Let 
denote anything subject to weighting by a normalized linear scheme of weights that
sum to unity in a set 
. The Kolmogorov axioms state that
1. For every 
in 
,
there is a real number 
(the Kolmogorov weight of 
) such that
 |
2. 
,
where 
denotes the complement of 
in 
.
3. For the mutually exclusive subsets 
, 
, ... in 
,
 |
