Existence of infinite product measures

DOI10.14321/REALANALEXCH.48.2.1643257005arXiv1705.01621MaRDI QIDQ6183672FDOQ6183672

Authors: Juan Carlos Sampedro 

Publication date: 4 January 2024

Published in: Real Analysis Exchange (Search for Journal in Brave)

Abstract: A construction of product measures is given for an arbitrary sequence of measure spaces via outer measure techniques without imposing any condition on the underlying measure spaces. This approach concludes finally the problem of the existence of product measures in an elementary manner. Moreover, the $L_p$ spaces of this measures are simplified in terms of finite product measures following the approach of [21]. This decomposition simplifies infinite dimensional integration and gives to this theory a computational framework.

Full work available at URL: https://arxiv.org/abs/1705.01621

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zbMATH Keywords

infinite product measuresCarathéodory extension theorem

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integrals in product spaces (28A35)

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Cited In (1)

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