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The product measure of two sigma-finite measure spaces
Definition
Let and be sigma-finite measure spaces. For , define
The two displayed integrals are well-defined by For sigma-finite measures, the section-measure functions are measurable and equal by For sigma-finite measures, the two section-measure integrals of a measurable set agree. This is the product measure of and .
Depends on
Used by
- The completed product measure Definition
- Finite product measures are the base case for countable product constructions Remark
- For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique Theorem
- The region under a nonnegative measurable function is product-measurable and has measure equal to the integral Theorem
Dependency tree · two levels
11 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Terence Tao, An Introduction to Measure Theory, Section 1.7.3 (standard reference, not scraped)