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Erschienen in:
2005 | OriginalPaper | Buchkapitel
Measures on Product Spaces
verfasst von : K. R. Parthasarathy
Erschienen in: Introduction to Probability and Measure
Verlag: Hindustan Book Agency
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We shall examine how measures can be constructed on product spaces out of what are called ‘transition measures’. The product measures turn out to be special cases of such a construction. Later we shall see how integration in the product space is reduced to successive integration over the marginal spaces. When the transition measures happen to be transition probability measures they acquire a practical significance of great value and form the foundations of the study of Markov processes.