ThmDex – An index of mathematical definitions, results, and conjectures.
Almost sure equality only makes sense for random variables on the same probability space
Note that the expression \begin{equation} \mathbb{P}(X \neq Y) = \mathbb{P} \{ \omega \in \Omega : X(\omega) \neq Y(\omega) \} \end{equation} only makes sense if $X$ and $Y$ are defined on a common probability space $P = (\Omega, \mathcal{F}, \mathbb{P})$.