Regular Conditional Probability - Regularity Versus Completeness

Regularity Versus Completeness

Standard probability space Radon space
Lebesgue measure Borel measure
Complete measure Regular measure
Conditional probability Regular conditional probability
Extremely complicated and weak. Simple and powerful.
Pathological cases. No pathological cases.
is undefined.
Probability is -additive except for sets with isolated points.

Note: In this article we use the Fraktur (whose shape is somewhat reminiscent of for Borel) to indicate a probability based on a regular measure as opposed to one based on a complete measure. The notions of regularity and completeness are incompatible in a separable space.

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