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Śrīmad-Bhāgavatam
[Canto 3, Ch. 16]
mentioned as appearing in the fourth millennium, or Kali-yuga. It is described in Vedic literature that in Kali-yuga He comes as  channavatāra , or an incarnation, but He does not appear as a manifest incarnation. In the other  yugas , however, the Lord is a manifest incarnation, and therefore He is addressed as  tri-yuga , or the Lord who appears in three  yugas .
Śrīdhara Svāmī describes  triyuga  as follows:  yuga  means couple, and  tri  means three. The Lord is manifested as three couples by His six opulences or three couples of opulences. In that way He can be addressed as  triyuga . The Lord is the personality of religious principles. In three millenniums religious principles are protected by three kinds of spiritual culture, namely austerity, cleanliness and mercy. The Lord is called  triyuga  in that way also. In the age of Kali these three requisites to spiritual culture are almost absent, but the Lord is so kind that in spite of Kali-yuga's being devoid of these three spiritual qualities, He comes and protects the people of this age in His covered incarnation as Lord Caitanya. Lord Caitanya is called covered because although He is Kṛṣṇa Himself, He presents Himself as a devotee of Kṛṣṇa, not directly. The devotees pray to Lord Caitanya, therefore, to eliminate their stock of passion and ignorance, the most conspicuous assets of this  yuga . In the Kṛṣṇa consciousness movement one cleanses himself of the modes of passion and ignorance by chanting the holy name of the Lord, Hare Kṛṣṇa, Hare Kṛṣṇa, as introduced by Lord Caitanya.
The four Kumāras were cognizant of their situation in the modes of passion and ignorance because, although in Vaikuṇṭha, they wanted to curse devotees of the Lord. Since they were conscious of their own weakness, they prayed to the Lord to remove their still existing passion and ignorance. The three transcendental qualifications, cleanliness, austerity and mercy, are the qualifications of the twice-born and the demigods. Those who are not situated in the quality of goodness cannot accept these three principles of spiritual culture. For the Kṛṣṇa consciousness movement, therefore, there are three sinful activities which are prohibited—namely illicit sex, intoxication, and eating food other than the  prasāda  offered to Kṛṣṇa. These three prohibitions are based on the principles of austerity, cleanliness and mercy. Devotees are merciful because they spare the poor animals, and they are clean because they are free of contamination from unwanted foodstuff and unwanted habits. Austerity is represented by restricted sex life. These principles, indicated by the prayers of the four Kumāras, should be followed by the devotees who are engaged in Kṛṣṇa consciousness.