Modern theory of probability is formulated on the footing of measure theory. Use this tag if your question is about this theoretical footing (for example probability spaces, random variables, law of large numbers, central limit theorems, and the like). Use (probability) for explicit computation of ...

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Extensions of universal measures

Let $(\Omega,\mathcal F)$ be a measurable space, and let $\mathcal P$ be the set of all probability measures no this space. Let $\mathcal F^p$ denote a completion of $\mathcal F$ w.r.t. $p\in P$ and ...