What does the probability subscript mean in Shannon's secrecy definition? Shannon's secrecy can be defined as:

$$P_M (M=m) = P_{SK,M}(M=m|E(SK,m)=c)$$

What does $P_M$ means? (same question for $P_{SK,M}$)

I know that is the probability space M, M being the messages; I do not really understand why that has to be specified - or in general I don't understand what this means.
This is standard notation in information theory but it is redundant as given here, usually it is used as below. 

For example
$P_M(m)$ would be used instead of $P_M(M=m)$ both of which refer to the random variable $M$ and the probability that it equals $m$. 

$P_{M,X}(M=m,X=x)=P_{M,X}(m,x)$ would refer to a joint distribution in the same way.