Bricmont J. , Kupiainen A. Infinite dimensional SRB measures (56K, Latex) ABSTRACT. We review the basic steps leading to the construction of a Sinai-Ruelle-Bowen (SRB) measure for an infinite lattice of weakly coupled expanding circle maps, and we show that this measure has exponential decay of space-time correlations. First, using the Perron-Frobenius operator, one connects the dynamical system of coupled maps on a $d$-dimensional lattice to an equilibrium statistical mechanical model on a lattice of dimension $d+1$. This lattice model is, for weakly coupled maps, in high-temperature phase, and we use a general, but very elementary, method to prove exponential decay of correlations at high temperatures.