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