Probability Space

A probability space (a.k.a. probability triple) is a mathematical construct that provides a formal model of a random process or experiment.
== Definition ==
A probability space is a triple (\Omega, \mathcal{F}, P) consisting of:
* A sample space, \Omega, which is the set of all possible outcomes/states of the world
* An event space, \mathcal{F} \subseteq 2^\Omega, which is a sigma-algebra where each element is a event (a set of outcomes)
* A probability measure/function, P: \mathcal{F} \to [0,1], that is countably/sigma-additive, which assigns to each event in the event space a number between zero and one, where P(\Omega) = 1.