Kolmogorov extension theorem
In mathematics, the Kolmogorov extension theorem (also known as Kolmogorov existence theorem, the Kolmogorov consistency theorem or the Daniell-Kolmogorov theorem) is a theorem that guarantees that a
Foster's theorem
In probability theory, Foster's theorem, named after Gordon Foster, is used to draw conclusions about the positive recurrence of Markov chains with countable state spaces. It uses the fact that positi
Minlos's theorem
In the mathematics of topological vector spaces, Minlos's theorem states that a cylindrical measure on the dual of a nuclear space is a Radon measure if its Fourier transform is continuous. It is name
Clark–Ocone theorem
In mathematics, the Clark–Ocone theorem (also known as the Clark–Ocone–Haussmann theorem or formula) is a theorem of stochastic analysis. It expresses the value of some function F defined on the class
Bruss–Duerinckx theorem
The theorem of the envelopment of societies for resource-dependent populations, also called the Bruss–Duerinckx theorem, is a mathematical result on the behavior of populations which choose their soci
Ignatov's theorem
In probability and mathematical statistics, Ignatov's theorem is a basic result on the distribution of record values of a stochastic process.
Kolmogorov continuity theorem
In mathematics, the Kolmogorov continuity theorem is a theorem that guarantees that a stochastic process that satisfies certain constraints on the moments of its increments will be continuous (or, mor
Dudley's theorem
In probability theory, Dudley's theorem is a result relating the expected upper bound and regularity properties of a Gaussian process to its entropy and covariance structure.
Doob decomposition theorem
In the theory of stochastic processes in discrete time, a part of the mathematical theory of probability, the Doob decomposition theorem gives a unique decomposition of every adapted and stochastic pr
Bussgang theorem
In mathematics, the Bussgang theorem is a theorem of stochastic analysis. The theorem states that the cross-correlation of a Gaussian signal before and after it has passed through a nonlinear operatio
Schilder's theorem
In mathematics, Schilder's theorem is a generalization of the Laplace method from integrals on to functional Wiener integration. The theorem is used in the large deviations theory of stochastic proces