Category:Definitions/Event Spaces

This category contains definitions related to Event Spaces.
Related results can be found in Category:Event Spaces.

Let $\EE$ be an experiment whose probability space is $\struct {\Omega, \Sigma, \Pr}$.

The event space of $\EE$ is usually denoted $\Sigma$ (Greek capital sigma), and is the set of all outcomes of $\EE$ which are interesting.

By definition, $\struct {\Omega, \Sigma}$ is a measurable space.

Hence the event space $\Sigma$ is a sigma-algebra on $\Omega$.