2019/07/22 by Taraldsen, Gunnar
#FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.1907.11038
In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional probability. In 1955 Renyi fomulated a new axiomatic theory for probability motivated by the need to include unbounded measures. This note introduces a general concept of conditional probability in Renyi spaces. Keywords: Measure theory; conditional probability space; conditional expectation