Bourbaki

Corollary

Tag 08OT, permanent. Cite it as [Bourbaki, Tag 08OT].

Integration, chapter III, § 4. Products of measures

Assume that the conditions of Prop. 9 are verified, and let (Lρ)ρ∈R(L_\rho)_{\rho \in R} be a partition of LL. Then each of the families of measures (μλ)λ∈Lρ(\mu_\lambda)_{\lambda \in L_\rho} admits a product measure, the family of product measures (⨂λ∈Lρμλ)ρ∈R\left( \bigotimes_{\lambda \in L_\rho} \mu_\lambda \right)_{\rho \in R} admits a product measure, and

⨂ρ∈R(⨂λ∈Lρμλ)=⨂λ∈Lμλ. \bigotimes_{\rho \in R} \left( \bigotimes_{\lambda \in L_\rho} \mu_\lambda \right) = \bigotimes_{\lambda \in L} \mu_\lambda.

This follows at once from the formulas (18) and (19) and the associativity of the product for multipliable families in R+\mathbf{R}_+ (GT, IV, §7, No. 5, Remark).

Exercises

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

Cited by

Nothing.

Cites

Transcribed from the printed volume. Not translated.