Let and be measure spaces, and suppose that both and are -finite. Then there exists exactly one measure on the product -algebra such that
for every and , with the product in understood with the conventions of Measure, Measure Space, and Probability Measure. The measure is itself -finite and is called the product measure. Uniqueness rests on Dynkin's Pi-Lambda Theorem applied to the -system of measurable rectangles.
Loading…
Prerequisites
No prerequisites tracked.
Dependents
No dependents yet.
Dependent proofs
No dependent proofs yet.
No relations recorded yet.