In probability theory, a standard probability space, also called Lebesgue–Rokhlin probability space or just Lebesgue space (the latter term is ambiguous) is a probability space satisfying certain assumptions introduced by Vladimir Rokhlin in 1940. He showed that the unit interval endowed with the Lebesgue measure has important advantages over general probability spaces, and can be used as a probability space for all practical purposes in probability theory. The theory of standard probability spaces was started by von Neumann in 1932 and shaped by Vladimir Rokhlin in 1940. The dimension of the unit interval is not a concern, as was clear already to Norbert Wiener. He constructed the Wiener process (also called Brownian motion) in the form of a measurable map from the unit interval to the space of continuous functions.
Read more about Standard Probability Space: Short History, Definition, A Criterion of Standardness, Equivalent Definitions, Verifying The Standardness
Famous quotes containing the words standard, probability and/or space:
“There is a certain standard of grace and beauty which consists in a certain relation between our nature, such as it is, weak or strong, and the thing which pleases us. Whatever is formed according to this standard pleases us, be it house, song, discourse, verse, prose, woman, birds, rivers, trees, room, dress, and so on. Whatever is not made according to this standard displeases those who have good taste.”
—Blaise Pascal (1623–1662)
“Crushed to earth and rising again is an author’s gymnastic. Once he fails to struggle to his feet and grab his pen, he will contemplate a fact he should never permit himself to face: that in all probability books have been written, are being written, will be written, better than anything he has done, is doing, or will do.”
—Fannie Hurst (1889–1968)
“Not so many years ago there there was no simpler or more intelligible notion than that of going on a journey. Travel—movement through space—provided the universal metaphor for change.... One of the subtle confusions—perhaps one of the secret terrors—of modern life is that we have lost this refuge. No longer do we move through space as we once did.”
—Daniel J. Boorstin (b. 1914)