All Questions

In wide generality, the disintegration theorem says that Radon probability measures admit disintegrations. I'm trying to understand the case when we weaken this to infinite measures, specifically ...

$\DeclareMathOperator\Cov{Cov}$Motivation: If $G$ is a finite group and $\phi=X+iY: G\to \mathbb{T}$ is a character of $G$, then $\Cov(X,Y)=0$ where $X$, $Y$ are considered as two real random ...