A cylinder set measure on E is a collection of probability measures
where μT is a probability measure on FT. These measures are required to satisfy the following consistency condition: if πST : FS → FT is a surjective projection, then the measures push forward as follows:
Read more about Cylinder Set Measure: Remarks, Cylinder Set Measures Versus True Measures, Cylinder Set Measures On Hilbert Spaces, Nuclear Spaces and Cylinder Set Measures
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