Probability space - Wikipedia, the free encyclopedia

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Probability space - Wikipedia, the free encyclopedia

Owen Densmore
Administrator
I'm reading through the interesting book on statistical mechanics and  
computation mentioned earlier on the list:
http://n2.nabble.com/Re%3A--WedTech--A-Winter%27s-Read-td1369555.html

So I found myself brushing up on probability theory, and was amazed to  
see what all has gone on since my earlier (like 1960's & 1970's)  
reading!  The most fascinating point is that measures and sigma  
algebras have crept in as a way to better qualify and understand  
"events" .. which I always understood to simply be any subset of the  
sample space, Omega.  Nope.  For many probability spaces, not all  
subsets qualify as events.  Here are some pointers:
   http://en.wikipedia.org/wiki/Probability_space
   http://en.wikipedia.org/wiki/Sample_space
   http://en.wikipedia.org/wiki/Measure_(mathematics)
I particularly like this from the first reference above:
   "A probability space is a measure space such that the
    measure of the whole space is equal to 1."
Sweet!

This is fascinating .. yet more unification within mathematics.  Great  
fun to see what all's gone on since grad school.  Hopefully this will  
help statistic crawl from its grave of the law of large numbers and  
the central limit theorem into the light of far more sophisticated,  
cleaner mathematics.

     -- Owen



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