PRP 01: Sample and Event Space

Описание: This lecture introduces fundamental concepts in probability theory, beginning with definitions of functions, their properties (injective, surjective, bijective), and cardinality. It then delves into the core ideas of a random experiment, defining sample space as the set of all possible outcomes. The lecture explains event space as a σ-algebra of subsets of the sample space, outlining its key properties, including closure under complements and countable unions. It concludes by discussing how an event space can be generated by a family of sets, including examples like countably infinite coin tosses and the Borel event space.

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