Questions tagged [measurable-functions]
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79
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60
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Multiplication with dilations of nonzero measurable function is injective
Denote $f_s(x):=f(sx)$ as the dilation of a function $f$. I want to know whether the following statement is true:
Suppose $f$ and $g$ are measurable functions on $\mathbb{R}$, and $f$ is not almost ...
- 583
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0
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45
views
Existence of derivative of distribution of exponential family?
Suppose $(X, \mathcal{F})$ is a measurable space and $\left\{F_\theta, \theta \in \Theta\right\}$ is a distribution family on $(X, \mathcal{F})$. When $\left\{F_\theta, \theta \in \Theta\right\}$ is ...
2
votes
2
answers
232
views
Preimage of null sets under a monotone increasing function
Let $I\subseteq \mathbb{R}$ be a closed bounded interval and $f:I \to I$ a monotonic increasing function and $S$ the countable set of points $s$ such that $|f^{-1}(s)| > 1$. Is the following ...
- 113
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85
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$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?
Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
- 287
-1
votes
1
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88
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Pointwise limit of a "net" of measurable functions is measurable? [closed]
Let $(X, \mathcal{A},\mu)$ be a finite measure space with the $\sigma$-algebra $\mathcal{A}$ and the measure $\mu$.
Let $B$ be a separable Banach space. Then, it is well-known from a theorem by Pettis ...
- 2,749
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votes
1
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86
views
A nonlinear mapping on $L^2(S^1)$ that commutes with all translation operators is necessarily measurable?
Let $H:= L^2(S^1)$, where $S^1$ is the circle, and $\tau_a : H \to H$ be the translation operator for each $a \in S^1$:
\begin{equation}
(\tau_a f)(x):= f(x+a)
\end{equation}
Then, it is clear that ...
- 2,749
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0
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51
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Characterizing functions that are limits of integrable lower-bounded functions
Let $X$ be a separable Hausdorff topological space, endowed with a positive finite Borel regular measure. Consider those (trivially measurable) functions $f : X \to \mathbb R$ such that their ...
- 5,282
2
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0
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60
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On the measurability of stochastic integrals
Let $S(t)$ be a $C_0$-contraction semi-group, $W$ is a cylindrical Wiener process in a separate Hilbert space $U$. Assume the following conditions:
$$
\|F(t,u_1)-F(t,u_2)\|_{H}< C\|u_1-u_2\|_{H},~~...
- 31
5
votes
1
answer
382
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Is there a Borel measurable $f:\mathbb{R}^d \to \mathbb{R}^d$ such that $f(x) \in \partial \varphi (x)$ for all $x$?
Let $\varphi: \mathbb{R}^d \to \mathbb{R}$ be a convex function. The subdifferential of $f$ at $x$ is defined as
$$
\partial \varphi (x) := \{z \in \mathbb{R}^d : \varphi(y) \geq \varphi(x) + \langle ...
- 851
1
vote
0
answers
47
views
Is $L^p_\text{loc} (Y)$ dense in $(L^0(Y), \hat \rho)$?
Below we use Bochner measurability and Bochner integral. Let
$(Y, d)$ be a separable metric space,
$\mathcal B$ Borel $\sigma$-algebra of $Y$,
$\nu$ a $\sigma$-finite Borel measure on $Y$,
$(Y, \...
- 647
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0
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42
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Is the embedding $i: (L^p_\text{loc} (Y), \| \cdot \|_{L^p_\text{loc}}) \to (L^0(Y), \hat \rho)$ continuous or Borel measurable?
Below we use Bochner measurability and Bochner integral. Let
$(Y, d)$ be a separable metric space,
$\mathcal B$ Borel $\sigma$-algebra of $Y$,
$\nu$ a $\sigma$-finite Borel measure on $Y$,
$(Y, \...
- 647
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0
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109
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The set of measurable functions together with convergence in measure is a completely metrizable abelian topological group
Below we use Bochner measurability and Bochner integral. Let
$(X, \mathcal A, \mu)$ be a complete $\sigma$-finite measure space,
$(E, | \cdot |)$ a Banach space,
$S (X)$ the space of $\mu$-simple ...
- 647
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0
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85
views
Assume $f(x, \cdot) \in L^p_{\text{loc}} (Y)$ for a.e. $x \in X$. Is $F: X \to L^p_{\text{loc}} (Y), x \mapsto f(x, \cdot)$ Bochner measurable?
Below we use Bochner measurability and Bochner integral. Let $T>0$ and $p \in [1, \infty)$. Let $X :=[0, T]$ and $Y:= \mathbb R^d$. Let $L^p_{\text{loc}} (Y)$ be the space of measurable functions $...
- 851
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0
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79
views
Is this metric on the space of $\mu$-measurable functions complete?
Below we use Bochner measurability and Bochner integral. Let
$(X, \mathcal A, \mu)$ be a complete finite measure space,
$(E, | \cdot |)$ a Banach space,
$S (X)$ the space of $\mu$-simple functions ...
- 647
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votes
2
answers
84
views
How to construct this sequence that converges a.e. in product measure and that has a very particular form?
Below we use Bochner measurability and Bochner integral. Let
$(X, \mathcal A, \mu)$ and $(Y, \mathcal B, \nu)$ be complete $\sigma$-finite measure spaces,
$(E, | \cdot |)$ a Banach space,
$S (X)$ the ...
- 851
0
votes
2
answers
120
views
Is there a modification of $f$ on a null set such that $F: [0, T] \to L^p ({\mathbb R}^d), t \mapsto f(t,\cdot)$ is Bochner measurable?
Let $T>0$ and $p \in [1, \infty)$. Let $f \in L^p ([0, T] \times {\mathbb R}^d)$. By a theorem in this thread, there is a Lebesgue null subset $N$ of $[0, T]$ such that $f(t, \cdot)$ is Lebesgue ...
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2
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178
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Does a measurable $F :[0, T] \to L^p (\mathbb R^d; \mathbb R_{\ge 0})$ have a "flattened" measurable version?
Let $d \in \mathbb N^*,p \in [1, \infty]$ and $T>0$. Let
$$
F :[0, T] \to L^p (\mathbb R^d; \mathbb R_{\ge 0}), t \mapsto F_t
$$
be measurable. I would like to ask if there is a measurable function ...
- 851
1
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0
answers
138
views
Polish spaces and analytic sets
Can we conclude that an analytic subset $A$ of a Polish space $X$ is also Polish?
Let $\mathcal{M}(R^d)$ denotes the family of Borel probability measures on $R^d$ equipped with the Lévy-Prokhorov ...
- 39
2
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0
answers
62
views
Measure of subsets in $\mathbb S^d$ defined by multiplicities of real roots
We associate to an element $\mathbf x=(x_0,\ldots,x_d)$
of the real unit sphere $\mathbb S^d=\lbrace (x_0,\ldots,x_d)\in\mathbb R^{d+1},\
x_0^2+\dots+x_d^2=1\rbrace$ the number $\mu(\mathbf x)$ of ...
- 17.5k
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votes
2
answers
650
views
Analogue of open/closed maps for measurable spaces
$\newcommand{\A}{\mathcal{A}}\newcommand{\T}{\mathcal{T}}$The notions of continuous map of topological spaces and measurable function of measurable spaces are very similar:
A map of topological ...
- 10.7k
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43
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Measurability in a product space of a set defined only along its fibers
Consider the probability space $([0,1],\mathcal{B}([0,1]),\lambda)$, where $\mathcal{B}([0,1])$ denotes the Borel $\sigma$-algebra in $[0,1]$ and $\lambda$ is the Lebesgue measure in $[0,1]$. Then, ...
4
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1
answer
531
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Optimal Transport: how is this transport map Borel measurable?
I'm reading Theorem 1.17. and its proof at page 14 of Santambrogio's Optimal transport for applied mathematicians. The content is not hard but a little bit long (because of related detail). Please ...
- 851
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votes
0
answers
180
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Example of an optional non-predictable process
To clarify better the notions of predictable and optional processes, I am looking for a simple example of a process that is optional, but not predictable. I found out something useful here, however, I ...
- 131
1
vote
1
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55
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Let $c: X \times Y \to \overline{\mathbb R}$ be $\gamma$-measurable. Is $c_x:Y \to \overline{\mathbb R}, y \mapsto c(x, y)$ $\nu$-measurable?
Let $(X, \mathcal X, \mu)$ and $(Y, \mathcal Y, \nu)$ be $\sigma$-finite measure spaces. Let $\overline{\mathbb R} := \mathbb R \cup \{\pm \infty\}$.
$f:X \to \overline{\mathbb R}$ is called $\mu$-...
- 851
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0
answers
52
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The initial sigma-algebra on the dual of a Banach lattice
Let $E$ be an AL space (i.e. a Banach lattice whose norm is additive on the positive cone $E_+$) that satisfies Mazur's condition (every sequentially weak$^*$-continuous functional on $E'$ is weak$^*$-...
- 153
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201
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Prove or disprove that $u=0$ a.e. on $\Bbb R^d$
Let $\Omega\subset\Bbb R^d$ be an open set. Let $k:\Bbb R^d\to [0,\infty)$ be measurable such that $0\in \operatorname{supp}k$. This implies that $\Omega\subset \Omega_k=\Omega+\operatorname{supp}k$. ...
- 1,033
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1
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Let $(X, W)$ be a weak solution to a SDE. Is $W$ a Brownian motion w.r.t. $\sigma(X_s : s \le t)$?
Let $(X, W)$, $(\Omega, \mathcal{F}, \mathbb{P})$, $\{\mathcal{F}_t\}$ be a weak solution to an SDE.
Per definition $W$ is an $\mathcal{F}_t$-Brownian motion and both $X$, $W$ are adapted to $\mathcal{...
- 11
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0
answers
209
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Characterization of a Bochner/strongly measurable function solely as a random element
Be $(\Omega, \mathcal{A}, P)$ and $E$ a probability space and a Banach space respectively.
This paper of G.A. Edgar contains a proof that, for a function $X: \Omega \rightarrow E$, being weakly ...
- 31
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votes
1
answer
302
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Measurability of Markov kernel wrt the Borel $\sigma$-algebra generated by the weak topology
Consider two Polish metric probability spaces $(\mathcal{A}, \Sigma_\mathcal{A})$ and $(\mathcal{B}, \Sigma_\mathcal{B})$, endowed with their Borel $\sigma$-algebras. Denote as $\mathcal{P}_\mathcal{B}...
- 271
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votes
1
answer
223
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Sobolev embedding into measurable functions
Consider the fractional Sobolev space
$$
W^{k,2}(\mathbb R^n):=\big\{f \in \mathcal S'\,\big|\,(1+\|\xi\|)^k\hat f(\xi)\in L^2(\mathbb R^n)\big\}
$$
for some $k\in\mathbb R$, and let $\mathcal M$ ...
- 42.5k
2
votes
1
answer
212
views
Measurability of maximum likelihood estimator under conditions from Lehmann's "Theory of point estimation"
I'm trying to prove that MLE from the proof of one theorem in Lehmann's "Theory of point estimation"
(the theorem is below) is a measurable function. I know that under some regularity ...
- 141
5
votes
1
answer
293
views
Continuity of real functions
The following question concerns that without $ZF+DC$, can every function be "a little bit" continuous?
Question Is it consistent with $ZF+DC$ that for any function $f:[0,1]\to [0,1]$ and ...
- 4,201
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0
answers
95
views
$ \lim _{n \rightarrow \infty} \int_{E} \frac{f_{n}^{2}(x)}{1+f_{n}^{2}(x)} \mathrm{d} m=0 $ associated with convergence in measure [closed]
For $m E<+\infty$, why the sufficient and necessary condition of $\left\{f_{n}(x)\right\}$ converge in measure to $0$ is
$$
\lim _{n \rightarrow \infty} \int_{E} \frac{f_{n}^{2}(x)}{1+f_{n}^{2}(x)}...
- 11
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0
answers
344
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Measurability of centered Hardy-Littlewood maximal function with doubling measure
Let $(X, d, \mu)$ be a metric space with doubling measure $\mu$ a.e. every open ball has finite and positive measure $\mu$ and there exists $C>0$ such that
$$\mu(B(x,2r)) \le C\mu(B(x,r))$$
for ...
- 127
5
votes
1
answer
202
views
Dense subcategory of measurable spaces
Recall the notion of a dense subcategory $\mathcal{D}$ of a category $\mathcal{C}$. It means that the restricted Yoneda functor $\mathcal{C} \to \mathrm{Hom}(\mathcal{D}^{op},\mathbf{Set})$, $A \...
- 61.5k
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108
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What are the functions such that $ \lVert f + g \rVert_p^p = \lVert f \rVert_p^p + \lVert g \rVert_p^p$?
Let $1 \leq p \leq 2$. I am looking for a characterization of the couples $(f,g)$ of functions $f,g \in L_p(\mathbb{R})$ such that
$$ \lVert f + g \rVert_p^p = \lVert f \rVert_p^p + \lVert g \rVert_p^...
- 2,174
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votes
1
answer
317
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$f_\epsilon=\inf\{f(y):|y-x|<\epsilon\}$ is measurable Borel [closed]
I found this problem I have tried but it has been a bit complicated for me,
Let $f:\mathbb{R}\to\mathbb{R}$ a bounded function. For each $\epsilon>0$, let $f_\epsilon (x)=\inf\{f(y):|y-x|<\...
- 123
4
votes
1
answer
204
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Measurable selection involving measure valued random variable
Let $(\Omega, \mathcal{F}, \mathbb{P})$ be a probability space and let $\mathcal{M}(\mathbb{R}^d)$ be the space of finite signed measures on $\mathbb{R}^d$ endowed with the narrow topology (i.e. the ...
- 327
3
votes
1
answer
146
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Can there be an upper bound on the Borel rank of the preimages of Borel sets under a surjective Borel map?
Let $X$ and $Y$ be standard Borel spaces, $Y$ uncountable, and $f : X \to Y$ a surjective Borel map. Is it possible that there is a countable ordinal $\alpha$ such that for each Borel set $B \subseteq ...
0
votes
0
answers
81
views
Sequence of open sets converge in characteristic function to an open set?
Let $\Omega\subseteq\mathbb{R}^N$ be an open and bounded set with Lipschitz boundary. Consider a sequence of open sets $\omega_n\subseteq\Omega,\ n\in\mathbb{N}^*$ such that there is a Lebesgue ...
- 1,330
0
votes
1
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83
views
Countable sup property of extended measurable functions
Let $(S,\Sigma,\mu)$ a $\mu$-finite measure space. Denote by $\bar{L}^0(\Sigma)$ the set of extended-real valued $\Sigma$-measurable functions. Does this set have the countable sup property when ...
- 29
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votes
1
answer
1k
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When is the set of measurable functions a vector space?
I know this is not a research question, but I searched somewhat thoroughly and could not find the exact answer I want. But I've always wondered the following: suppose that $(X,\mathcal{M})$ is a ...
- 597
3
votes
1
answer
286
views
Loeb measures and non-standard hull of Banach spaces
$\DeclareMathOperator\Fin{Fin}$I am trying to understand the notion of "liftings" of Loeb measurable functions to internal, internally measurable functions, and its connection to non-...
- 939
3
votes
1
answer
139
views
Measurability of superposition operator with non-separable Banach space
Let $f\colon I \times X \to \mathbb{R}$ be a map where $I \subset \mathbb{R}$ is an interval, $X$ is a Banach space (possibly non-separable) and we have
$$t \mapsto f(t,x) \text{ is measurable}$$
$$x \...
- 107
3
votes
1
answer
225
views
Measurable selection for argmin to distance
Let $Y$ be a Banach space and equip $Y$ with the weak topology. Now, let $X$ be a closed, bounded, and convex subset of $Y$ and suppose that the relative (weak) topology on $X$ is metrizable with ...
- 4,969
3
votes
2
answers
407
views
Sharp assumption for preserving Lebesgue measurability by left composition
Let $g: [0, 1] \to \mathbb R$ be a Lebesgue-measurable function (in the classical sense: the inverse images of Borel sets are Lebesgue-measurable). It is a classical fact in analysis that $f \circ g$ ...
0
votes
0
answers
112
views
Measurability of infimum function
In Theorem 14.37 of Variational Analysis by Rockafellar and Wets, it shows that for any normal integrand $f:T\times \mathbb{R}\to\mathbb{R}$, the function $p:T\to \mathbb{R}$ given by
$p(t):=\inf f(t,⋅...
- 29
1
vote
1
answer
181
views
Friedland metric entropy
I was asking if it is possible to extend the definition of topological Friedland entropy for $\mathbb{Z}^d$ continuos actions to measure preserving actions.
The topologica Friedland entropy is ...
- 121
3
votes
1
answer
153
views
$L_p(I,Y)^\perp=L_q(I,Y^\perp)$?
Let $X$ be a Banach space and $Y$ be a closed subspace of $X$. For $1<p<\infty$ consider the $p$-th power Bochner Integrable functions which takes values in $X$ and defined on the unit interval $...
- 551
1
vote
1
answer
641
views
Transport of measure
Let's disintegrate $\mu$ and $\nu$, two probabilities on $\mathbb{R}^{d}$ , according to
$$
\pi_{k} (x_{1},...,x_{d}) = (x_{k},...,x_{d})
$$
We get a family of measures and each measure $\mu_{k,d}^{+...
- 169