Exercise 7, § 4
Integration, III, p. 62
With the notations of Exercise 6, assume that the conditions of the exercise are satisfied. Show that for every function ,
where the limit is taken with respect to the directed set of finite subsets of , and where denotes for every and every ; similarly,
for every , provided that all of the measures have total mass 1 (where, for every subset of , denotes the product of the subfamily of measures ).
Solution
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