General Case
If Ω is uncountable, still, it may happen that p(ω) ≠ 0 for some ω; such ω are called atoms. They are an at most countable (maybe, empty) set, whose probability is the sum of probabilities of all atoms. If this sum is equal to 1 then all other points can safely be excluded from the sample space, returning us to the discrete case. Otherwise, if the sum of probabilities of all atoms is less than 1 (maybe 0), then the probability space decomposes into a discrete (atomic) part (maybe empty) and a non-atomic part.
Read more about this topic: Probability Space
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