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YCor
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Explicit examples of (probability) measures on $\prod \mathbb{R}$

Let $\prod_{n \in \mathbb{N}} \mathbb{R}$ be equipped with the Tikhonov product of the Euclidean topologies on $\mathbb{R}$ and let $B$ the corresponding Borel $\sigma$-algebra. What is are some concrete examples of:

  • Locally-positive Borel probability measures on $(\prod_{n \in \mathbb{R}} \mathbb{R},B)$,
  • Locally-positive $\sigma$-finite (but not finite) Borel measures on$(\prod_{n \in \mathbb{R}} \mathbb{R},B)$?

How does the situation change when the product is indexed over $\mathbb{R}$?

ABIM
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