Independence and Product Measures

  • J. C. Taylor


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).


Probability Space Boolean Algebra Product Measure Borel Subset Borel Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 1997

Authors and Affiliations

  • J. C. Taylor
    • 1
  1. 1.Department of Mathematics and StatisticsMcGill UniversityMontrealCanada

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