CHAPTER 3

SPACE O F

ELEMENTARY

EVENTS

PRELIMINARY REMARKS

Discussion of the relations among events revealed that any event A

of an experiment is implied by at least two events: A itself and an
impossible event (V). In a general case, other events implying A
can be found. Consider, for example, the die-rolling experiment
(Chapter 2). Here, the event A = (even number appeared) is implied
by any of the following five events: A, V, (two), (four), and (six)
occurred in this experiment.
There are situations, however, when a certain event A is implied
by A and V only. Such an event is further called elementary event.
The following definition specifies this important concept.
Definition 3.1. An event co * V is called elementary if there are
only two events that imply it in the experiment: co itself and V.
An event that is neither elementary nor V is known as a compound event

Remark 3.1. Whether a particular event co is elementary or

compound depends, of course, on a primary system of events ({>.
Consider, for instance, the die-rolling experiment. Introduce the
following events: A = (even number), B = (odd number), Co1 = (one), co2
= (two), . . . ^ (O6 = (six). At first, assume an observer cannot see the
marks on the die's face but receives information from another
observer. Another observer lets the first observer know whether an
odd or even number of dots appears, but does not specify its value.

That is a reason for choosing the four events A, B, U, and V as the

set of observed events for the first observer. One needs to include
the events U and V in order to obtain the algebra of events. Under
such a choice of a primary system of events, the events A and B are
elementary. The second observer, however, would definitely decide
to include the events O1, o 2 / . . . , O6 into the set of observed events
of this experiment Then, the event A, for example, is not elementary with respect to this wider set of observed events. Keeping this
in mind, it is reasonable sometimes to consider an elementary
event with respect to a primary system of events $
As an example, let us discuss again the die-roiling experiment
assuming that the experimenter observes the number of dots that
appears on the die's face. The same notations O1, o2, . . . , O6 are
used for the observed events. One can describe now the set of ail
observed events for this experiment.
Let \|/ be the notation for collection of all subsets of the set (1, 2 , . . . ,
6), Le., each element of y is a subset of the set of numbers (1, 2 , . . . ,
6). It can be, for example, number (1), the pair (2, 5), empty set, etc.
Consider now the family of all events of the kind (j e G), where / is
the number appeared and Gey. Denote this family as <j>. It is not difficult to verify that <j) forms the algebra of events.
The events O1, o2, . . . , o 6 are elementary with respect to <(). To
verify this, consider, for example, the event (O1 and any event A
that is not equal to O1 or V. This event has the form (j e G), where G
e \|/ and G^V. Consider, for example, the event A = (1, 2, 3). Then A
is the sum of events of the kind (l)u(2)u(3). It is clear that A < O1.
One could, of course, choose any other event from (j>, which was not
equal to O1 or V. Completing the discussion, one can infer that there
are no other elementary events in the system except O 1 , . . . , o 6 .
To understand the nature of elementary events, let us investigate their important properties that follow from the definition.
Lemma 3.1. Let o be any elementary event and A be any other
event of a given experiment. Then either o e A or oA = V.
Suppose that o is any arbitrary event of a given experiment.
One is to show that, if o # A, then oA = V. Introduce the event o' - oA.
Assume that o' * V. It is obvious that o' A and o r e o (property 4
of the operations with events) and o ' ^ a Otherwise o G A, which is
not true under the assumption. Therefore, an event o' exists for

which co ' * V, co' * co, and co; e co. However, it contradicts the assumption
that co is elementary. This contradiction completes the proof.
Lemma 3.2. Any two different elementary events of a given
experiment are mutually exclusive.
Let cov co2 be two different events. As far as Co1 * co2, then Co1 <z co2.
But in this case Co1Co2 = V, because of lemma 3.1. Thus, Co1 and co2 are
mutually exclusive.
Lemma 33 Let co be an elementary event and A be any other
event of a given experiment. Then either co e A or co e Ac.
Suppose co (X A. Then, ca4 = V because of lemma 3.1. Hence, if
co appears in the experiment, then A does not appear and, consequently, Ac occurs. This means that co implies Ac.
Lemma 3.4. Let $ be an algebra of events and co * V be some
event from cj>. If for any A e <>
j one and only one of the two relations
co c A or co & A is true, then co is elementary with respect to <j>.
One must show that there is no such event A (A^V, A* (6) in
ty that A c co. Suppose that such an event exists. Then it is impossible to have co c A. Otherwise, it would be co c A and A c co (i.e., A = co).
Therefore, co c Ac (i.e., Acz($(zAc=>Ac: Ac). But this is impossible
because AAC = V by definition of complementary events.
Definition 3.2. Suppose there is a complete set of elementary
events for a given experiment. Such a complete set is called the
space of elementary events (SEE) of the given experiment. Notation Q
is used for the space of elementary events throughout the book.
As an example of Q, one can take the events Co1, co2, . . . , co6 for
the die-rolling experiment, because X, = h 6 co?. = U and cofco;. = V for
any i *;'.
Remark 3.2. It is clear from the definition that the space of elementary events is a collection of all possible elementary events.
This collection may be presented in any of the following possible
forms: a list, formula, matrix, tree diagram, and chart. The choice
of a particular form of the presentation of space of elementary
events is a matter of convenience.
In probabilistic literature, the term sample space is used almost
as frequently as the term space of elementary events, where the word
sample means the simplest event (elementary event) of experiment
and the term sample space means the set of all samples. As a rule,
the concept of sample is not defined. It is explained by suitable

examples of its usage and considered as a primitive and undefined

concept of the theory. The authors used a different approach and
defined this concept on the basis of the relation of implication.
Such an approach allows for better understanding of the nature of
elementary events by examining their important properties.
Remark 3 3 . It is possible, of course, to choose a space of elementary events for any experiment by expanding, if necessary, the
collection of observed events. Because of this, the observer can
consider that every experiment has the space of elementary events.
The theorem that follows provides a method for convenient presentation of an arbitrary event of an experiment through elementary events.
Theorem 3.1. Let A be an arbitrary event of a given experiment,
and A be the set of elementary events implying A. Then
A = aA(D.

(3.1)

Let Q be a space of elementary events of a given experiment.

Denote the set of all elementary events from Q, which belong to
A by Q 4 . Lemma 3.1 implies QA = A. Therefore, the equality
A = EweAtaA

(3.2)

is true according to Eq. 2.1. In addition, coA = oo (property 4(b) of the

operations with events). Hence, the right side of Eq. 3.2 is equal to
the sum in Eq. 3.1.
Equation 3,1 is called the formula of decomposition of an event
into elementary events. The elementary events from A are called
the elementary events forming the event A.
Remark 3.4. Equation 3.1 can be considered as a fundamental
principle of the modern probability theory. It states a very important property of any event: a particular event occurs if and only if
one of its inferring elementary events occurs. In addition, this formula allows identifying each observed event A with some set A
(more precisely with the set of elementary events A implying A).
Thus, one can associate elementary events with some points in a
plane and compound events with some sets of these points as
shown in Fig. 3.1.
This way of identifying events with the sets of points in the
plane is very convenient for illustration of relations among events.

Figure 3.1

Identification of elementary events with the points of plane.

The operations on and relations among sets correspond to the

operations and relations among events with the same names. Thus,
for example, the relation of implication for events corresponds to a
subset in the set theory, and the equality for sets corresponds to the
equality relation for events. The relations among events and the
results of algebraic operations with them can be illustrated by Venn
diagrams (Fig. 3.2).
Using these diagrams, one can illustrate, for example, the
important property (4b) with Fig. 3.3. The theorem on decomposition of events is illustrated by Fig. 3.4. In this diagram, D is presented by a large rectangle. An elementary event is represented by a
point of this rectangle. Events H1, H2, .. . , forming a complete set
are presented by small rectangles inside O. A is presented by the
shaded figure within Q. It is obvious that A can be presented as the
union of the intersections of rectangles H1, H2, . . . , with the
shaded figure. The rectangles H1 for which intersections with A are
empty, can be, of course, omitted in the union.
Finally, it is noteworthy that identification of A with A allows
using the same notation (A as a simpler one) for these mathematical objects. Taking the latter into consideration, one can write Q
instead of U (sure event) and 0 instead of V (impossible event). As
usual, the symbol 0 represents the empty set.

Figure 3,2

Venn diagrams for events' relations and operations.

Figure 33

Interconnection between implication and product of events.

Figure 3.4

Decomposition of an event into a complete set of events.

COMPOSITION OF THE SPACE OF ELEMENTARY EVENTS

The following problem, associated with stochastic experiments, is a

typical one. General conditions of an experiment are given. The set
$ of observed events can be either given or not. One needs to construct a space of elementary events of the given experiment.
Let us discuss at first a general scheme of the solution to this
problem. If is given, then it is necessary to find a complete set of
events from , where each one of them satisfies the definition of an
elementary event. If (j> is not given, then it is possible to employ
one of the two possible approaches.
The first one consists in listing <>
j in advance. Then, one can
apply the previous approach. The SEE for the die-rolling experiment, for example, was constructed in this way.
The second approach can be formulated as follows: Let us
choose some complete set Q = {eo] of mutually exclusive events of a
given experiment. Consider the family of all the subsets of Q.
Identify each set of events A e $ with the event (one of the events
forming $ did occur). It is obvious that <>
) forms the algebra of events.
c
Inasmuch as co c A or co c A is true for any COGQ and A e <|), then,

according to lemma 3.4, every event o Ls elementary with respect

to the algebra <j).
To construct the space of elementary events of a given experiment, one can choose any complete set Q of mutually exclusive
events G> of this experiment. Then, each G) will be elementary with
respect to the algebra <>j of subsets of Q.
Using this approach, one can obtain both spaces of elementary
events discussed earlier for the die-roiling experiment. Namely, the
first space can be constructed by choosing the set of events (A, B)
[where A = (odd number appeared), B = (even number appeared)] as Qt

and t h e second space b y taking (G)1, % , . . . , O)6), [where (O1 = (number i appeared)] as Q.

It is noteworthy that in most situations one has to deal with a

more complex problem than the one discussed above. Usually, a
composed space of elementary events is required to meet certain
additional conditions. For example, some set of events E = {K} can
be given, and it is required that each KeE can be divided (decomposed) into the elements of the constructed space of elementary
events.
Consider again the die-rolling experiment and focus on the
event K = (even number or one). It is required to construct a space of
elementary events Q for this experiment and divide K into elementary events. The space Q = (A, B) is not suitable here because K can
not be decomposed into such elementary events. Meanwhile, Q =
((D1, G) 2 ,..., G)6) is appropriate for this purpose because K = G)1 + G)2
+ G)4 + G)6. This is the main reason for using Q = (G)1, G) 2 ,..., G)6) for
the description of events associated with this experiment.
Generally, one can solve the problem of the composition of the
space of elementary events with additional conditions using the approach developed above, verifying each time whether or not the
constructed space satisfies these additional conditions.
Let us discuss this problem for an experiment associated with
air-quality monitoring. Assume that an observer measures the concentration of some air pollutant, such as carbon monoxide, at a
certain location. Assume also that the set of possible values of this
pollutant belongs to the segment [a, b]t which represents the set of
admissible values of CO pollutant. Then, it is reasonable to choose
the set of ail points of this interval as the space of elementary

events for this experiment. More accurately, an elementary event

co = x e [a,b] (the result of measurement equals x e [a, b]). As a rule,
this space of elementary events satisfies all conditions that can
arise in applications.
Consider now the more complex problem. Suppose that an
experiment consists of measuring the concentrations of two pollutants, such as carbon monoxide and sulfur dioxide. The result of
measuring the first pollutant is represented by the variable X1 and
the second by the variable xr On assuming that X1 e [a, b] and X2 e
[c, d]f one can represent the result of a single observation for this
experiment as a point of the rectangle [a, b] x [c, d\. Therefore, it is
possible to interpret a point of the rectangle, ABCD, as an elementary event of the experiment and identify the space of elementary
events Q with the rectangle in Fig. 3.5. In this example, an elementary event is identified with a point in a two-dimensional space.
Air-quality monitoring in environmental practice involves
many pollutants. Denote their number as n. In vector algebra, a

Figure 3.5 Two-dimensional space of elementary events.

mathematical object x = (X1, X1, . . . , Xn), X1 e (-, +00) Ls called the

n-dimensional point or vector. The collection of all of them is called
the n-dimemional Euclidean Space. Therefore, if one identifies (as for
n = 2) the event co = (the first pollutant concentration equals X1, the second one equals xv . . . , the nth one equals Xn) with n-dimensional

point x = (xv X2, . . . , Xn), then one obtains a suitable space of elementary events for the air-quality monitoring experiment involving n parameters as a region in n-dimensional Euclidean space.
COMPOSITION OF THE SPACE OF ELEMENTARY EVENTS
FOR AIR-QUALITY MONITORING AND FORECASTING
The current air quality is evaluated by the environmental agencies
on the basis of the Pollutant Standards Index (PSI), which classifies
air quality into four major categories: good, unheaithful for sensitive people, unheaithful for everyone, and hazardous. The PSI, a
standardized air pollution and forecasting index, is provided by the
Environmental Protection Agency (EPA) in the United States (Air
Quality and Meteorology, January 1981, p. 20). One version of the
forecast categories with the corresponding PSI numbers is shown in
Table 3.1.

Table 3.1. Pollutant Standards Index (PSl) values/

AirQuality
Category PSI

Carbon Nitrogen Sulfur

Monoxide, Dioxide, Dbxide,
Ozone, 1
8
1
24**

Good
Unhealthy
for
sensitive
people

0-100
101-199

0.00-0.12
0.13-0.19

0-9
10-14

0-0.60
0-0.60

0.00-0.14
0.15-0.29

Unhealthy
for
everyone
Hazardous

200-299

0.20-0.39

15-29

0.61-1.15

0.30-0.55

300-500

0.40-0.60

30-50

1.20-200

0.60-1.00

*Air-poJlutant concentration in ppm.

**Averaging period in hours.
Source: Modified after PA, Air Quality and Meteorology, January 1981, p. 22, Table X

General air quality is identified with the worst category of any

particular contaminant. For example, if all pollutants, except carbon monoxide, belong to the "good" intervals, and the concentration of carbon monoxide is 40 ppm, then general air quality as
shown in Table 3.1 is classified as hazardous.
The above developed approach for the space of elementary
events composition is applied to three different situations: forecasting for the general public, specification of a particular hazardous pollutant, and professional monitoring of air quality. For these three
cases, the easiest version of a possible space of elementary events is
to be constructed. This version is to be tested for the conditions of a
complete set and additional requirements (if any) of the experiment.
Generally, people are concerned with air quality from a healthcare position. It is possible, therefore, to use the full group of four
mutually exclusive events for general public information:
Co1 = {air quality is good),
co2 = {unhealfhful for sensitive people),
CO3 = {unhealthful for everyone), and
co4 = {hazardous).

The space of elementary events for this case is simply the union
of the events:
Q = CO1 + co2 + O)3 + co4.

(3.3)

It is difficult to imagine that some additional requirement can

be formulated for this case. All the events of interest can be expressed in terms of this space. The event
A = {air quality is not good)
can be represented, for example, in the form:
A = co2 + co3 + co4

(3.4)

using the constructed space of elementary events.

Trying to specify a particular hazardous pollutant, one needs a
more detailed space of elementary events. One reasonable approach to the choice of elementary events in this situation is given
in Table 3.2.

Table 3,2. Detailed space of elementary events

Forecast
Category

L Ozone

2. Carbon
Monoxide

3. Nitrogen
Dioxide

4. Sulfur
Dioxide

1. Good
2. Unhealthy
for sensitive
people

GJn
<o21

(M12
eo22

OJ13
^

O)14
0
^

3. Unhealthy for
everyone
4. Hazardous

co31

co32

co33

co34

O41

co42

co43

ca44

Table 3.2 shows that an elementary event can be presented as

an intersection of particular co.. from all four columns. As an example, let us express the elementary event B = (air quality is good for all
components, except sulfur dioxide, for which it is hazardous) in terms

of Q. It can be expressed as:

B s= (ou n O)12 n O)13 n co44.

(3.5)

Then, the union of all such intersections can represent 2. All

the compound events related to the specification of various categories can be expressed in terms of the chosen elementary events.
At last, consider the case when air-quality characterization is
used for the purposes of scientific monitoring and forecasting. In
this case, one can introduce a four-dimensional vector x = (xv xv
xv X4) where its component x. (i = 1, 2, 3, 4) is the concentration of
pollutant with the index i and four-dimensional parallelepiped
n = [O, 0.60] x [0, 50] x [0, 200] x [0, 1.00]
representing the range for each pollutant (Table 3.1). Now, one can
use point x and set n to represent an elementary event and the
space of elementary events for this case. It is not difficult to check
that this space can satisfy any possible needs of the observer regarding the air-quality monitoring experiment. In particular, ail of the
previously considered events can be expressed in terms of this
space.

CHARACTERIZATION OF THE EUTROPHICATION

OF A BAY WATER

Consider a hypothetical environmental situation: "Silver" River

flows in to the "Chi" Bay carrying a lot of compounds of nitrogen
and phosphorus. Over the years, continuous nutrient enrichment
has culminated in the eutrophication of the bay, producing an
increasing biomass of phytoplankton and causing significant
impact on water quality and marine life. Considerable efforts of the
"Bay" Environmental Protection Agency have led to essential decreases in the nutrient loading of the bay.
To evaluate progress in reversing the bay eutrophication, the
EPA developed and implemented a monitoring program to gauge
the bay's water quality and nutrients inflow. It is customary to use
various parameters of chlorophyll concentration as the main indicators of biologic water quality. The EPA employed three indicators: mean chlorophyll concentration on the surface (CCS), mean
chlorophyll concentration of the photic layer (CCP), and mean
chlorophyll concentration of the water column (CCC). The mean
daily inflow of nutrients with the river's water determines the level
of plankton feeding in the bay. Relevant data for the month of May
for the period from 1991 to 1994 are presented in Table 3.3.
The regular observations in the bay show that CCS levels in
excess of 22 mg/m3 is indicative of an intensive phytoplankton
bloom in the bay and leads to massive destruction of marine species. The concentration of CCC higher than 180 mg/m2 is accompanied by the total extinction of the pink salmon population. The

Table 3.3. Data on eutrophication of the bay

Year CCS, mg/m3 CCP, mg/m3 CCC, mg/m2 N, W3kg/day P, W3kg

1991

25

200

550

260

1992
1993
1994

12
11
9

6
5
3

150
120
90

370
320
290

220
190
160

concentration of CCP lower than 4 mg/m3 indicates "healthy" conditions for the bay water.
Based on the information provided, let us construct a space of
elementary events for the experiment with the bay water quality
monitoring. The composed space is to be suitable to express at least
two "bad" and one "good" environmental events in terms of elementary events.
Let us introduce a three-dimensional vector (point) z = (Z1, zv
Z3), where Z1, z2, Z3 are CCS, CCP, and CCC, respectively, and threedimensional parallelepiped W= [Q, 3OJ x [Q, 10} X-[0,3GOJ, where the
upper boundaries of the intervals are chosen large enough to include the values of criteria from Table 3.3. Then, the parallelepiped
W represents the SEE and the points from W represent all possible
elementary events for the three-criteria monitoring experiment.
Three events of interest, B = (intensive bloom), S = (pink salmon
extinction), and H = (healthy bay water), can be expressed, for example, as the sets of elementary events in the following form:
B = [22, 30] x [0, 10] x [0, 300].
S = [0, 30] x [0, 10] x [180, 300].
H = [0, 30] x [0, 4] x [0, 300].

QUESTIONS AND EXERCISES

1. Give the definition of an elementary event. What event is
called compound?
2. State and prove lemmas 3.1 through 3.4.
3. Define the space of elementary events and give its examples.
4. State the theorem on decomposition of event into elementary events. Write Eq. 3.1 for A = (/and A = V.
5. What is the stochastic meaning of theorem 3.1? How can the
concept of event be reduced to the concept of set? Why is
this reduction useful?
6. Using the Venn diagrams, illustrate the relations among
events and operations with events.

7. Formulate the problem of composition of space of elementary events. Develop your own examples and solutions of the
problems of such a kind.
8. Describe the experiment on air-quality monitoring. What is
the difference among the three spaces of elementary events
composed for this experiment in Chapter 3?