Measure space

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

See also

Measure theory

Measurable space

Probability theory