Concept
Probability space
Related concepts (25)
Measure space
A measure space is a basic object of measure theory, a branch of mathematics that studies generalized notions of volumes. It contains an underlying set, the subsets of this set that are feasible for measuring (the σ-algebra) and the method that is used for measuring (the measure). One important example of a measure space is a probability space. A measurable space consists of the first two components without a specific measure.
Probability measure
In mathematics, a probability measure is a real-valued function defined on a set of events in a probability space that satisfies measure properties such as countable additivity. The difference between a probability measure and the more general notion of measure (which includes concepts like area or volume) is that a probability measure must assign value 1 to the entire probability space.
Indicator function
In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if A is a subset of some set X, then if and otherwise, where is a common notation for the indicator function. Other common notations are and The indicator function of A is the Iverson bracket of the property of belonging to A; that is, For example, the Dirichlet function is the indicator function of the rational numbers as a subset of the real numbers.
Andrey Kolmogorov
Andrey Nikolaevich Kolmogorov (Андре́й Никола́евич Колмого́ров, 25 April 1903 – 20 October 1987) was a Soviet mathematician who contributed to the mathematics of probability theory, topology, intuitionistic logic, turbulence, classical mechanics, algorithmic information theory and computational complexity. Andrey Kolmogorov was born in Tambov, about 500 kilometers south-southeast of Moscow, in 1903. His unmarried mother, Maria Yakovlevna Kolmogorova, died giving birth to him.
Non-measurable set
In mathematics, a non-measurable set is a set which cannot be assigned a meaningful "volume". The mathematical existence of such sets is construed to provide information about the notions of length, area and volume in formal set theory. In Zermelo–Fraenkel set theory, the axiom of choice entails that non-measurable subsets of exist. The notion of a non-measurable set has been a source of great controversy since its introduction. Historically, this led Borel and Kolmogorov to formulate probability theory on sets which are constrained to be measurable.