A space of probability (S) or space probabilized is the data of a Probabilité with all event " tangible". Formally, it is a triplet $\backslash \; left\; (\backslash \; Omega,\; \backslash \; mathcal\; B,\; P\; \backslash \; right)$ made of a Ensemble Ω, a tribe or σ-algebra $\backslash \; mathcal\; B$ on Ω and of a measurement P on this σ-algebra such as P (Ω) = 1.

The Ω unit is called the universe and the elements of $\backslash \; mathcal\; B$ are called the events.

Measurement P is called probability or measurement of probability , and for an event has $\backslash \; mathcal\; B$, P ( has ) is called the probability of the event has .

What precedes is a condensed form of the Axiomes of the probabilities.

Let us notice that all the subsets of Ω are not necessarily events.

Note