Could anyone just tell me what does he, mean by at the point $2$, selecting a number according to the probabilities, $p(x_0)$? does he meant to chhose the largest one out of $p_i(x_0), i=1,2,\dots,N$?, let me write, $p_i$ are probability functions $X$, and $\sum_{i=1}^{N} p_i(x)=1\forall x\in X, \sigma_n=1,2,3,\dots, N $, $\omega_{\sigma_n}$ are mappings on $X$. I am also not comfortable with the notation $\sigma_n$.
Thanks for helping. A little example would be fine too.