B.1 Overview

B.1.1 Mathematical Probability

• $(S, \mathcal{A}, \mu)$,
• $(\mathcal{X}, \mathcal{B})$,
  • mesurable sp.
• $X: S \rightarrow \mathcal{X}$

$X$ is said to be random quntity if $X$ is measurable. $X$ is said to be random variable if $\mathcal{X} := \mathbb{R}$ is measurable.