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Definition. A metric space is a set X together with a function d (called a metric or distance function) which assigns a real number d (x, y) to every pair x, y X satisfying the properties (or axioms): 1  d (x, y) 0 and d (x, y) = 0 x = y, 2  d (x, y) = d (y, x), 3  d (x, y) + d (y, z) d (x, z).
a probability space is a measure space such that the measure of the whole space is equal to 1 the product of any family finite or not of probability spaces is a probability space in contrast for measure spaces in general only the product of finitely many spaces is defined