Measures on Product σ-Algebras
This chapter is devoted to the construction of measures on product -algebras. In Section 15 we construct the product of a finite number of -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 ...