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0answers
53 views

Derivative of the Expectation of an Integral over a Diffusion

I am trying to prove the following, where $S_t$ is a diffusion: $$ \lim_{t\rightarrow 0}\frac 1 t \mathbb E \int_0^t f(S_s)ds = \lim_{t\rightarrow 0} \mathbb E f(S_t) $$ Proof attempt: Lusin's ...
1
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2answers
252 views

A question on the Lebesgue differentiation theorem

In the paper [Jessen, B., Marcinkiewicz, J., and Zygmund, A. Note on the differentiability of multiple integrals. Fundamenta Mathematicae 25.1 (1935): 217-234] it is considered the limit $$ ...
1
vote
0answers
50 views

Convergence of solutions of the volterra integral equation with convergent kernels

Consider the following Volterra integral equation $$ g(t) = \int_0^t K_n(t,s)w_n(s) ds $$ where g(t) and K_n(t,s) are continuous and $K_n(t,s)\geq K_{n+1}(t,s)$ for all $t,s$. Moreover, $K_n(t,s)$ ...
5
votes
2answers
312 views

Exotic Lebesgue Measurable Function

Measurable functions whose graphs are dense in the plane are well known. Examples include, the Conway 13 function, as given in the answer in this link: When is the graph of a function a dense set ? ...
2
votes
1answer
202 views

Measure of the same set in different models of ZF

Let $A$ be a definable subset of $\mathbb{R}$ in $\mathsf{ZF}$, and let $\mathcal{M},\mathcal{N}\models\mathsf{ZF}$ such that $A$ is lebesgue measurable in both models. Is ...
3
votes
2answers
254 views

Product of Lebesgue and counting measures

Let $\mathbb R$ be endowed with the standard Euclidean topology and let $\widetilde {\mathbb R}$ denote the line endowed with the discrete topology. Let $\mu$ and $\nu$ denote the Lebesgue and ...
3
votes
0answers
64 views

Almost everywhere in a rectangle [duplicate]

I would like to ask a question about the product (Lebesgue) measure on rectangle. I tried to solve the problem but I couldn't. Let $S$ be a subset of a region, say $R$ which is enclosed by a ...
1
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2answers
229 views

Question on separability of a measure

Following this question here this question come to mind. Consider a measured σ-algebra $(S,\mu)$ . Assume that μ is normalized to have total weight 1, and that S is complete (contains all subsets of ...
3
votes
1answer
146 views

Natural extensions in ergodic theory / Measurability question

A useful "abstract nonsense" construction in ergodic theory takes a measure-preserving transformation $T$ of a probability space $(X,\mathcal B,\mu)$ and extends it to an invertible measure-preserving ...
1
vote
0answers
88 views

On the proof of a $W^{2,p}$ estimate - regularity on eliptic PDE

I see this proof on http://www.math.uiowa.edu/~lwang/cccalderon.pdf and I couldn't understand what he did. If $||f||_{L^p(B_{4})} = \delta$ is small and the measure $|\{ x \in B_1; ...
-4
votes
1answer
158 views

Is there always a subspace of $L^p$ isomorphic to direct sums of $\ell^2,\ell^p$? [closed]

It is known that each $L^p$ (on a space with finite measure like $[0,1]$) $p>1$ space contains an isomorphic complemented copy of $\ell^2$ and $\ell^p$. I think this is the Kadets-Pelczynski ...
3
votes
1answer
269 views

Multivariate monotonic function

Let $f(x_1, \dots, x_n)$ be a real function on the $n$-dimensional unit cube (that is, mapping $[0,1]^n \mapsto \mathbb{R}$). Assume furthermore that $f$ is monotonic in every coordinate, and that $f$ ...
5
votes
1answer
452 views

Lebesgue measure of some set of irrational numbers

Let $(i_{n})$ be a strictly increasing sequence of natural numbers, $(v_{n})$ be an unbounded sequences of natural numbers and $M\geq 2$. Denote by $\mathcal{I}(i_{n}, v_{n}, M)$ the set of all ...
9
votes
1answer
694 views

Measure of a set of irrational numbers

Let $A$ be a set of all irrational numbers $\rho \in (0, 1)$ represented as a continued fraction $\rho=[a_{1}, a_{2},...,a_{n},...],$ such that $a_{n}\leq \text{const}\cdot n^{\epsilon}$ for some ...
1
vote
0answers
129 views

Relationship between weak Lp and strong Lq topologies for q<p

Specificaly: Does convergence in $L^{\frac{1}{2}}$ imply weak $L^2$ convergence? Having a limit in $L^{\frac{1}{2}}$ topology and a limit in weak $L^2$ topology whether these are always equal? If ...
8
votes
1answer
264 views

Can there be a measurable set that integrals have the same given value if their integral on $\mathbb{R}$ are the same?

We know for an integrable function $f$, if $\int_\mathbb{R} f=1$, then $\forall \lambda\in [0,1] $, there exists a measurable set $E$ that $\int_E f=\lambda$. Now consider integrable functions $f$ ...
4
votes
1answer
210 views

Uncountable atomless subalgebras of the Boolean algebra of all Jordan measurable sets in [0,1]

Definition: Suppose $\mathcal A$ is the Boolean algebra of all Jordan measurable sets in $I=[0,1]$ (i.e $\mathcal A=\{A\subseteq I: \mu(\partial(A))=0\}$, where $\mu$ is the Lebesgue measure and ...
0
votes
1answer
137 views

additive measure on countable algebras

I was wondering, can the following theorem be true for finitely additive measures defined on algebras not $\sigma$-algebras. (Theorem is in Bogachev's Measure Theory Vol I). I was not sure about ...
4
votes
1answer
203 views

Volume-preserving mappings in the torus $T^n$

Let $T^n$ be the $n$-dimensional torus and let $F$ be the set of all volume preserving continuous mappings $f:T^n\to T^n$. I would like to know if $F$ is connected in the sense that for any $f\in F$ ...
1
vote
1answer
157 views

Stone space of measure algebra [closed]

let $\lambda$ be the Lebesgue measure on the unit interval $I=[0,1]$, and $Leb(I)$ be the Boolean algebra of Lebesgue measurable in $I$ and $\mathcal{N}$ the family of Null sets. The measure algebra ...
2
votes
1answer
202 views

Reference request: harnack inequality for distributional solutions of the heat equation

Dear Math Overflowers, I'm looking for references on the parabolic Harnack inequality for distributional solutions of the heat equation on the whole space $$ \partial_t u=\Delta u\quad\text{and}\quad ...
9
votes
1answer
270 views

Which values can attain the minimum solid angle in a simplex

Given a simplex $S$ with a vertex $v$ by the solid angle at this vertex I mean the value $\hbox{vol}(B \cap S)/\hbox{vol}(B)$ where $B$ is a small enough ball centered at $v$ (for example, in the ...
0
votes
1answer
207 views

homogeneous subset of [0,1] of arbitrarily small Lebesgue measure [closed]

Does there exist for arbitrary $\alpha$, $0<\alpha<1$, a measurable subset $A$ of the closed unit interval $[0,1]$ such that Lebesgue measure $m(A)=\alpha$ and the following "homogeneity" ...
1
vote
2answers
192 views

An almost orthogonality principle for L^p

I recently asked this question on Math StackExchange and someone suggested that it would probably be more suited for Math Overflow. Since it still has not been answered, here it goes: If two ...
3
votes
0answers
115 views

trace-class embeddings

There is a classical theorem of Riesz-Kolmogorov that characterizes compact embedding in $L^p$-spaces of some subspace of them. A generalization to arbitrary metric spaces has been recently obtained ...
0
votes
1answer
291 views

An infimum of integrals of a positive function.

Hi, I have a question concerning integration theory I can't figure out, maybe someone can help: Fix $\varepsilon>0$ and consider $\delta \colon [0,1] \to (0,\infty)$ measurable. Is it then true ...
2
votes
1answer
266 views

Operation on measurable sets in lines, containing an interval?

Question 1: In $\mathbb{R}^2$, let $l_1$,$l_2$ be two parallel lines and $l_3$ another line which is not parallel to $l_1$. Given two measurable sets $E_1$ and $E_2$ in $l_1$ and $l_2$ respectively, ...
53
votes
9answers
6k views

Geometric proof of the Vandermonde determinant?

The Vandermonde matrix is the $n\times n$ matrix whose $(i,j)$-th component is $x_j^{i-1}$, where the $x_j$ are indeterminates. It is well known that the determinant of this matrix is $$\prod_{1\leq ...
2
votes
1answer
667 views

Lebesgue measure of boundary of Caccioppoli set

Can anything be said about the measure of the topological boundary of a Cacciopoli set in $R^n$? Of course, the reduced boundary has finite (n-1)-dimensional Hausdorff measure, but this does not say ...