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A family composed of countably many locally finite families.

A set equipped with a sigma-algebra of subsets.

A set considered together with the sigma-algebra on the set.

A Boolean sigma-algebra which possesses a measure.

If F is a sigma-algebra and A is a subset of X, then A is called measurable if A is a member of F. X need not have, a priori, a topological structure. Even if it does, there ...

The Weierstrass constant is defined as the value sigma(1|1,i)/2, where sigma(z|omega_1,omega_2) is the Weierstrass sigma function with half-periods omega_1 and omega_2. ...

A space which is isomorphic to a Borel subset B of a Polish space equipped with its sigma-algebra of Borel sets.

If X_i for i=1, ..., m has a multivariate normal distribution with mean vector mu=0 and covariance matrix Sigma, and X denotes the m×p matrix composed of the row vectors X_i, ...

Let M be a sigma-algebra M, and let lambda_1 and lambda_2 be measures on M. If there exists a pair of disjoint sets A and B such that lambda_1 is concentrated on A and ...

Informally, the sample space for a given set of events is the set of all possible values the events may assume. Formally, the set of possible events for a given random ...