Probability Spaces

Part of the Graduate Texts in Mathematics book series (GTM, volume 261)


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.


Probability Space Measurable Space Shape Index Quantile Function Positive Random Variable 
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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Princeton UniversityPrincetonUSA

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