Symbols:Greek/Sigma/Event Space
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Event Space
- $\Sigma$
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 $\Omega$.
The $\LaTeX$ code for \(\Sigma\) is \Sigma .