Lecture Notes: RANDOM VIBRATION OF STRUCTURES / SPRING 2009 / Page: 1

Lecturer: Prof. APOSTOLOS S. PAPAGEORGIOU

PART (2): PROBABILITY THEORY ‐ BASIC DEFINITIONS, AXIOMS & THEOREMS

PROBABILITY THEORY:
BASIC DEFINITIONS, AXIOMS & THEOREMS

 Random Phenomena: Unpredictable phenomena (e.g., flip of a coin)

Random phenomena have certain average properties which exhibit a useful

regularity.

Regularity of averages is experimentally verifiable.

 Relative Frequency: calculated average of known data

 Trial: Single observation of a random phenomenon

 Sample Space ( ): set whose elements consist of all possible outcomes of a trial

 Sample Point ( ): element of the Sample Space

Types of Sample Spaces:

(1) Finite e.g. ,

(where and stand for ‘heads’ and ‘tails’, respectively)

(2) Countably infinite e.g. : integer

(3) Uncountable e.g. 0, ∞ , ,

 Event: Subset of the sample space, i.e. an outcome or a collection of outcomes

 Certain Event: Contains all element of the Sample Space

 Impossible Event: event which contains no sample points

(i.e., the empty set ∅ )

 Lecture Notes: RANDOM VIBRATION OF STRUCTURES / SPRING 2009 / Page: 2
Lecturer: Prof. APOSTOLOS S. PAPAGEORGIOU
PART (2): PROBABILITY THEORY ‐ BASIC DEFINITIONS, AXIOMS & THEOREMS

Note that:
An ‘event’ is a subset of the Sample Space
A subset of the Sample Space is not necessarily an ‘event’

 Probability measure: ‘set function’

i.e., a rule which assigns a real number to each set in a specified collection of sets
 Lecture Notes: RANDOM VIBRATION OF STRUCTURES / SPRING 2009 / Page: 3
Lecturer: Prof. APOSTOLOS S. PAPAGEORGIOU
PART (2): PROBABILITY THEORY ‐ BASIC DEFINITIONS, AXIOMS & THEOREMS

PROBABILITY AXIOMS

AXIOM 1: For an experiment there is a Sample Space representing the totality of

possible outcomes of that experiment and a collection of subsets of .

AXIOM 2: To each event in the collection of events there can be assigned a nonnegative
real number , i.e. 0 .
This number is called ‘the probability of the event ’.

AXIOM 3: For any probability assignment , it is required that Ω 1.

AXIOM 4: If events and are mutually exclusive (disjoined) events, ∩ ∅,

then any probability assignment that is made, must be such that ∪
.

AXIOM 5: If events , , , ⋯ are mutually exclusive events, ∩ ∅ , ,

then any probability assignment ∙ that is made must be such that
⋃ ∑ .
 Lecture Notes: RANDOM VIBRATION OF STRUCTURES / SPRING 2009 / Page: 4
Lecturer: Prof. APOSTOLOS S. PAPAGEORGIOU
PART (2): PROBABILITY THEORY ‐ BASIC DEFINITIONS, AXIOMS & THEOREMS

Elementary Properties of Probability

1
∅ 0
1
∪ ∩
∪

Definition:
Conditional Probability |

∩
| ≝

(provided 0)

Definition:
The events , , ,⋯, are said to be mutually independent if and only if the
relations

∩
∩ ∩
⋮ ⋮ ⋮
∩ ∩ ⋯∩ ⋯

hold for all combinations of the indices such that 1 ⋯

 Lecture Notes: RANDOM VIBRATION OF STRUCTURES / SPRING 2009 / Page: 5
Lecturer: Prof. APOSTOLOS S. PAPAGEORGIOU
PART (2): PROBABILITY THEORY ‐ BASIC DEFINITIONS, AXIOMS & THEOREMS

NOTE:

The Foundations of Probability Theory (in their present form) were set by KOLMOGOROV in
a Monograph which originally appeared in 1933 in German in the Ergebnisse Der
Mathematik, Vol.2, entitled “Grundbegriffe der Wahrscheinlichkeitrechnung”. This
Monograph was later translated in English and published in 1956 by CHELSEA Publishing
Company.
KOLMOGOROV, A.N. (1956). Foundations of the Theory of Probability, CHELSEA
Publishing Company, New York

In the above Monograph, KOLMOGOROV makes use of Lebesque’s theories of

measure and integration to establish the analogies between measure of a set and probability of
an event, and between integral of a function and mathematical expectation of a random variable.