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Probability Space


A triple (S,S,P) on the domain S, where (S,S) is a measurable space, S are the measurable subsets of S, and P is a measure on S with P(S)=1.


See also

Measurable Space, Measure, Probability, Probability Measure, Random Variable, State Space

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References

Papoulis, A. "Probability Space." §2-2 in Probability, Random Variables, and Stochastic Processes, 2nd ed. New York: McGraw-Hill, pp. 24-33, 1984.

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Probability Space

Cite this as:

Weisstein, Eric W. "Probability Space." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/ProbabilitySpace.html

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