Probability Space

Definition

measure space $(\Omega ,\mathcal{F},P)$ where the measure $P:\mathcal{F}\to [0,1]$ is a Probability Measure

This implies below

• $\mathcal{F}$ is a $\sigma$-field for $\Omega$
• $P$ is a Probability Measure on $(\Omega ,\mathcal{F})$