Thread: 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.



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