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Probability Axioms
The standard probability axioms are the foundations of probability theory introduced by Russian mathematician Andrey Kolmogorov in 1933. These axioms remain central and have direct contributions to mathematics, the physical sciences, and real-world probability cases. There are several other (equivalent) approaches to formalising probability. Bayesians will often motivate the Kolmogorov axioms by invoking Cox's theorem or the Dutch book arguments instead. Kolmogorov axioms The assumptions as to setting up the axioms can be summarised as follows: Let (\Omega, F, P) be a measure space such that P(E) is the probability of some event E, and P(\Omega) = 1. Then (\Omega, F, P) is a probability space, with sample space \Omega, event space F and probability measure P. First axiom The probability of an event is a non-negative real number: :P(E)\in\mathbb, P(E)\geq 0 \qquad \forall E \in F where F is the event space. It follows (when combined with the second axiom) that P(E) is alwa ...
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Probability Theory
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms of probability, axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure (mathematics), measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event (probability theory), event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of determinism, non-deterministic or uncertain processes or measured Quantity, quantities that may either be single occurrences or evolve over time in a random fashion). Although it is no ...
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σ-additivity
In mathematics, an additive set function is a function \mu mapping sets to numbers, with the property that its value on a union of two disjoint sets equals the sum of its values on these sets, namely, \mu(A \cup B) = \mu(A) + \mu(B). If this additivity property holds for any two sets, then it also holds for any finite number of sets, namely, the function value on the union of ''k'' disjoint sets (where ''k'' is a finite number) equals the sum of its values on the sets. Therefore, an additive set function is also called a finitely additive set function (the terms are equivalent). However, a finitely additive set function might not have the additivity property for a union of an ''infinite'' number of sets. A σ-additive set function is a function that has the additivity property even for countably infinite many sets, that is, \mu\left(\bigcup_^\infty A_n\right) = \sum_^\infty \mu(A_n). Additivity and sigma-additivity are particularly important properties of measures. They ar ...
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Mizar System
The Mizar system consists of a formal language for writing mathematical definitions and proofs, a proof assistant, which is able to mechanically check proofs written in this language, and a library of formalized mathematics, which can be used in the proof of new theorems. The system is maintained and developed by the Mizar Project, formerly under the direction of its founder Andrzej Trybulec. In 2009 the Mizar Mathematical Library was the largest coherent body of strictly formalized mathematics in existence. History The Mizar Project was started around 1973 by Andrzej Trybulec as an attempt to reconstruct mathematical vernacular so it can be checked by a computer. Its current goal, apart from the continual development of the Mizar System, is the collaborative creation of a large library of formally verified proofs, covering most of the core of modern mathematics. This is in line with the influential QED manifesto. Currently the project is developed and maintained by re ...
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Complement (set Theory)
In set theory, the complement of a Set (mathematics), set , often denoted by A^c (or ), is the set of Element (mathematics), elements not in . When all elements in the Universe (set theory), universe, i.e. all elements under consideration, are considered to be Element (mathematics), members of a given set , the absolute complement of is the set of elements in that are not in . The relative complement of with respect to a set , also termed the set difference of and , written B \setminus A, is the set of elements in that are not in . Absolute complement Definition If is a set, then the absolute complement of (or simply the complement of ) is the set of elements not in (within a larger set that is implicitly defined). In other words, let be a set that contains all the elements under study; if there is no need to mention , either because it has been previously specified, or it is obvious and unique, then the absolute complement of is the relative complement of in : ...
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Inclusion–exclusion Principle
In combinatorics, the inclusion–exclusion principle is a counting technique which generalizes the familiar method of obtaining the number of elements in the union (set theory), union of two finite sets; symbolically expressed as : , A \cup B, = , A, + , B, - , A \cap B, where ''A'' and ''B'' are two finite sets and , ''S'', indicates the cardinality of a set ''S'' (which may be considered as the number of elements of the set, if the set is Finite set, finite). The formula expresses the fact that the sum of the sizes of the two sets may be too large since some elements may be counted twice. The double-counted elements are those in the intersection (set theory), intersection of the two sets and the count is corrected by subtracting the size of the intersection. The inclusion-exclusion principle, being a generalization of the two-set case, is perhaps more clearly seen in the case of three sets, which for the sets ''A'', ''B'' and ''C'' is given by :, A \cup B \cup C, = , A, ...
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Empty Set
In mathematics, the empty set or void set is the unique Set (mathematics), set having no Element (mathematics), elements; its size or cardinality (count of elements in a set) is 0, zero. Some axiomatic set theories ensure that the empty set exists by including an axiom of empty set, while in other theories, its existence can be deduced. Many possible properties of sets are vacuously true for the empty set. Any set other than the empty set is called ''non-empty''. In some textbooks and popularizations, the empty set is referred to as the "null set". However, null set is a distinct notion within the context of measure theory, in which it describes a set of measure zero (which is not necessarily empty). Notation Common notations for the empty set include "", "\emptyset", and "∅". The latter two symbols were introduced by the Bourbaki group (specifically André Weil) in 1939, inspired by the letter Ø () in the Danish orthography, Danish and Norwegian orthography, Norwegian a ...
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Quasiprobability Distribution
A quasiprobability distribution is a mathematical object similar to a probability distribution but which relaxes some of Kolmogorov's axioms of probability theory. Quasiprobability distributions arise naturally in the study of quantum mechanics when treated in phase space formulation, commonly used in quantum optics, time-frequency analysis, and elsewhere. Quasiprobabilities share several of general features with ordinary probabilities, such as, crucially, ''the ability to yield expectation values with respect to the weights of the distribution''. However, they can violate the ''σ''-additivity axiom: integrating over them does not necessarily yield probabilities of mutually exclusive states. Quasiprobability distributions also have regions of negative probability density, counterintuitively, contradicting the first axiom. Introduction In the most general form, the dynamics of a quantum-mechanical system are determined by a master equation in Hilbert space: an equation ...
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σ-algebra
In mathematical analysis and in probability theory, a σ-algebra ("sigma algebra") is part of the formalism for defining sets that can be measured. In calculus and analysis, for example, σ-algebras are used to define the concept of sets with area or volume. In probability theory, they are used to define events with a well-defined probability. In this way, σ-algebras help to formalize the notion of ''size''. In formal terms, a σ-algebra (also σ-field, where the σ comes from the German "Summe", meaning "sum") on a set ''X'' is a nonempty collection Σ of subsets of ''X'' closed under complement, countable unions, and countable intersections. The ordered pair (X, \Sigma) is called a measurable space. The set ''X'' is understood to be an ambient space (such as the 2D plane or the set of outcomes when rolling a six-sided die ), and the collection Σ is a choice of subsets declared to have a well-defined size. The closure requirements for σ-algebras are designed to cap ...
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Field Of Sets
In mathematics, a field of sets is a mathematical structure consisting of a pair ( X, \mathcal ) consisting of a set X and a family \mathcal of subsets of X called an algebra over X that contains the empty set as an element, and is closed under the operations of taking complements in X, finite unions, and finite intersections. Fields of sets should not be confused with fields in ring theory nor with fields in physics. Similarly the term "algebra over X" is used in the sense of a Boolean algebra and should not be confused with algebras over fields or rings in ring theory. Fields of sets play an essential role in the representation theory of Boolean algebras. Every Boolean algebra can be represented as a field of sets. Definitions A field of sets is a pair ( X, \mathcal ) consisting of a set X and a family \mathcal of subsets of X, called an algebra over X, that has the following properties: : X \setminus F \in \mathcal \text F \in \mathcal. as an element: \varnothing ...
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Finitely Additive
In mathematics, an additive set function is a function \mu mapping sets to numbers, with the property that its value on a union of two disjoint sets equals the sum of its values on these sets, namely, \mu(A \cup B) = \mu(A) + \mu(B). If this additivity property holds for any two sets, then it also holds for any finite number of sets, namely, the function value on the union of ''k'' disjoint sets (where ''k'' is a finite number) equals the sum of its values on the sets. Therefore, an additive set function is also called a finitely additive set function (the terms are equivalent). However, a finitely additive set function might not have the additivity property for a union of an ''infinite'' number of sets. A σ-additive set function is a function that has the additivity property even for countably infinite many sets, that is, \mu\left(\bigcup_^\infty A_n\right) = \sum_^\infty \mu(A_n). Additivity and sigma-additivity are particularly important properties of measures. They ar ...
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Mutual Exclusivity
In logic and probability theory, two events (or propositions) are mutually exclusive or disjoint if they cannot both occur at the same time. A clear example is the set of outcomes of a single coin toss, which can result in either heads or tails, but not both. In the coin-tossing example, both outcomes are, in theory, collectively exhaustive, which means that at least one of the outcomes must happen, so these two possibilities together exhaust all the possibilities. However, not all mutually exclusive events are collectively exhaustive. For example, the outcomes 1 and 4 of a single roll of a six-sided die are mutually exclusive (both cannot happen at the same time) but not collectively exhaustive (there are other possible outcomes; 2,3,5,6). Logic In logic, two propositions \phi and \psi are mutually exclusive if it is not logically possible for them to be true at the same time; that is, \lnot (\phi \land \psi) is a tautology. To say that more than two propositions are ...
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Disjoint Sets
In set theory in mathematics and Logic#Formal logic, formal logic, two Set (mathematics), sets are said to be disjoint sets if they have no element (mathematics), element in common. Equivalently, two disjoint sets are sets whose intersection (set theory), intersection is the empty set.. For example, and are ''disjoint sets,'' while and are not disjoint. A collection of two or more sets is called disjoint if any two distinct sets of the collection are disjoint. Generalizations This definition of disjoint sets can be extended to family of sets, families of sets and to indexed family, indexed families of sets. By definition, a collection of sets is called a ''family of sets'' (such as the power set, for example). In some sources this is a set of sets, while other sources allow it to be a multiset of sets, with some sets repeated. An \left(A_i\right)_, is by definition a set-valued Function (mathematics), function (that is, it is a function that assigns a set A_i to every ele ...
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