Conditional probability in Renyi spaces

07/22/2019

∙

by   Gunnar Taraldsen, et al.

∙

0

∙

share

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