Probability Space (original) (raw)
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A triple 
on the domain 
, where 
is a measurable space, 
are the measurable subsets of 
, and 
is a measure on 
with 
.
See also
Measurable Space, Measure, Probability, Probability Measure, Random Variable, State Space
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References
Papoulis, A. "Probability Space." ยง2-2 in Probability, Random Variables, and Stochastic Processes, 2nd ed. New York: McGraw-Hill, pp. 24-33, 1984.
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Cite this as:
Weisstein, Eric W. "Probability Space." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/ProbabilitySpace.html