Notation question for probability measures on product spaces

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SUMMARY

The discussion centers on the notation and naming conventions for a unique probability measure \(\mu\) on the product space \((A \times B, \mathcal{A} \otimes \mathcal{B})\), derived from a probability measure \(p\) on \((A, \mathcal{A})\) and a measurable function \(q\) that assigns probability measures on \((B, \mathcal{B})\). The measure \(\mu\) is defined by the integral \(\mu(\hat{A} \times \hat{B}) = \int_{\hat{A}} q(\hat{B}|\cdot) \text{ d}p\) for all measurable sets \(\hat{A}\) and \(\hat{B}\). The author expresses frustration over the lack of a standard name or notation for \(\mu\), suggesting \(\mu_{p,q}\) as a provisional label while seeking a more widely accepted term.

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Let (A,\mathcal A), (B,\mathcal B) be measurable spaces. Let p be a probability measure on (A,\mathcal A), and let q:A\to\mathcal P(B,\mathcal B) be a measurable function which takes each a\in A to some probability measure q(\cdot|a) on (B,\mathcal B). Then there is a unique probability measure \mu on (A\times B, \mathcal A\otimes\mathcal B) which has \mu(\hat A\times \hat B) = \int_{\hat A} q(\hat B|\cdot)\text{ d}p for every \hat A\in\mathcal A, \hat B\in\mathcal B.

The question: Is there a typical thing to call \mu? Does it have a name, in terms of p and q? How about notation? pq? p\otimes q (which would be misleading)? q\circ p? q^p? I looked around and couldn't find anything consistent.
 
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I'm sorry you are not generating any responses at the moment. Is there any additional information you can share with us? Any new findings?
 
No such luck. In the thing I'm writing, I just named it ##\mu_{p,q}## and fully defined it, since I couldn't find a standard name for it. I figured I'll fix it later if I stumble on a good name elsewhere.
 

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