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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Liptser, R.S., Shiryaev, A.N. (2001). Essentials of Probability Theory and Mathematical Statistics. In: Statistics of Random Processes. Applications of Mathematics, vol 5. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-13043-8_2
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DOI: https://doi.org/10.1007/978-3-662-13043-8_2
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