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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2010 Volume 16(32), Issue 1, Pages 84–93 (Mi thsp64)

On a standard product of an arbitrary family of $\sigma$-finite Borel measures with domains in Polish spaces

Gogi Pantsulaiaab

a Institute of Applied Mathematics, Tbilisi State University, University Street-2, 0143 Tbilisi-43, Georgia
b Department of Mathematics, Georgian Technical University, Kostava Street-77, 0175 Tbilisi-75, Georgia

Abstract: Let $\alpha$ be an infinite parameter set, and let $(\alpha_i)_{i \in I}$ be its any partition such that $\alpha_i$ is a non-empty finite subset for every $i \in I.$ For $j \in \alpha$, let $\mu_j $ be a $\sigma$-finite Borel measure defined on a Polish metric space $(E_j,\rho_j)$. We introduce a concept of a standard $(\alpha_i)_{i \in I}$-product of measures $(\mu_j)_{j \in \alpha}$ and investigate its some properties. As a consequence, we construct "a standard $(\alpha_i)_{i \in I}$-Lebesgue measure" on the Borel $\sigma$-algebra of subsets of $\mathbb{R}^{\alpha}$ for every infinite parameter set $\alpha$ which is invariant under a group generated by shifts. In addition, if ${\rm card}(\alpha_i)=1$ for every $i \in I$, then "a standard $(\alpha_i)_{i \in I}$-Lebesgue measure" $m^{\alpha}$ is invariant under a group generated by shifts and canonical permutations of $\mathbb{R}^{\alpha}$. As a simple consequence, we get that a "standard Lebesgue measure" $m^{\mathbb{N}}$ on $\mathbb{R^N}$ improves R. Baker's measure [2].

Keywords: Infinite-dimensional Lebesgue measure, product of $\sigma$-finite measures.

MSC: Primary 28A35, 28Cxx, 28Dxx; Secondary 28C20, 28D10, 28D99

Language: English



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