Existence of Infinite Product Measures

Abstract

A construction of product measures is given for an arbitrary sequence of measure spaces via outer measure techniques without imposing any condition on the underlying measure spaces. This approach concludes finally the problem of the existence of product measures in an elementary manner. Moreover, the $L_{p}$ spaces of this measures are simplified in terms of finite product measures following the approach of [21]. This decomposition simplifies infinite dimensional integration and gives to this theory a computational framework.