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Analysis and Probability by Aurel Spataru

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Chapter 5

Measures on Product σ-Algebras

This chapter is devoted to the construction of measures on product image-algebras. In Section 15 we construct the product of a finite number of image-finite measures. The first part of Section 16 is the infinite version of Section 15, and in the second part of Section 16 we prove the Daniell-Kolmogorov extension theorem.

15 The Product of a Finite Number of Measures

In this section we construct the product of a finite number of -finite measures and prove versions of Fubini’s theorem.

We first construct the product of ...

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