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In multi-agent systems, agents observe data, and use them to make inferences and take actions. As a result sensing and control naturally interfere, more so from a real-time perspective. A natural consequence is that in multi-agent systems there are propositions based on the set of observed events that might not be simultaneously verifiable, which leads to the need for probability structures that allow such \textit{incompatible events}. We revisit the structure of events in a multi-agent system and we introduce the necessary new models that incorporate such incompatible events in the formalism. These models are essential for building non-commutative probability models, which are different than the classical models based on the Kolmogorov construction. From this perspective, we revisit the concepts of \textit{event-state-operation structure} and the needed \textit{relationship of incompatibility} from the literature and use them as a tool to study the needed new algebraic structure of the set of events. We present an example from multi-agent hypothesis testing where the set of events does not form a Boolean algebra, but forms an ortholattice. A possible construction of a `noncommutative probability space', accounting for \textit{incompatible events} is discussed. We formulate and solve the binary hypothesis testing problem in the noncommutative probability space. We illustrate the occurrence of `order effects' in the multi-agent hypothesis testing problem by computing the minimum probability of error that can be achieved with different orders of measurements.