## Abstract

Let (Ω, *F*, *P*) be a probability space. To recapitulate: fi is a set called the “sample space”. Its elements are called sample points.*F* is a σ-field of subsets of Ω containing fi itself. Elements of *F* are called events. *P* is a probability measure (i.e., a countably additive nonnegative measure with total mass 1) on the measurable space (Ω, *F*). If an event *A* is of the type *A* = ω ∈ Ω *R* (ω) for some property *R* (.), we may write *P(R*) for *P(A*). An event is called a sure event if *P(A)* = 1 and a null event if *P(A*) = 0. Alternatively, *R* (.) is said to hold almost surely (a.s. for short) if *P(R*) = 1. Many statements in probability theory are made with the qualification “almost surely”, though this may not always be stated explicitly.

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