Abstract
Let (Ω, F, P) be a probability space and let X : Ω → ℝ2 be a vector valued function, i.e., the values are vectors in ℝ2. For each w ∈ Ω, let X1(w) = (X1(w), X2(w)), where X 1 (w)) and X2(w) are the components of X(w) with respect to the canonical basis of ℝ2 consisting of el = (1, 0) and e2 = (0, 1).
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© 1997 Springer Science+Business Media New York
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Taylor, J.C. (1997). Independence and Product Measures. In: An Introduction to Measure and Probability. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0659-0_3
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DOI: https://doi.org/10.1007/978-1-4612-0659-0_3
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94830-0
Online ISBN: 978-1-4612-0659-0
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