Let 
and 
be measure spaces, let 
be the collection of all measurable rectangles contained in 
, and let 
be the premeasure defined on 
by
 |
for 
. By the product measure 
, one means the Carathéodory extension of ![lambda:R->[0,infty]](http://mathworld.wolfram.com/images/equations/ProductMeasure/Inline9.svg)
defined on the sigma-algebra of 
-measurable subsets of 
where 
denotes the outer measure induced by the premeasure 
on 
.
