ABSTRACT
The basic aim of this chapter is to formulate and prove some exis-
tence results of probability spaces determined by infinite products of
conditional probability measures, relating it to projective systems of
measures admitting limits. This plays a fundamental role in establish-
ing the existence results for various classes of Markov processes (cf. the
following chapter) and other stochastic functions. Some consequences
and essential equivalences with disintegration of measures and related
technical material are discussed in detail. Some readers may glance the
work at first, and then return later for a serious study.