User yuval peres - MathOverflow most recent 30 from http://mathoverflow.net 2013-05-22T13:44:19Z http://mathoverflow.net/feeds/user/7691 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/31603/why-do-probabilists-take-random-variables-to-be-borel-and-not-lebesgue-measurab/32260#32260 Answer by Yuval Peres for Why do probabilists take random variables to be Borel (and not Lebesgue) measurable? Yuval Peres 2010-07-17T04:50:39Z 2010-07-17T04:50:39Z <p>One reason is that probabilists often consider more than one measure on the same space, and then a negligible set for one measure (added in a completion) might be not negligible for the other. The situation becomes more acute when you consider uncountably many different measures (such as the distributions of a Markov process with different starting points.)</p>