Abstract
According to Kolmogorov’s axiomatics the primary object of probability theory is the probability space (Ω, ℱ, P). Here (Ω, ℱ) denotes measurable space, i.e., a set Ω consisting of elementary events ω, with a distinguished system ℱ of its subsets (events), forming a σ-algebra, and P denotes a probability measure (probability) defined on sets in ℱ.
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Notes and references
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Liptser, R.S., Shiryayev, A.N. (1977). Essentials of probability theory and mathematical statistics. In: Statistics of Random Processes I. Applications of Mathematics, vol 5. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-1665-8_2
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DOI: https://doi.org/10.1007/978-1-4757-1665-8_2
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