Conditional probability in Renyi spaces
Probability
2019-07-30 v2 Functional Analysis
Statistics Theory
Statistics Theory
Abstract
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
Cite
@article{arxiv.1907.11038,
title = {Conditional probability in Renyi spaces},
author = {Gunnar Taraldsen},
journal= {arXiv preprint arXiv:1907.11038},
year = {2019}
}