Infinite product measures

نویسنده

  • Jordan Bell
چکیده

The usual proof that the product of a collection of probability measures exists uses Fubini’s theorem. This is unsatisfying because one ought not need to use Fubini’s theorem to prove things having only to do with σ-algebras and measures. In this note I work through the proof given by Saeki of the existence of the product of a collection of probability measures. We speak only about the Lebesgue integral of characteristic functions.

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تاریخ انتشار 2015