Sample space
The sample space of an experiment is the set of all its possible outcomes. Subsets of the sample space are events. Naturally, the power set of the sample space is the set of all possible events.
For example, the sample space of rolling a die is \(\set{1, 2, 3, 4, 5, 6}.\) For a coin flip, it's \(\set{H, T}.\)
The sample space of rolling \(2\) dice is a Cartesian product: $$\set{1, 2, 3, 4, 5, 6} \times \set{1, 2, 3, 4, 5, 6} = \set{\underbrace{(1, 1), ... (6, 6)}_{36 \, \text{possible outcomes}}}$$ Here, the outcomes are tuples representing the number on each die. The event that the numbers from the dice add up to \(4\) is: $$\set{(1, 3), (2, 2), (3, 1)}$$