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 ,
denote anything subject to weighting by a normalized linear scheme of weights that sum to unity in a set 
. The Kolmogorov axioms state that
in 
, there is a real number 
(the Kolmogorov weight of 
) such that
, where 
denotes the complement of 
in 
.
, 
, ... in 
,