probability space

概率空间

Probability · Undergraduate · Mathematics Resources editorial compilation (AI-assisted)

Translation evidence: Literature usage

Meaning in context

A triple (Ω,F,P)(\Omega,\mathcal F,P) in which F\mathcal F is a sigma-algebra on Ω\Omega and PP is a countably additive nonnegative measure with P(Ω)=1P(\Omega)=1.

由样本空间、事件的σ代数及总质量为1的概率测度组成的三元组。

Example

For a fair four-sided die, P({1,3})=1/2P(\{1,3\})=1/2.

Usage and distinctions

A sample space alone does not specify which events are measurable or their probabilities.

Read the encyclopedia explanation

Definition sources

  1. Gregory F. Lawler — Notes on ProbabilitySection 1, Probability spaces, opening definition · Checked 2026-10-14

Translation sources

  1. 李东风 — 应用随机过程(北京大学)§1.1.4 概率,定义1.5 · Checked 2026-10-14

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