Questions about abstract measure and integral theory. Also concerns such properties as measurability of maps and sets.

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2
votes
2answers
68 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 ...
2
votes
2answers
42 views

Is this generating family of a measurable space of point measures a pi-system?

I'm learning some probability and measure theory and working my way through the first few paragraphs of [1]. My question is perhaps too basic for Math Overflow, but I hope it is welcome here. Point ...
2
votes
0answers
36 views

Uniformization/measurable selection theorems

Let $X,Y$ be measurable spaces and $F\subseteq X\times Y$. We say that $f:X\to Y$ is a uniformization map for $F$ if $(x,f(x))\in F$ for each $x\in \pi_X(F)$ where $\pi_X$ is the left projection map. ...
2
votes
0answers
43 views

Stronger version of linearity for functions of measures

Let $X$ be a standard Borel space, and $P(X)$ be space of Borel probability measures on $X$. It is also a standard Borel space if endowed with the topology of weak convergence, so we can integrate ...
3
votes
0answers
34 views

Progressively measurable vs adapted

I often see in stochastic calculus books the terms 'adapted process' and 'progressively measurable process'. I know there is a small difference between them (every progressively measurable process is ...
2
votes
1answer
161 views

Inverse of a Borel surjection

Let $X$ and $Y$ be standard Borel spaces, and let $f:X\to Y$ be a surjective Borel map. Does there exist a Borel inverse of $f$, that is a Borel map $g:Y\to X$ such that $f\circ g = \mathrm{id}_Y$. ...
3
votes
1answer
172 views

Quotients of standard Borel spaces

Let $X$ and $Y$ be standard Borel spaces: topological spaces homeomorphic to Borel subsets of complete metric spaces. Given a surjective Borel map $f:X\to Y$, we get an equivalence relation ...
2
votes
0answers
55 views

Wiener measure of hitting sets A,B but not C (or easier hitting A but not C)

I am trying to formulate the measure of event $E=\{B[0\infty)\cap A,B \neq \varnothing$ and $B[0\infty)\cap C= \varnothing\}$, where $B[0\infty)$ is a Brownian path and $A,B,C$ are pairwise ...
4
votes
1answer
94 views

Analytic enlargement of an analytic set

Let $X,Y$ be Borel spaces and $A\subseteq X\times Y$ be an analytic set. Let $\pi:X\times Y \to X$ denote the projection map onto $X$. Does there always exist a set $B$ such that $\pi(B) = X\setminus ...
3
votes
0answers
114 views

Embedding probability spaces in the completion of $[0,1]^K$

Question: Can every probability space $(X,\scr F,\mu)$ be $\sigma$-embedded in the completion of the space $[0,1]^K$ (equipped with a product of Lebesgue measure) for some set $K$? Here, $f:\scr F\to ...
-1
votes
0answers
149 views

Translation is continuous in measure space [closed]

Let $\mu\in L^1[T]$ be a positive function and $f\in L_\mu^1[T]\cap L^\infty(T)$, where $T$ is the unit circle and define $g(t)=f(e^{it})$. Is the following function continuous $$R\ni s \to g_s \in ...
4
votes
0answers
192 views

Why does it seem that $rca=rba$? [closed]

The following paradox has got me stumped. I'm hoping someone can point out the error. Take a locally compact metric space $X$ and define the $C_b(X)$ and $C_0(X)$ as the spaces of continuous ...
2
votes
0answers
39 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
vote
2answers
135 views

Measures, orthogonal to holomorphic functions

Let $G$ be a domain in $\mathbb{C}^{d}$ and let $H\left(G\right)$ be the space of all holomorphic functions on $G$. My question is how to characterize all such (Radon) measures $\mu$ on $G$, that ...
1
vote
2answers
87 views

Volume of normal cone of a simplex (at a vertex)

This question is related to an orthant-type simplex in $\mathbb{R}^n$, which can be defined as $$ S = \{x\in\mathbb{R}_{+}^n: \sum_{i=1}^nx_i \leq 1\}=\overline{\mbox{conv}}(0,e_1,\ldots,e_n). $$ For ...
1
vote
0answers
93 views

Make this marginalization statement rigorous

Intuition tells me that $$ p(x\,|\,y) = \int p(x,\theta\,|\,y) \; d\theta$$ by the "law of marginalization", pretty much for any object $\theta$. I would like to make this statement rigorous, ...
-1
votes
0answers
53 views

Integrability of the logarithm wrt a finite Borel measure [migrated]

I have a finite Borel measure $d\phi$ on $(0,1)$, i.e. $\int_0^1 d\phi(x) < \infty$. Is it also true that $\int_0^1 \log (x) d\phi(x) < \infty$? The function $\log$ is integrable at 0, so ...
3
votes
1answer
140 views

Extension of a bilinear functional

Does any one know an example of a bilinear functional $B:C(X)\times C(Y)\to {\bf R}$ ($X$ and $Y$ are open subsets of Euclid spaces) which cannot be extended continuously to a measure $\mu:C(X\times ...
3
votes
1answer
127 views

Uncountable family of random variables

Let $\{ \xi _a \}_{a \in [0;1]}$ be a family of independent uniformly distributed on $[0;1]$ random variables on some probability space $(\Omega, \mathscr{F},P)$, indexed by a continuous parameter. ...
5
votes
2answers
170 views

Relationship of Euler product to coprimality densities for arbitrary sets of primes

Continuing the curiosity of my last couple questions: Is it the case that for every set of primes $F$, the asymptotic density of the integers coprime to all of $F$ is $\displaystyle \prod_{p \in F} (1 ...
1
vote
1answer
43 views

Additivity of asymptotic density of periodic sets

It is well known that the asymptotic density of an infinite union of disjoint sets of integers may not be the sum of their individual asymptotic densities. Can this failure of countable additivity ...
3
votes
1answer
106 views

For Every Measure Zero Set $E$ There Exists a Positive Measure with Lower Lebesgue Density 0 and Upper Lebesgue Density 1

This is related to a question asked on mathstackexchange http://math.stackexchange.com/questions/831184/for-every-null-set-e-there-is-a-measurable-set-f-with-different-upper-and-lo. This question is ...
1
vote
2answers
208 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 ...
1
vote
1answer
47 views

Integral representation of joint projection valued measures

Given two positive $\sigma$-finite measures $\mu_{1/2}$ on the spaces $X_{1/2}$ one can define the product measure $\mu_1\otimes\mu_2$ on the product space $X_1\times X_2$. It can be proved that the ...
0
votes
0answers
40 views

Approximate of binary function by indicator functions of one variable

Let $(X,F,u)$ and $(Y,G,v)$ be two probability spaces. I know a result that the indicator functions of product measurable sets can be approximated by indicator functions of one variable. That is, for ...
2
votes
0answers
44 views

Justification of the convolution operation of $L^1(G)$ functions where $G$ is a LCA group (measurability)

Suppose $G$ is a locally compact abelian Hausdorff group (LCA), and $\lambda$ is the Haar measure on it. We all know the convolution of two $L^1(\lambda)$ functions $f$ and $g$ on $G$ is defined as ...
6
votes
2answers
96 views

How does one prove that $L_1(\mu)$ is weakly sequentially complete for any measure?

It is a theorem of Steinhaus that for any finite measure $\mu$, the Banach space $L_1(\mu)$ is weakly sequentially complete. Using the Radon-Nikodym theorem one can extend this easily to ...
0
votes
1answer
109 views

Laplacian on space of measures

Let $X$ be a compact Riemannian manifold and let $\mathcal{M}(X)$ be the space of regular finite Borel measures with the total variation as norm. The Laplace-Belrami-Operator $\Delta$ on $X$ with ...
6
votes
1answer
106 views

Minimal generator of an algebra or a sigma-algebra

I may be asking a trivial question, but I am a bit confused about it. I have tried to search for the concept of a minimal generator of an algebra or a sigma-algebra on a set, but have found this ...
2
votes
0answers
31 views

Where to read about this kind of “measure of irredundancy” of a set from a family of sets?

Studying a very practical problem from psychometrics, I encountered the following construction. Let $(X,\mu)$ be a measure space; if preferred, you can presume $\mu$ is a probability measure. In any ...
0
votes
1answer
168 views

A very natural question in weak* topology [closed]

Can you provide me a counter example for this. Suppose that I have a sequence of probability measures $(\mu_{r,t})_{r,t>0}$ on a compact space metric $X.$ Suppose additionally that: there exists ...
3
votes
1answer
77 views

Metric density theorem in most general setting?

It's a consequence of Lebesgue's theorem that every measurable $E\subset\mathbb{R}^n$ has a metric density that's $1$ a.e. on $E$ and $0$ a.e. on $\mathbb{R}^n\setminus E$. What are the most general ...
1
vote
1answer
102 views

Ergodic decomposition and integral representation of functions that depends on a measure

Let $X$ be a compact metric space, $T:X \to X$ continuous, $M_T(X)$ the set of borel measure that are $T$-invariant and $E_T(X)\subseteq M_T(X)$ the set of ergodic measures. The ergodic decomposition ...
4
votes
2answers
233 views

The borel $\sigma-$algebra of the set of probability measures

Let $X$ be a compact metric space and $M(X)$ the set of all Borel probability measures on $X$. It is know that $M(X)$ is a convex compact metric space endowed with the weak-* topology i.e. $(\mu_n)_n ...
8
votes
1answer
165 views

Besicovitch Covering Lemma on Manifolds

The classical Besicovitch covering lemma (BCL) asserts that for any $d \geq 1$, there is a constant $N(d)$ with the following property. If $A \subset \mathbb{R}^d$ is any subset and $r : A \to (0,R]$ ...
1
vote
0answers
77 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; ...
3
votes
1answer
163 views

PDE-Based Triangle Inequality for Optimal Transportation

Suppose $\Omega$ is a suitably regular domain in $\mathbb{R}^n$ and $\rho_0,\rho_1\in\textrm{Prob}(\Omega)$. Benamou and Brenier showed that the $L_2$ transportation distance between $\rho_0$ and ...
5
votes
0answers
161 views

Finitely additive measures on $\mathbb Z_2^\omega$ with invariance and independence constraints

Let $G = \mathbb Z_2^\omega$, with pointwise addition. Assume the Axiom of Choice. I am interested in finitely additive probability measures $\mu$ defined on all of $\mathcal PG$ that can be ...
2
votes
2answers
171 views

Birkhoff Ergodic Theorem or Counterexample

The Birkhoff Ergodic Theorem states: Let $(X,\mathcal{B},m)$ be a finite or sigma finite measure space. Suppose $T:(X,\mathcal{B},m)\to (X,\mathcal{B},m)$ is measure-preserving and $f\in L^1(m)$. ...
10
votes
1answer
230 views

smooth Luzin theorem

For measurable functions $f(x)$, $g(x)$ on $[0,1]$ define the distance $\rho(f,g)$ as a Lebesgue measure of the set $\{x:f(x)\ne g(x)\}$. Then Luzin's famous theorem states that $C[0,1]$ is dense with ...
-2
votes
1answer
103 views

a question regarding the interchange the order of finite summation with finite integration [closed]

Question (1) What are the conditions the complex function $f_n(t)$ and real parameter $B>1$ and positive integer $N>1$ need to satisfy such that the interchange of the finite summation with ...
15
votes
3answers
506 views

Which distributions can you sample if you can sample a Gaussian?

Explicitly: You have a computer that is able to pick a real number at random according to the normal distribution: $\mathcal{N}(0,1) = \frac{1}{\sqrt{2\pi}}e^{-x^2/2}$. Which distributions can this ...
10
votes
1answer
254 views

Is this property equivalent to Lusin's property (N) for continuous functions?

A function $F:[0,1]\rightarrow\mathbb{R}$ satisfies Lusin's (N) property if for every measure zero set $A\subseteq [0,1]$, $F(A)$ has measure zero. (This includes the assertion that $F(A)$ is ...
0
votes
1answer
130 views

Dense subsets on set space

Let $X$ be a metric space, and $\mathscr{B}$ the $\sigma$-algebra generated by open sets of $X$. Can we find a countable dense subsets of the metric space $(\mathscr{B},d)$ with the metric ...
1
vote
1answer
67 views

When is $L^{2}(X,\mathscr{B},m)$ spearable [duplicate]

If $X$ is a metric space, $m$ is a Borel probability space on $(X,\mathscr{B})$ where $\mathscr{B}$ is the $\sigma$-algebra generated by open sets on $X$, can we prove that the space ...
4
votes
1answer
98 views

Regularity of Patterson-Sullivan Length function

Let $(M,g)$ be a negatively curved, closed Riemannian manifold. I'll ask the question first, then explain the involved players. This data defines the Patterson-Sullivan length function, ...
5
votes
1answer
237 views

What it is the volume of the unit ball section of the cone of positive definite matrices?

Let $PD_{n}$ be the cone of positive definite $n \times n$ real matrices and let $B$ be the unit sphere in $n \times n$ dimensions. What is the volume of $PD_{n} \cap B$? EDIT: Let's assume that $B$ ...
9
votes
0answers
120 views

Haar measurable sets and quotient maps

Let $G$ be a locally compact Hausdorff group with a Haar measure $\mu$, let $H$ be a closed normal subgroup of $G$, and let $q: G \to G/H$ be the quotient homomorphism. Let $\nu$ be a Haar measure ...
0
votes
1answer
80 views

Is any invariant, ergodic measure with full support on an irreducible Markov shift a Markov measure?

I have this question I have been struggling with for a while. It seems rather intuitive, however, I was not able to proof it yet: Let $\Omega = \{1,2,\cdots,N\}$ a finite alphabet, $\Sigma \subset ...
0
votes
0answers
66 views

Measure generated by Semigroup $\exp[-t|p|]$

I am studying Ingrid Daubechies' paper 'An Uncertainty Principle for Fermions with Generalized Kinetic Energy'. On page 514, the measure $\mu_{x,y;t}$ is introduced as generated by the semigroup ...