Measure and probability for concurrency theorists

Abstract

The concept of conditional probability plays a fundamental role in probability theory. Just as implication plays a fundamental role in logical reasoning so conditional probability plays an analogous role in probabilistic reasoning. The purpose of this article is to give an expository account of conditional probability, in particular conditional probability distributions on continuous spaces. This necessitates background in measure theory which is also reviewed. This is intended for an audience of concurrency theorists interested in using these ideas for probabilistic semantics.