Probability Theory, Random Processes and Mathematical Statistics

Volume 344 of the series Mathematics and Its Applications pp 171-200

Basic Elements of Probability Theory

  • Yu. A. RozanovAffiliated withSteklov Mathematical Institute

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Suppose, we are given a probability model (Ω, \( \mathfrak{A} \), P), with all possible outcomes ω ∈ Ω elementary events, a σ-algebra \( \mathfrak{A} \) of events A ⊆ Ω, and probabilities P(A), A\( \mathfrak{A} \) .