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.

All labels observed (1)

Label Occurrences
Kolmogorov axioms canonical 4

How this entity was disambiguated

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 Andrey Kolmogorov ⓘ
linked to: Andrei 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 ⓘ

How these facts were elicited

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 linked to: Probability Theory
Foundations of Probability → subject → Kolmogorov axioms ⓘ