Sample space

The set of all elementary events related to some experiment, where any non-decomposable experimental result is represented by one and only one point of the sample space (a sample point). The sample space is an abstract set, with a probability measure defined on a $\sigma$-algebra of its subsets (cf. Probability space). The term "space of elementary events" is frequently used in the Russian literature.

References

[a1]	W. Feller, "An introduction to probability theory and its applications", 1, Wiley (1957) pp. Chapt. 1