Probability space

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Definition

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]
  1. ↑ p22 - Measures, Integrals and Martingales - Rene L. Schilling
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