ThmDex – An index of mathematical definitions, results, and conjectures.
Conditional probability of almost surely false event
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $\mathcal{G} \subseteq \mathcal{F}$ is a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$
(ii) $E \in \mathcal{F}$ is an D1716: Event in $P$
(iii) \begin{equation} \mathbb{P}(E) = 0 \end{equation}
Then \begin{equation} \mathbb{P}(E \mid \mathcal{G}) \overset{a.s.}{=} 0 \end{equation}
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $\mathcal{G} \subseteq \mathcal{F}$ is a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$
(ii) $E \in \mathcal{F}$ is an D1716: Event in $P$
(iii) \begin{equation} \mathbb{P}(E) = 0 \end{equation}
Then \begin{equation} \mathbb{P}( \mathbb{P}(E \mid \mathcal{G}) = 0) = 1 \end{equation}