http://mathworld.wolfram.com/ is a good resource for math stuff.

Roughly speaking, it's something like this:
[Sigma] is all possible results
F is the collection of subsets of [Sigma] that have probability
P is a function from F to [0,1] that gives the probability of F occuring (more or less).

For example:
[Sigma] might be the set of all possible heads up 7 card stud games.
F is a list of all subsets. For example, an element of F might be all games where the big blind has a hidden ace.
P gives the probability for an element of F (for example, the probability of a game where the big blind has a hidden ace).