Independence
In Two Events
$ P(A \bigcap B) = P(A) \times P(B) $
For example, given a coin, are the two outcomes independent?
$ P( \lbrace C_1=H \rbrace \bigcap \lbrace C_2 =H \rbrace ) $
In Multiple Events
Conditional Probability
A & B are conditionally independent given C if the following formula holds true.
$ P(A \bigcap B|C) = P(A|C) \times P(B|C) $