> [!NOTE] Definition > A sample space $\Omega$ is a [[Sets|set]] of all possible outcomes of an experiment (or random process - a process whose outcome cannot be determined in advance). # Applications An event is a subset of $\Omega.$ An [[Event Space|event space]], denoted $\mathcal{F},$ is a collection of events that forms a sigma-algebra. A [[Probability Space|probability space]] is a list $(\Omega,\mathcal{F}, \mathbb{P}).$