Probability Measures on Product Spaces

Part of the Universitext book series (UTX)

As a motivation, consider the following example. Let X be a random variable that is uniformly distributed on [0, 1]. As soon as we know the value of X, we toss n times a coin that has probability X for a success. Denote the results by Y1,…, Y n .


Probability Measure Measurable Space Product Space Polish Space Transition Kernel 
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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© Springer-Verlag London Limited 2008

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