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Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
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Kolmogorov doesn't show existence of Dirichlet process for arbitrary measurable spaces. Why?
I'm trying to understand the problem arising when using Kolmogorov's extension theorem to prove the existence of the Dirichlet process on an arbitrary measurable space $\left(\mathcal{X},\mathcal{A}\r …