Abstract
We begin by presenting the minimal properties we will need to define a Probability measure. Hopefully the reader will convince himself (or herself) that the two axioms presented in Definition 2.3 are reasonable. Prom these two simple axioms flows the entire theory. In order to present these axioms, however, we need to introduce the concept of a σ-algebra.
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© 2000 Springer-Verlag Berlin Heidelberg
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Jacod, J., Protter, P. (2000). Axioms of Probability. In: Probability Essentials. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-51431-9_2
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DOI: https://doi.org/10.1007/978-3-642-51431-9_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-66419-2
Online ISBN: 978-3-642-51431-9
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