More on Dependency Structures

There exists the opinion that the main difference between the general Measure Theory and Probability Theory is that the latter involves the notion of independency. Actually, it is disputable that this is the main difference: along with purely mathematical schemes, Probability Theory is concerned with a great many models of real phenomena, and the “common-sense significance” of abstract schemes, the physical or economic interpretation of results, to a large extent distinguish Probability from other mathematical disciplines. Nevertheless, the notion of independency is indeed a distinctive feature.