definition of probability space
Topics
About: measure space
The table of contents of this article
Starting Context
- The reader knows a definition of measure space.
Target Context
- The reader will have a definition of probability space.
Orientation
There is a list of definitions discussed so far in this site.
There is a list of propositions discussed so far in this site.
Main Body
1: Structured Description
Here is the rules of Structured Description.
Entities:
\(*(M, A, \mu)\): \(\in \{\text{ the measure spaces }\}\)
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Conditions:
\(\mu (M) = 1\)
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2: Note
Each \(m \in M\) is called "elementary outcome".
Each \(a \in A\) is called "event".
\(\mu (a)\) is called "probability of \(a\)".
