Are all probability spaces topologies?

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The discussion centers on the relationship between probability spaces and topological spaces, referencing Rudin's "Real & Complex Analysis." It highlights that while probability spaces can satisfy the axioms of a topology, they may not always be locally compact, as exemplified by discrete probability spaces. The conversation emphasizes that probability spaces, defined by sigma-algebras, are closed under countable unions and intersections, contrasting with the properties of topological spaces, which are defined by open sets and are closed under all unions and finite intersections.

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  • Knowledge of sigma-algebras and their properties
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Mathematicians, statisticians, and students of advanced probability theory who are exploring the foundational aspects of measure theory and topology.

BWV
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Rudin's Real & Complex Analysis makes this statement:

"... there are situations, especially in probability theory, where measures occur naturally on spaces without topology, or on topological spaces that are not locally compact. An example is the ... Weiner Measure"


A discrete probability space would not be locally compact, so that part I get

But given this definition of a topology:

A topological space is a set X together with T, a collection of subsets of X, satisfying the following axioms:

The empty set and X are in T.
The union of any collection of sets in T is also in T.
The intersection of any finite collection of sets in T is also in T.

Given that a probability space meets all these criteria, I do not understand the point above about "spaces without topology"
 
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I agree with you, sigma-algebra satisfies all those axioms. I will take the book out next time I go on campus. Seems quite interesting.
 
Probability spaces (like measure spaces) are closed under COUNTABLE unions and intersections. Topological spaces are defined by open sets, which are closed under ALL unions and FINITE intersections.
 

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