Category:Product Measure

This category contains results about Product Measure.

Let $\struct {X, \Sigma_X, \mu}$ and $\struct {Y, \Sigma_Y, \nu}$ be $\sigma$-finite measure spaces.

Let $\struct {X \times Y, \Sigma_X \otimes \Sigma_Y}$ be the product measurable space of $\struct {X, \Sigma_X}$ and $\struct {Y, \Sigma_Y}$.

The product measure of $\mu$ and $\nu$, denoted $\mu \times \nu$, is the unique measure with:

$\forall E_1 \in \Sigma_X, E_2 \in \Sigma_Y: \map {\paren {\mu \times \nu} } {E_1 \times E_2} = \map \mu {E_1} \map \nu {E_2}$