Search results with tag "Product measures"

Product Measures - University of California, Davis

5.1. Product ˙-algebras We begin by describing product ˙-algebras. If (X;A) and (Y;B) are measurable spaces, then a measurable rectangle is a subset A Bof X Y where A2Aand B 2Bare measurable subsets of X and Y, respectively. For example, if R is equipped with its Borel ˙-algebra, then Q Q is a measurable rectangle in R R.

  Product, Measure, Algebra, Product measures