Abstract
A probability space is a triplet \((\Omega, \mathcal{H}, \mathbb{P})\) where Ω is a set, \(\mathcal{H}\) is a σ-algebra on Ω and \(\mathbb{P}\) is a probability measure on \((\Omega, \mathcal{H})\) Thus, mathematically, a probability space is a special measure space where the measure has total mass one.
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© 2011 Springer Science+Business Media, LLC
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Çınlar, E. (2011). Probability Spaces. In: Probability and Stochastics. Graduate Texts in Mathematics, vol 261. Springer, New York, NY. https://doi.org/10.1007/978-0-387-87859-1_2
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DOI: https://doi.org/10.1007/978-0-387-87859-1_2
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