Difference between revisions of "Probability space"

Revision as of 19:31, 18 March 2015

Given a measure space [ilmath](X,\mathcal{A},\mu)[/ilmath]

We call it a probability space if [math]\mu[/math] is a Probability measure^[1], which means that [math]\mu(X)=1[/math]

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−	We call it a probability space if <math>\mu</math> is a '''Probability measure''', which means that <math>\mu(X)=1</math>	+	We call it a probability space if <math>\mu</math> is a '''Probability measure'''<ref>p22 - Measures, Integrals and Martingales - Rene L. Schilling</ref>, which means that <math>\mu(X)=1</math>
	{{Definition\|Measure Theory}}		{{Definition\|Measure Theory}}