of probability
probability of empty set equals 0
subadditivity of probability
influenced measure-theoretic approach to probability
languageOfOriginalFormulation Russian
mathematicalStructure (Ω, F, P) probability space
namedAfter Andrei Kolmogorov
surface form: Andrey Kolmogorov
numberOfCoreAxioms 3
publicationYear 1933
requires probability function is defined on all events in sigma-algebra
probability of any event is greater than or equal to 0
probability of countable union of disjoint events equals sum of their probabilities
probability of the whole sample space equals 1
statedIn Foundations of the Theory of Probability
underlies mathematical statistics
modern probability theory
stochastic processes
usesConcept measure space
sigma-algebra

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Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Andrei Kolmogorov notableWork Kolmogorov axioms
Wahrscheinlichkeitslehre relatedConcept Kolmogorov axioms
Probability Theory axiomatizedIn Kolmogorov axioms
subject surface form: Probability theory
Foundations of Probability subject Kolmogorov axioms