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Concept
Almost surely
Summary
In probability theory, an event is said to happen almost surely (sometimes abbreviated as a.s.) if it happens with probability 1 (or Lebesgue measure 1). In other words, the set of possible exceptions may be non-empty, but it has probability 0. The concept is analogous to the concept of "almost everywhere" in measure theory. In probability experiments on a finite sample space with a non-zero probability for each outcome, there is no difference between almost surely and surely (since having a probability of 1 entails including all the sample points); however, this distinction becomes important when the sample space is an infinite set, because an infinite set can have non-empty subsets of probability 0.
Some examples of the use of this concept include the strong and uniform versions of the law of large numbers, the continuity of the paths of Brownian motion, and the infinite monkey theorem. The terms almost certainly (a.c.) and almost always (a.a.) are also used. Almost never describes the opposite of almost surely: an event that happens with probability zero happens almost never.
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 in 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 P-almost surely, or almost surely .
In general, an event can happen "almost surely", even if the probability space in question includes outcomes which do not belong to the event—as the following examples illustrate.
Imagine throwing a dart at a unit square (a square with an area of 1) so that the dart always hits an exact point in the square, in such a way that each point in the square is equally likely to be hit. Since the square has area 1, the probability that the dart will hit any particular subregion of the square is equal to the area of that subregion.
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