Probability Spaces

James Davidson

in Stochastic Limit Theory

Published in print October 1994 | ISBN: 9780198774037
Published online November 2003 | e-ISBN: 9780191596117 | DOI:

Series: Advanced Texts in Econometrics

 Probability Spaces

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This chapter defines probability measures and probability spaces in a general context, as a case of the concepts introduced in Ch. 3. The axioms of probability are explained, and the important concepts of conditional probability and independence introduced, and linked to the role of product spaces and product measures.

Keywords: conditional probability; independence; probability axioms; probability space; product space

Chapter.  3050 words. 

Subjects: Econometrics and Mathematical Economics

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