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Let $(\Omega_i,\mathcal{F_i})_{i \in \mathbb{N}}$ be the countable family of measurable spaces.Then I was wondering whether the canonical product sigma algebra on the product space that is for example defined via cylinder sets agrees with

$$\sigma(\prod_{i=1}^{\infty}A_i;A_i\in \mathcal{F}_i)?$$

This seems to be somehow a natural definition to define the sigma algebra on the product space, but is it what we canonically have in mind?-This certainly works for finite products, but what is in the countable case?

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