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.