Probability_space
Definition
A probability space $\left. \left( \Omega,\mathcal{F},P \right) \right.$ is a mathematical construct that provides a formal model of a stochastic_process. It consists of three elements:
$\Omega$: A sample space or set of all possible outcomes.
$\mathcal{F}$: A set of events (also a $\sigma$-algebra) where an event is a set of outcomes in the sample space $\Omega$.
$P$: A probability_measure and a set_function which assigns a probability to each event in $\mathcal{F}$, i.e. $P:\mathcal{F} \rightarrow \left. \lbrack 0,1\rbrack \right.$.