Let and be \reftext{def:measure-measure-space-2026a}{measure spaces}, and suppose that both and are -finite. Then there exists exactly one measure on the \reftext{def:product-sigma-algebra-2026a}{product -algebra} such that
for every and , with the product in understood with the conventions of \ref{def:measure-measure-space-2026a}. The measure is itself -finite and is called the \textbf{product measure}. Uniqueness rests on \ref{lem:dynkin-pi-lambda-2026a} applied to the -system of measurable rectangles.
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