English

Discrete probability spaces revisited

Probability 2025-02-10 v1

Abstract

We give an elementary proof of the known fact that every probability measure, defined on an arbitrary σ\sigma-field on a countable sample space Ω\Omega, may in fact be extended to a probability measure on the power set of Ω\Omega. This result is further discussed and motivated in the context of discrete random variables.

Keywords

Cite

@article{arxiv.2502.05083,
  title  = {Discrete probability spaces revisited},
  author = {Christian Döbler},
  journal= {arXiv preprint arXiv:2502.05083},
  year   = {2025}
}

Comments

5 pages, comments are welcome

R2 v1 2026-06-28T21:36:27.559Z