Probability space

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In probability theory, a probability space or a probability triple ( Ω , F , P ) {\displaystyle (\Omega ,{\mathcal {F}},P)} is a mathematical construct that provides a formal model of a random process or experiment. A probability space consists of three elements: A sample space, Ω {\displaystyle \Omega } , which is the set of all possible outcomes of a random process under consideration. An event space, F {\displaystyle {\mathcal {F}}} , which is a set of events, where an event is a subset of outcomes in the sample space. A probability function, P {\displaystyle P} , which assigns, to each event in the event space, a probability, which is a number between 0 and 1 (inclusive). In order...

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