Impossible Event - Formal Definition

Formal Definition

Let be a probability space. An event happens almost surely if . Equivalently, happens almost surely if the probability of not occurring is zero: . More generally, any event (not necessarily in ) happens almost surely if is contained in a null set: a subset of some such that . The notion of almost sureness depends on the probability measure . If it is necessary to emphasize this dependence, it is customary to say that the event occurs -almost surely or almost surely .