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In the notes' first chapter of the course "Discrete Stochastic Processes" presented by Prof. Robert Gallager, the "Axioms for events" defined as follows:

1.2.1 Axioms for events [Chapter 1: Introduction and review of probability, page 6]

Given a sample space $\Omega$ , the class of subsets of $\Omega$ that constitute the set of events satisfies the following axioms:

  1. $\Omega$ is an event.
  2. For every sequence of events $A_1, A_2, \ldots$, the union $\bigcup_{n=1}^{\infty} A_n$ is an event.
  3. For every event $A$, the complement $A^c$ is an event.

The notes also states that:

Note that the axioms do not say that all subsets of $\Omega$ are events. In fact, there are many rather silly ways to define classes of events that obey the axioms.

Based on aforementioned axioms I cannot find any event except $\Omega$ and $\emptyset$.

For example, suppose we have $\Omega = \{1, 2, 3\}$, is $A=\{1\}$ an event? If answer is yes, based on which axioms?

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  • $\begingroup$ "the class of subsets of $\Omega$", so I would think that if $A$ is a subset of $\Omega$, then yes. $\endgroup$ – Anthony Aug 12 '15 at 13:21
  • $\begingroup$ So essentially you say every subset of $\Omega$ is an event? $\endgroup$ – Taher Rahgooy Aug 12 '15 at 13:22
  • $\begingroup$ Those conditions looks consistent but not complete. I.e. they look like they are necessary for any characterisation of events but not sufficient to define all events. $\endgroup$ – Colm Bhandal Aug 12 '15 at 13:25
  • $\begingroup$ As I understand it, $A$ needs to be in $\Omega$, and it also needs to be in the subset of $\Omega$ which represent the set of events. $\endgroup$ – Anthony Aug 12 '15 at 13:27
  • $\begingroup$ You are correct in that only $\Omega$ and $\emptyset$ can be deduced as being events from these axioms. In fact, from only axioms $1$ and $3$. $\endgroup$ – Colm Bhandal Aug 12 '15 at 13:27
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A collection of events satisfying axioms 1-3 is called a $\sigma$-algebra. You, no doubt, encountered this in the context of probability space $$(\Omega,\mathcal{A},P)$$ where the second member of the tiple $\mathcal{A}$, the collection of events on which the probability measure $P$ is defined, must be a $\sigma$-algebra. Both $\{\emptyset, \Omega\}$ and $2^{\Omega}$, the set of all subsets of $\Omega$, are examples of $\sigma$-algebras. But, between these two extremes, there are many more $\sigma$-algebras, and you have to choose one of them to be your set of events, when you define a probability space.

When $\Omega$ is finite, you will usually choose $2^{\Omega}$ for your set of events. But, when $\Omega=\mathbb{R}$, it turns out that there is, for example, no probability measure defined on the whole $2^{\mathbb{R}}$ such that $P(\{x\})=0$ for every singleton $\{x\} \subset \mathbb{R}$, and if we are interested in such measures, we have to restrict our attention to some smaller $\sigma$-algebra of events, that will make it possible to define such a probability measure. In case of $\Omega=\mathbb{R}$ it will usually be the $\sigma$-algebra of Borel sets $\mathcal{B}(\mathbb{R})$.

In short, you choose the $\sigma$-algebra of measurable events so that it is small enough to enable us to define a desired probability measure on it, and large enough to encompass all the sets we are interested in. In principle, it will vary from probability space to probability space.

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  • $\begingroup$ You can put a probability measure on $2^\Omega$ for uncountable $\Omega$. For instance take a countable subset, pick your favorite probability measure to put on the subset, and assign probability zero to any set disjoint from this subset. You can't put a translation-invariant measure on $2^{\mathbb{R}}$, but that's another story entirely. $\endgroup$ – Ian Aug 12 '15 at 14:25
  • $\begingroup$ @Ian Yes, thank you. I corrected my answer. $\endgroup$ – Zoran Loncarevic Aug 12 '15 at 15:50
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The axioms are right, and one cannot say that $A = \{1\}$ is an event.

It may be that your $\sigma$-algebra of events is simply $\{\emptyset, \Omega\}$.

So to answer the exercise, one should say: "Based on the axioms one cannot say whether $A$ is an event".

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