Measure and integration Measures on topological spaces Concept
Cylinder set measure
Summary
A cylinder set measure on a topological vector space is a consistent family of probability measures on its finite-dimensional images. It assigns a probability to every set that is described by finitely many linear coordinates. It need not come from a countably additive measure on the whole space. Cylinder set measures are the raw material for Gaussian measures and white noise in infinite dimensions.
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| Tag | G95YDNFXQN |
|---|---|
| URI | m2://G95YDNFXQN |
| Kind | concept |
| Writing | W0 stub |
| MSC | 28C20, 60B11, 46G12 |
| Same as | |
| Changed | 2 November 2026 |
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