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Probability Measures on Product Spaces

Chapter
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 .

Keywords

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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Copyright information

© Springer-Verlag London Limited 2008

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