probability space


Also found in: Wikipedia.

probability space

[‚präb·ə′bil·əd·ē ‚spās]
(mathematics)
A measure space such that the measure of the entire space equals 1.
References in periodicals archive ?
We start by building a probability space on the initiative knowledge, and we will see how beliefs vary.
Denote by X: = X (R) the set of all random variables on a given probability space ([OMEGA], F, P) taking values in (R, Bt), where B, denotes the Borel algebra of Borel subsets of R, and by L[X.
t), where B(t) is a one- dimensional standard Brownian motion defined on some probability space.
That A, B, and W are weakly measurable maps of some probability space (Q, Z, with values in the Schwartz distribution space D'(r), respectively, D'([R.
The triplet (S, K, P) is called a probability space.
In 1995, Hong and Hwang [[5]] defined the correlation of intuitionistic fuzzy sets A and B in a probability space (X B,P) as follows:
Among the topics are probability space, random variables, generating random variables, characteristic function, Gaussian random vectors, and limit theorems.
Distance Measures in Probability Space Using Information Theoretic Techniques.
A [+ or -] displacement of the bell curve probability space will indicate systematic error from a reference target.
Let ([OMEGA],F,P) denote a probability space and (X,d) a metric space.
d] are open, bounded subsets, [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] are linearly independent Brownian motions in a probability space {[OMEGA], P, F}, a = a(t, [xi]), b = b(t, [xi]), [mu] = [mu](t, [xi]) are given continuous functions on [0, T] x O.
On the probability space ([OMEGA], F, P), let [lambda] = 1or -1, we construct the following product distribution:

Full browser ?