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

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A question regarding the relation between Freiling's Axiom of Symmetry and real-valued measurable cardnals

A major argument against Freiling's Axiom of Symmetry is the following (this from the wikipedia article of the same name): "The naive probabalistic notion used by Freiling tacitly assumes that there ...
4
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0answers
44 views

Cutting a piece of cake that $n$ people value as exactly $w$

Stromquist and Woodall (1985) study the problem of Sets on which several measures agree. There are $n$ non-atomic value measures on the unit circle, and a parameter $w\in(0,1)$. The goal is to find a ...
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1answer
23 views

Bound for the generalised Rényi dimension of a measure

If $\mu$ is a measure on $\mathbb{R}^d$, and for each $r>0$ we let $\mathcal{M}_r$ denote the set of all ``cubes'' of the form $[j_1r,(j_1+1)r) \times \cdots \times [j_dr,(j_d+1)r)$ for ...
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1answer
39 views

General Markov Chains on same Probability Space?

A Markov chain $(X_i)_{i\in \mathbb{N}}$ on a measurable space $(E,\Sigma)$ is (see e.g. Revuz or Meyn/Tweedie) constructed on the following probabilty space. $$ \Omega = \{ (x_l)_{l \in \mathbb{N}} ...
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2answers
190 views

Example of measure of non-compactness

I can't understand the following example of measure of non-compactness, which was given in this article. Definition: A non-negative function $\phi$ defined on the bounded subsets of $X$ will be ...
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1answer
70 views

Estimate $\sup_n\left|\int_0^1 \left(1-e^{i\alpha_n x}\right) f(x)d\mu(x)\right|$

Let $\mu$ be a singular Borel probability measure on $[0, 1)$, and $f\in L^2(\mu)$. Estimate $$\sup_n\left|\int_0^1 \left(1-e^{i\alpha_n x}\right) f(x)d\mu(x)\right|$$ where $\alpha_n\in\mathbb R$ and ...
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0answers
43 views

Coupling Marginals of Distributions on the Sphere

Given a distribution $P_X$ on $\mathbb{R}$, when does there exist a coupling (i.e. joint distribution) $P_{X^n}$ of $X_1,...,X_n$, each distributed according to $P_X$, such that $\sum X_i^2 = n$ ...
2
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1answer
161 views

$\langle X\rangle_t = t$

Suppose $B_t$ is a standard Brownian motion in $\mathbb{R}^d$ and $X_t = |B_t|$. What is the easiest way to see that$$\langle X\rangle_t = t?$$I need this result for a simulation I am running...
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2answers
119 views

Approximation of Borel sets by a countable collection of majorants

Is there a countable collection $(E_n)_{n \in \mathbf{N}}$ of Borel subsets of $I = [0,1]$ such that, for every Borel subset $E$ of $I$ and every $\epsilon > 0$ there exists $n,m$ with $E_n \subset ...
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1answer
73 views

joining or coupling

given two shift invariant measures in the Bernoulli space $\{0,1\}^{\mathbb{N}}$, is there a way to construct joinings of them? It's very diffcult, in general, to find exactly the minimal joining i.e, ...
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46 views

The union of weighted compact supported continuous function

Let $\Omega\subset \mathbb R^N$ be open. Given a weight function $v\geq 1$ such that $v\in L^1_{\text{loc}}(\Omega)$ and $l.s.c$. Also supposethere exists a Lipschitz continuous sequence $v_n$ such ...
4
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0answers
196 views

Area defined with $\pm$ closedness

Denote $B_n\subset\Bbb R^n$ to be unit ball at origin. Denote $S\subset B_n$ to region of type $\mathsf I$ if it satisfies $$s\in S\iff\forall t\in S, s+t\in S\mbox{ or }s-t\in S$$ I am convinced ...
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211 views

A Banach-Tarski game

This is partially inspired by the question http://math.stackexchange.com/questions/1383397/cutting-a-banach-tarski-cake, which I find intriguing if unclearly written. A paradoxical family of subsets ...
3
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2answers
116 views

Failure of a push-forward to be sigma-finite

Let $X$ and $Y$ be locally compact, second countable spaces, and let $φ:X→Y$ be a measurable function. Let $μ$ be a sigma-finite measure on $X$. In general, the push-forward $\phi_{*}\mu$ is not ...
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1answer
117 views

How can I show that “almost all function” have property P?

The following is cross-posted from http://math.stackexchange.com/questions/1391293/is-almost-all-function-a-well-defined-concept since I didn't (yet) get an answer there. (I hope that's okay?) ...
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1answer
171 views

Is the space of vectorial functions that are Dunford integrable complete?

Let $X$ a Banach Space and $(\Omega, \Sigma, \mu)$ a measure space. A function $F:\Omega\rightarrow X$ is Dunford integrable if $x^\ast\circ F$ is $\mu$-integrable for every $x^\ast\in X^\ast$. The ...
6
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2answers
216 views

Hausdorff dimension of a Cantor-like set

Suppose $K$ is a subset of $[0,1]$ with the following property: for almost $x,y \in K$, we have $$\frac{x+y}{2} \not\in K.$$ (Here, "almost in $K$" means "in $K$ except for a countable subset"). ...
2
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0answers
39 views

A canonical example of the non-existence of predictive probability distribution

Section 3 of Fortini et al. (2000) states that Given $(X^\infty, \mathcal X^\infty,P)$, a predictive probability distribution of $x_n$ given $(x_1, \dots, x_{n-1})$ with respect to $P$ need not ...
2
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1answer
47 views

Is there a curve on a surface where an integrable function is pointwise bounded?

I consider $\Sigma:=S^2$, as a unit radius sphere in $\mathbb R^3$ so that it has an induced metric, measure etc on it. Is the following statement true? For a large constant $K$, there exist ...
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45 views

Are functions whose partial derivatives are simple functions dense in $W^{1,\infty}$?

In a 2D domain, are the functions whose partial derivatives are simple functions dense in $W^{1,\infty}$ ?
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1answer
523 views

A question of Erdős

In the following paper (pages 122-23), Erdős asks if there is a constant $c > 0$ such that every subset $A$ of plane of area more than $c$ contains the vertices of a triangle of unit area. Is this ...
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175 views

If $f : [-a,a] \rightarrow \mathbb{IR}$ is Scott continuous, why are $f^-$ and $f^+$ measurable?

In "A domain theoretic account of Picard's theorem" (http://www.doc.ic.ac.uk/~dirk/Publications/icalp2004.pdf), the authors assert the following. Let $\mathbb{IR}$ be the interval domain $\lbrace ...
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93 views

Measurable selections of a finite familiy of measures

EDIT. I'm adding a missing hypothesis and a really TL;DR version of the core problem. Warning: This short statement is the strongest form of what I want, hence not as plausible as the original form. ...
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0answers
150 views

What does the following space look like?

Pick fixed $a=(a_1,a_2,\dots,a_d)\in\{\pm1\}^d$. Consider map $F_a:\underbrace{\Bbb R^n\times\dots\times \Bbb R^n}_d\rightarrow\Bbb R^n$ given by $F(x_1,\dots,x_d)=\sum_{i=1}^da_ix_i$. Denote ...
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1answer
86 views

Entropy, Convergence

imagine you have a sequence $\eta_{n}$ of (shift) invariant measures in the Bernoulli space $\{0,1\}^{\mathbb{N}}$ that satisfy the following: there are a $0<\delta <1$ and an $N$ such that $$n ...
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0answers
152 views

Question on product measure

Let $(\Omega_1,\Sigma_1,\mu_1)$ and $(\Omega_2,\Sigma_2,\mu_2)$ be two totally finite measure spaces (which implies that $\Sigma_1$ and $\Sigma_2$ are $\sigma$-algebras). (As usual ...
30
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2answers
1k views

Measurability and Axiom of choice

In some situations, you need to show Lebesgue-measurability of some function on $\mathbb{R}^n$ and the verification is kind of lengthy and annoying, and even more so because measurability is "obvious" ...
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45 views

Measure-minimizing simplex with fixed inradius

Let $\Delta^n$ be an $n$-simplex in $\mathbb{R}^n$. Let $V$ be the volume and $r$ the inradius (radius of the inscribed sphere) of $\Delta^n$. There is a well-known result that $$ V \geq ...
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1answer
123 views

Is it true that for dimension d=3, if $v\in H_0^1(\Omega)$ but $v\notin L_\infty(\Omega)$ then exponent of v or -v is not summable?

I have the following Question: 1) Is it true that if $\Omega\subset\mathbb R^3$, $\Omega$ - bounded, $v\in H_0^1(\Omega)$ but $v\notin L_\infty(\Omega)$ implies $\int\limits_{\Omega}{e^vdx}=+\infty$ ...
4
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0answers
122 views

Equidistribution of spheres in $\mathbb{R^2}/\mathbb{Z^2}$

Let $\mathbb{H^2}$ be the hyperbolic upper half place, and let $\Gamma$ be a lattice in $SL(2,\mathbb{R})$ acting on $\mathbb{H^2}$. A proof of the equidistribution of spheres on $\mathbb{H^2/\Gamma}$ ...
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2answers
159 views

Is taking the product of signed measures weakly continuous?

For a Polish space $X$, let $C_b(X)$ denote the real Banach space of bounded continuous real-valued functions on $X$. Let $M(X)$ denote the space of all finite signed Borel measures on $X$, equipped ...
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0answers
65 views

What does the Plancherel theorem say about positive-definite distributions?

I'm trying to understand the answer to this MO question: Bochner's theorem for measures of positive type, which suggests a relationship between Bochner's theorem and the Plancherel theorem. The ...
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2answers
207 views

Commutative von Neumann algebras and localizable measure spaces

This is not my subject so I apologize if my question is too obvious or understood from other pages. I read some pages such as Reference for the Gelfand-Neumark theorem for commutative von Neumann ...
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2answers
322 views

Is a specific sequentially closed subset of $M([0,1])$ closed?

Let $M([0,1])$ be the set of finite signed measures on $[0,1]$ (with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all ...
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0answers
46 views

Does a positive-measure subset of the unit interval almost surely intersect a random translation of some countable subgroup of $\mathbb{R}$?

Please forgive me if this is a very easy question. Let $A \subset [0,1]$ be a Borel-measurable set with strictly positive Lebesgue measure. Does there necessarily exist a countable subgroup $G$ of ...
4
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1answer
192 views

continuity of the Boltzmann entropy in the Wasserstein metric

For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let $$ ...
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1answer
74 views

Approximation of general measurable maps by simple functions [closed]

Let $f : (\Omega, \mathcal F) \to (\mathbb R, \mathcal B(\mathbb R)$ be a measurable map, then it is well-known that $f$ could be approximated by a sequence $(f_n)$ of simple measurable functions, ...
2
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1answer
78 views

Sub-$\sigma$-algebras and conditional expectation

Is it true that any sub-$\sigma$-algebra of a Rokhlin-Lebesgue space is induced (up to completion) by a measurable map into another Rokhlin-Lebesgue space? In other words, is it true that conditional ...
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0answers
147 views

Sierpinski sets and extensions of Lebesgue measure

I am duplicating an old problem from stackexchange: Suppose that every countably generated sigma algebra extending the Borel sigma algebra on $[0, 1]$ admits a measure extending the Lebesgue measure ...
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1answer
184 views

Axiomatic explanation of why the volume of a parallelepiped is equal to the area of its base times its height [closed]

I asked this in MSE, it flashed and disappeared. Let $V_n$ be the volume on the set of polytopes in $\mathbb R^n$, defined axiomatically, i.e. a functional, that assigns to each polytope ...
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1answer
37 views

Convergence of generalized expectation under total variation norm

Consider the space of sub-distributions (i.e. positive measures of variation norm lower than 1) over a discrete subset $S$ of $\mathbb{R}$ (this set is measured by its powerset). Let $(\mu_n)_n$ be a ...
8
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2answers
657 views

Is $f(x,y)=\sum_{n\in\mathbb{Z}\backslash\{0\}}\frac{1}{n}e^{2\pi i(xn+yn^2)}$ essentially bounded?

Let $$f(x,y)=\sum_{n\in\mathbb{Z}\backslash\{0\}}\frac{1}{n}e^{2\pi i(xn+yn^2)} $$ Is it true that $\|f\|_{L^{\infty}(\mathbb{R}^2)}<\infty$? i.e. is $f$ essentially bounded?
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1answer
64 views

When is the hitting time of an open set a stopping time?

Let $(\Omega, \mathcal{F},P)$ be a probability space and $(\mathcal{F}_t)_{t \in [0,T]}$ a filtration. Consider an adapted, right-continuous process $X$ taking values in $\mathcal{X}$ and let $B$ be ...
4
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1answer
210 views

Measure algebra of a total extension of Lebesgue measure

Solovay shows that the existence of a measurable cardinal is equiconsistent with the existence of a countably additive extension of Lebesgue measure that is defined on all sets of real numbers. Given ...
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38 views

The use of Haar measure in the Blichfeldt-Minkowski Lemma

I'm trying to understand a proof of the following result Theorem: Let $K$ be a number field, and $|| \cdot ||$ the idelic norm (product of the normalized absolute values at each place). There ...
4
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2answers
213 views

Is the space of signed finite measures on a compact set $M([0,1])$ a sequential space?

Let $M([0,1])$ be the set of finite signed measures on $[0,1]$ (with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all ...
8
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1answer
192 views

Is the Jordan decomposition of a self-adjoint functional constructive?

Let $A$ be an abstract C*-algebra, and let $\varphi\colon A \rightarrow \mathbb C$ be a bounded linear function. Assuming the axiom of choice, there exist unique positive bounded linear functions ...
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114 views

Finitely additive measure over integers [duplicate]

We know that, with Axiom of Choice (AC), it can be shown that there exists a finitely additive uniform distribution defined for all subsets of the integers (see, e.g., Hrbacek and Jech 1999, Ch. 11). ...
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1answer
81 views

First mean value theorem for integration and Lebesgue measureability

According to first mean value theorem for integration, if $G \ : \ [a,b] \to \mathbb{R}$ is a continuous function, there exists $x \in (a,b)$ such that $$\int_a^b G(t) dt = G(x)(b-a)$$ Assume $G$ is ...
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0answers
110 views

Is the implication ($f$ is Riemann integrable over $D_1$ and $D_2$) $\Rightarrow $ ($f$ is Riemann integrable over $D=D_1\cup D_2$) true?

Let $D_1,D_2$ be a bounded subset of $\mathbb{R}^n$ and $\partial D_1,\partial D_2$ are both of Lebesgue measure zero (that is to say: $D_1,D_2$ are Jordan measurable). Also, let $f:D_1\cup ...