Measure space

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In mathematics, a measure space is a triple \scriptstyle (\Omega,\mathcal{F},\mu) where \scriptstyle \Omega is a set, \scriptstyle \mathcal{F} is a sigma algebra of subsets of \scriptstyle \Omega and \mu is a measure on \scriptstyle \mathcal{F}. If \mu satisfies \scriptstyle \mu(\Omega)=1 then the measure space is called a probability space.

See also

Measure theory

Measurable space

Probability theory

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