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Math Help - Proper notation for this probability space

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    Proper notation for this probability space

    Hi

    I'm reading the attached paper, and I'm somewhat confused by the probability space formulation on p. 13.

    Proper notation for this probability space-pic1.png

    The probability space is defined as a triple, but the way I see it, H has four elements: the sample space, F and two probability measures (two Ps), where there should only be one P. Are the authors using the proper notation? Is the probability measure not supposed to be a single function that assigns probabilities? I would suggest to rather write the two last elements as one i.e. (Po, Pp), or perhaps just one last, third element, P, and then define P as something like P = {P(o) = po, P(p) = pp}...

    Best regards
    Simon
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    Last edited by sh01by; June 20th 2012 at 02:04 AM. Reason: Notation and tried to move to university forum
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