Let $\pi_1, \ldots, \pi_N$ each be a
D327: Canonical set projection on $\mathbb{R}^N$ such that
\begin{equation}
\pi_n : \mathbb{R}^N \to \mathbb{R}, \quad
\pi_n(x_1, \ldots, x_n \ldots, x_N) = x_n
\end{equation}
for each $n \in 1, \ldots, N$. If $E \in \mathcal{B}(\mathbb{R}^N)$, then result
R4602: Element in finite cartesian product iff components in images of canonical projections shows that $X \in E$ if and only if
\begin{equation}
X_1 \in \pi_1 E, \quad
\ldots, \quad
X_N \in \pi_N E
\end{equation}
Thus we can write the condition also as
\begin{equation}
\forall \, E \in \mathcal{B}(\mathbb{R}^N) :
\mathbb{P}(X_1 \in \pi_1 E, \ldots, X_N \in \pi_N E)
= \int_E f(x) \, \upsilon(d x)
\end{equation}