After years' study in probability, I felt more and more happy with the construction of probability space, it's so simple seemingly but interesting that may be applied to many more areas rather than math.
Let’s review a little bit about the probability space in math. Given a space , assume that there exists a r.v , then we can measure the events by using . What’s more, adding a time dimension to make it a stochastic process , then we have properties like and so on.
Secondly, let’s consider another fact, different people have different decisions when given tasks, why is that? That apparently depends on the knowledge we own, how do I relate this decision making base on probability space construction idea? This attracts me these days and I’ll post what I think later.
To be continued……