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

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0
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0answers
16 views

Outer measure preserving bijection

Suppose X is a Sierpinski set (So X is uncountable and every null subset of X is countable). Let f be a bijection on X. Must/Does there exist a non null subset Y of X such that for every subset W of ...
2
votes
1answer
163 views

Lebesgue measure of set of $y\in\mathbb{R}^n$ such that $x,y,Ay$ are linearly dependent

I've asked this question here on math.stackexchange, but I have been unable to solve this yet, so I'm hoping I can get some advice here. Consider a vector $x\in \mathbb{R}^n$ and a real $n\times n$ ...
2
votes
1answer
78 views

Criterion for weak convergence of probability measures on S' or D'

Let $X_n$ in $S'$ and $\mu_n$, $\mu$ in $M(S')$. $S'$ is the space of tempered distributions. I'm looking for a reference that says if $< f, X_n >$ converges in distribution to $< f,X>$ ...
22
votes
2answers
386 views

Mid point free sets

Given a subset X of unit interval, can we find a subset Y of X of same outer measure as X such that Y does not contain three points of the form x, y and (x+y)/2? I can do this assuming CH but can we ...
5
votes
3answers
188 views

Is the space of all borel measures on $\mathbb R^n$ isomorphic to the tensor product of spaces of borel measures on $\mathbb R$?

Similarly to the decomposition $L_2(\mathbb R^n) = L_2(\mathbb{R})^{\otimes n}$ as vector spaces (and even as Hilbert spaces) , do we have $bm(\mathbb{R^n}) = bm(\mathbb{R})^{\otimes n}$ where ...
2
votes
2answers
105 views

On the mesurability of a VItali set w.r.t. a Lebesgue absolutely continuous measure

I've seen two kinds of demonstrations of Vitali's sets being not measurable (for example, answer number 2 here: http://math.stackexchange.com/questions/137949/the-construction-of-a-vitali-set, I ...
4
votes
3answers
292 views

Measure with `somewhere dense' support

Let $X$ be a compact Hausdorff (but not necessarily metrizable) space. Is it always true that there exists a probability Borel measure $\mu$ and an open set $U$ such that any nonempty open set ...
3
votes
1answer
84 views

Existence of doubling non-Polish metric measure spaces

Let $(X,d,\mu)$ be a metric measure space (i.e. $(X,d)$ is a metric space and $\mu$ is a Borel measure on $X$). Let's say that $X$ is doubling if there exists a constant $C \geq 1$ such that $0 < ...
2
votes
2answers
161 views

Is a sigma-finite Borel measure over $\mathbb R$ determined by its values on the continuous functions? [closed]

Suppose that $\mu$ and $\nu$ are sigma-finite measures on the Borel sigma-algebra over $\mathbb R$ such that $\int_{\mathbb R}f\,d\mu=\int_{\mathbb R}f\,d\nu$ for all nonnegative continuous functions ...
2
votes
0answers
93 views

Transitive closure of balanced bounded mass transport

Given two $\sigma$-finite measures $\mu$ and $\nu$ on $\mathbb{R}^n$, write $\mu \sim \nu$ iff there exist countable decompositions $\mu = \mu_1 + \mu_2 + \cdots$ and $\nu = \nu_1 + \nu_2 + \cdots$ ...
2
votes
1answer
107 views

Is every set of small measure contained in an open set of small measure with null boundary?

Let $\lambda( \cdot )$ denote Lebesgue measure on $[0,1]$. Let $(A_n)_{n=1}^\infty$ be a decreasing sequence of Borel subsets of $[0,1]$ such that $\bigcap_{n=1}^\infty A_n = \emptyset$. Given ...
3
votes
1answer
74 views

Criteria for Compactness of a Closed in $L^2$ Spaces [closed]

$(X, \mathcal{B}, \mu)$ is a measure space. Is there any well-known criteria for compactness of a closed set in $L^2(X, \mu)$? If the answer is negative what about $L^2(\mathbb{R}^n,\mu)$(in this ...
4
votes
1answer
156 views

Hausdorff measure of the graph

Is there any example of a real valued function on the real line whose domain has Lebesgue measure zero but the graph (in the plane) has positive one dimensional Hausdorff measure? Of course if such ...
4
votes
2answers
163 views

How can dimension depend on the point?

Let $M$ be a metric space. For any subset $A\subset M$ let $\dim(A)$ denote its Hausdorff dimension. For $x\in M$, define the dimension of $M$ at $x$ by $\dim(x)=\lim_{r\to0}\dim(B(x,r))$; this limit ...
0
votes
0answers
71 views

absolutely continuous of two probability measures

Suppose $X_t$ satisfies $$X_t=\int_0^t b(X_s)ds+ L_t,\quad t\in[0,1]$$ where $L_t, t\in[0,1]$ is a $\alpha-$stable process. Let $P_L$ be the law of $L$, $P_X$ be the law of $X$. ($P_L, P_X$ are ...
2
votes
1answer
162 views

Reading Ratner's paper “Ragunathan's conjectures for SL(2,R)”

Hello everyone (interested), I am trying to read Marina Ratner's paper "Ragunathan's conjectures for $SL_{2}(R)$" (Israel Journal of Mathematics 80 (1992), 1-31). There is a claim right at the end of ...
3
votes
1answer
319 views

Notation: Categories of measur(abl)e spaces

Is there a common notation in the literature for the category of measurable spaces and measurable maps? the category of measure spaces and measure-preserving maps? The nlab suggests ...
3
votes
2answers
190 views

distributional Hessian for semiconvex functions on non-smooth manifolds

Let $f:R^n \to R$ be convex. Then there exist signed Radon measures $\mu^{ij}=\mu^{ji}$ such that $$ \int_{R^n} f \frac{\partial^2 \varphi}{\partial x_i \partial x_j} dx= \int_{R^n} \varphi d\mu^{ij} ...
0
votes
1answer
45 views

Injective inclusion map from RKHS function space to $L_p(\mu)$

Let $X$ be a measurable space, $\mu$ be a $\sigma$-finite measure on $X$, and $H$ be a separable reproducing kernel Hilbert space over $X$ with a measurable kernel $k$. At a certain part in a proof I ...
2
votes
2answers
150 views

Nonatomic probability measures

It is known that for a compact metric space $X$ without isolated points the set of nonatomic Borel probability measures on $X$ is dense in the set of all Borel probability measures on $X$ (endowed ...
2
votes
2answers
149 views

Can a continuous surjection from a Hilbert cube to a segment behave bad wrt Lebesgue measures?

Suppose $\hat{I}=[0,1]^\mathbb{N}$ is a Hilbert cube and $I=[0,1]$. Consider Lebesgue measures $m_1$ and $m_2$ on $\hat{I}$ and $I$ correspondingly. By Lebesgue measure on the Hilbert cube I mean the ...
5
votes
0answers
81 views

Support of a Measure with Characteristic Functional Continuous in $L_p$, $1\leq p <2$?

Let $\mathcal{S}(\mathbb{R})$ be the space of smooth and rapidly decaying functions and $\mathcal{S}'(\mathbb{R})$ its dual, the space of tempered distributions. Let $\mu$ be a probability measure ...
4
votes
1answer
134 views

Function and its Gradient with Prescribed Norms

I'm not sure if the following question is too elementary for Mathoverflow. I'm sorry if it is the case. Question: Let $n\in\mathbb{N}$ and let $1\leqslant p<\infty$. Let $\alpha,\beta>0$. ...
0
votes
1answer
155 views

Volume of randomly changing sphere follows beta distribution

We are given $X,X_1,\ldots,X_N$ independent and identically distributed $k$-dimensional vectors. For a given query point $X_q\in\mathbb{R}^k$ assume without loss of generality that $X_1,\ldots,X_m$ ...
0
votes
1answer
89 views

Boundedness of a singular integral operator on $L^p(\mathbb{R})$, $1<p<\infty$

My singular integral operator is defined by \begin{align} Sf(x)=-\int_{-\infty}^{\infty}f(t-x) \frac{dt}{2\sinh\frac{\pi}{2}t}, \end{align} that is, a convolution $-\frac{1 }{2\sinh\frac{\pi}2x}\ast ...
5
votes
2answers
173 views

Rademacher average based Hoeffding Inequality

I am following these lecture notes: Given the i.i.d. $\mathcal{Z}$-valued random variables $Z_1,\dotsc,Z_m$ and $\mathcal{G}$ is a set of bounded functions $g\colon \mathcal{Z}\to[a,b]$. Corollary ...
30
votes
2answers
749 views

Translates of null sets

Does there exist a null set of reals $N$ such that every null set is covered by countably many translations of $N$?
0
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0answers
43 views

Taking power of the integrand in a Riemann-Stieltjie Integral

This is a problem I am trying to solve as part of a calculation for Value-at-Risk. Given that $P(X<x)=F(x)=\int_{\theta}F(x|\theta)dG(\theta)=1-\alpha$, where $F$ and $G$ are CDF's, is there a ...
4
votes
1answer
109 views

Does a surjective measurable map induce a surjective pushforward operator?

I hope it is OK to post a question that is basically the same as the months old currently unanswered question at math stackexchange Suppose X, Y are Polish spaces (without loss of generality, we may ...
6
votes
1answer
176 views

Connes' correspondences of two $L^\infty$-algebras

In his "Noncommutative Geometry" book Connes asserts (on p. 539) that for two standard probability spaces $(X,\mu_X)$, $(Y,\nu_Y)$ an $N$-$M$-bimodule for $M=L^\infty(X,\mu_X)$ and ...
15
votes
1answer
370 views

Integrals of pullbacks and the Inverse function theorem(s?)

The usual story goes like this: Smooth picture (?): For a smooth bijection $\phi: M \to N$ between $n$-manifolds the following is true: $\phi^{-1}$ is a local diffeomorphism a.e. ...
7
votes
1answer
166 views

Defining functions pointwise vs. almost everywhere (w.r.t. uncountably many mutually singular measures)

My question is motivated by a general measure-theoretic problem that one frequently encounters in probability: the need to work with uncountably many mutually singular measures at once, and with ...
2
votes
1answer
107 views

Is $ {C_{c}}(G) $ a meager subset of $ {L^{2}}(G) $ for a second-countable locally compact Hausdorff group $ G $?

The following problem is a stumbling block in a research project that I am working on: Problem. Let $ G $ be a second-countable locally compact Hausdorff group with a fixed Haar measure. Is it ...
1
vote
0answers
132 views

Generating the sigma algebras on the set of probability measures

I was wondering if somebody could help me see/provide a reference to the following fact: Let $X$ be a metrizable set, $\mathcal{F}$ the corresponding Borel sigma-algebra on $X$, and ...
1
vote
0answers
39 views

Progressive measurability and functional composition

Suppose we have a progressively measurable process $X$ taking values in $\mathbb{R}^d$. What are sufficient conditions on a function $f( x, t, \omega ) \colon \mathbb{R}^d \times [0,\infty) \times ...
1
vote
1answer
86 views

Conversion between condtional expection conditioned on $\sigma$-algebra and on r.v

Let $(\Omega, \mathcal F, P)$ be a probability space, and let $\mathcal G \subseteq \mathcal F$ be a sub-$\sigma$-algebra of $\mathcal F$ and $X : \Omega \to \mathbb R$ a random variable. Then the ...
5
votes
0answers
131 views

Characterizations of an exotic measure on the open sets in the circle $S^{1}$

Suppose that $U\subseteq S^{1}$ is open where $S^{1}=\{z\in\mathbb{Z}:|z|=1\}$. Then define $\mu_{n}(U)=\max_{t\in S^{1}}\frac{1}{n}\cdot|\{k\in\{1,...,n\}|t\cdot e^{\frac{2\pi ik}{n}}\in U\}|$. ...
0
votes
0answers
78 views

Discrete measures and discrete kernels

This is a cross-post from math.stack. Let $d\in\mathbb N$ and $\mu$ be the probability measure on $\mathbb R^d$ defined by $\mu=\sum_{k=1}^\infty 2^{-k}\delta_{x_k}$ for some sequence ...
11
votes
1answer
304 views

Krein Milman theorem without the axiom of choice

The Krein-Milman theorem asserts that in a locally convex topological vector space, a nonvoid compact convex subset is the closed convex envelope of its extreme points. But I would like to know when ...
2
votes
0answers
83 views

Regularity of Dirac measure on Baire sets [closed]

Suppose $X$ is a locally compact Hausdorff space. Define the Baire sets in $X$, denoted by $\mathcal Ba(X)$, to be the smallest $\sigma$-algebra that contains all compact $G_\delta$ subsets of $X$. ...
0
votes
1answer
116 views

Is the push forward of a sigma-finite measure equivalent to a sigma-finite measure?

Let $X$ and $Y$ be locally compact, second countable spaces, and let $\varphi \colon X \to Y$ be a Borel map. Let $\mu$ be a sigma-finite measure on $X$. In general, the push-forward $\varphi_*\mu$ is ...
0
votes
0answers
60 views

Extension of functions on Cameron-Martin space

Edit: The following is more or less nonsense: Let $\mu$ be the Standard Gaussian measure on $\mathbb{R}^\infty$ (i.e. the measure such that the projections $p_j$ are independent $\mathcal{N}(0, ...
1
vote
0answers
58 views

Getting a measure from a premeasure through an adjoint

Let's take the category of measure spaces with objects $(X,\mathcal{F},\mu)$ and avoid the morphisms for now (I'm not sure what they should be), where $X$ is a set, $\mathcal{F}$ is a ...
1
vote
0answers
111 views

Is it possible to improve the order of convergence of averages of random variables if they are not identically distributed?

Let $X_n$ be a sequence of independent random variables (but not necessarily identically distributed) taking values in $[-1,1]$ that have the following property: 1) The average $A_n := \frac{(X_1+ ...
5
votes
1answer
279 views

Itô's article “A measure-theoretic approach to Malliavin calculus”

Apart from citations all over the internet, the following paper appears to be off-the-grid. K. Itô, A measure-theoretic approach to Malliavin calculus, in 'New Trends in Stochastic Analysis', Proc. ...
4
votes
1answer
105 views

Calculate Hausdorff measure with Frostman measures

Fix a metrix space $(X,d)$ and consider the Hausdorff (outer) measures $\mathcal{H}^s$ on $X$. A Frostman measure on $X$ is a finite Borel measure $\mu$ such that there exists $C,t,r_0>0$ with ...
1
vote
1answer
157 views

A question regarding sets of Vitali's type in models of $ZF+GCH$ where $L$$\neq$$V$

Consider sets of Vitali's type in models of $ZF+GCH$ where $L$ $\neq$$V$. Are there sets of Vitali's type in both $L$ and $V-L$? If so, is there any way one can distinguish the constructible sets of ...
4
votes
1answer
215 views

Characterizing residually amenable groups

Let $G$ be a finitely generated group. The amenability of $G$ is equivalent to the existence of a certain "weak measure" on $G$. Is there such a characterization for residually amenable groups as ...
4
votes
0answers
175 views

Dual or pre-dual of BV

Was there any relevant work to determine the dual (or more likely the predual) of the space of bounded variation functions $BV(\mathbb{R}^n)$ (I recall the definition : a function in ...
12
votes
4answers
953 views

Sierpinski's construction of a non-measurable set

In the early 20th century there was a lot of fuss over the axiom of choice implying that there are Lebesgue non-measurable sets of reals. In his book about The Axiom of Choice, Gregory Moore points to ...