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A random experiment is described or modeled by a mathematical construct known as a probability space. A probability space is constructed and defined with a specific kind of experiment or trial in mind. A mathematical description of an experiment consists of three parts: A sample space, Ω (or S), which is the set of all possible outcomes.
A probability space is a mathematical triplet that presents a model for a particular class of real-world situations. As with other models, its author ultimately defines which elements , , and will contain. The sample space is the set of all possible outcomes. An outcome is the result of a single execution of the model.
Probability is the branch of mathematics concerning events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probability, the more likely an event is to occur. [note 1] [1] [2] A simple example is the tossing of a fair (unbiased) coin.
In mathematics, a space is a set (sometimes known as a universe) with a definition ( structure) of relationships among the elements of the set. While modern mathematics uses many types of spaces, such as Euclidean spaces, linear spaces, topological spaces, Hilbert spaces, or probability spaces, it does not define the notion of "space" itself.
Probability theory. Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability ...
In probability theory, the sample space (also called sample description space, [1] possibility space, [2] or outcome space [3]) of an experiment or random trial is the set of all possible outcomes or results of that experiment. [4] A sample space is usually denoted using set notation, and the possible ordered outcomes, or sample points, [5] are ...
A Lévy process can be defined such that its state space is some abstract mathematical space, such as a Banach space, but the processes are often defined so that they take values in Euclidean space. The index set is the non-negative numbers, so I = [ 0 , ∞ ) {\displaystyle I=[0,\infty )} , which gives the interpretation of time.
The objectives of experimental mathematics are "to generate understanding and insight; to generate and confirm or confront conjectures; and generally to make mathematics more tangible, lively and fun for both the professional researcher and the novice". The uses of experimental mathematics have been defined as follows:
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