Question: Suppose that ((Q,,]Pi) : i E N) are probability spaces, and let ((2, 91E) be the product probability space. For any xed n E N,
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Suppose that ((Q,,]Pi) : i E N) are probability spaces, and let ((2, 91E\") be the product probability space. For any xed n E N, show that the projection map Tl'n :Hi > 11% where Trn((wi :1} 6 N)} = ((01,012, ...,wn) i=1 i=1 is a measurable function from (Q, 9) ) ?:1(Q1-,1). Show that ]P is the only probability measure on 9' so that the law under an of P is ?:1P'i for all n
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