This paper is devoted to probabilistic models for concurrent systems under their true-concurrency semantics. Here we address probabilistic event structures. We consider a new class of event structures, called locally finite, that extend confusion-free event structure. In locally finite event structures, maximal configurations can be tiled with branching cells: branching cells are minimal and finite sub-structures capturing the choices performed while scanning a maximal configuration. The probabilistic event structures that we introduce have the property that "concurrent processes are independent in the probabilistic sense."