ABSTRACT

In probability theory based on Kolmogorov’s probability axioms, the model of randomness is the following. It is assumed that there exists a set Ω, and it is assumed that subsets are random events. Some value is attached to any event as the probability of an event, and P(Ω)=1. To make this model valid, some axioms about possible classes of events are accepted such that the expectation can be interpreted as an integral.