-1
votes
0answers
158 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
194 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 ...
1
vote
2answers
137 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 ...
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 ...
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 ...
0
votes
1answer
169 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
164 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 ...
10
votes
1answer
232 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 ...
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 ...
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 ...
2
votes
0answers
98 views

$f, \hat{f} \in L^{p}\cap L^{\infty} \implies f\in B(\mathbb R)$ (algebra of Fourier- Stieltjes transforms )?

For a bounded complex Borel measure $\mu$ on $\mathbb R$, we define, its Fourier-Stieltjes transform, $\hat{\mu}(y)= \int_{\mathbb R} e^{-2\pi ix\cdot y} d\mu(x); (y\in \mathbb R).$ Let $1\leq p \leq ...
4
votes
2answers
165 views

Tightness of Measures, Riesz Representation for locally compact spaces

Let $X$ be a locally compact, separable metric space and $\mu_n$ a sequence of probability measures on $S$. Let $\mathfrak{C}$ be a convergence determining class for the weak topology (for instance, ...
3
votes
0answers
161 views

Do all $L^{\infty}(\mu)$ spaces have the Grothendieck property?

Consider $L_{\infty}(\Omega,\Sigma,\mu)$, where $(\Omega,\Sigma,\mu)$ is any measure space. Does it it have the Grothendieck property? If the measure space is localizable, then it is true. The ...
4
votes
0answers
147 views

Conditional expectation with respect to random closed sets

Short question If $X$ is a random closed set, and $Y$ is an integrable random variable, I would like a definition of the "conditional expectation" $$\mathbf{E}[Y \mid X\ni x].$$ Has this been worked ...
3
votes
2answers
313 views

Riesz's representation theorem for non-locally compact spaces

Every version of Riesz's representation theorem (the one expressing linear functionals as integrals) that I have found so far assumes that the underlying topological space is locally-compact. (For ...
1
vote
0answers
79 views

Finding density of Haar measure relative to the Liouville volume measure on $\frac{G^{\mathbb{C}}}{P}$

Let $G$ be a connected compact Lie group and $G^{\mathbb{C}}$ be the complexification of the Lie group $G$ then we know that by polar decomposition we can write $G^{\mathbb{C}}\cong G\times ...
3
votes
1answer
189 views

When is the bound in Riesz-Thorin Interpolation Theorem attained?

Let me recall the statement of Riesz-Thorin theorem (see also http://en.wikipedia.org/wiki/Riesz%E2%80%93Thorin_theorem). Theorem (Riesz-Thorin): Let $(X,\mu)$ and $(Y,\nu)$ be $\sigma$-finite ...
2
votes
1answer
122 views

Cameron-Martin theorem for non-Gaussian measures

Let $X$ be a locally convex topological linear space, and $\mathbb P$ be a probability measure on $X$. Denote the mean vector $m \in X$ and covariance operator $k : X^* \to X$. Let $\tau_u : X \to X$ ...
3
votes
1answer
203 views

Density of linear functionals in $L^2$

Let $X$ be a locally convex topological linear space, and let $\mathbb P$ be a probability measure on $X$. Suppose that $\operatorname{var}(\varphi) < \infty$ for all continuous linear functionals ...
0
votes
1answer
127 views

Some convergence similar to weak-$\ast$ convergence on the space of finite measures

I have a question: Let $D$ be the space of cadlag functions defined on $[0,1]$ and $V$ be its subspace consisting of $x$ with finite variation and $x(0)=0$. Define $TV(x)$ as the total variation ...
0
votes
1answer
150 views

The dual space of the Dirac measures on an Abelian group

Let $G$ be a Hausdorff locally-compact Abelian group and $L^2(G)$ the Hilbert space of two-integrable complex functions on the group. Question. What would be natural vector space $\mathcal{R}$ ...
0
votes
0answers
108 views

Convergence of functions of bounded variation

Let $u_n$ be a sequence of smooth functions with $||u_n||_{W^{1,1}}<C<\infty$. By $BV$ compactness, a subsequence of $u_n$ converges to some $u$ in $L^{n/(n-1)}$. Assume $\int_{\Omega} (|\nabla ...
1
vote
0answers
71 views

equivalence of topologies defined on $M_1$(a subspace of bounded measures on $\mathbb{R}$)

Let $\mathcal{C}:=\mathcal{C}(\mathbb{R})$ be the space of continuous functions on $\mathbb{R}$ and $\mathcal{C}_b$ its subspace consisting of bounded elements. Define for $\phi(x):=1+|x|$, $$ ...
0
votes
3answers
210 views

dual space of a subspace of the space of bounded measures

Let $\mathcal{M}=\mathcal{M}(\mathbb{R})$ be the space of bounded measures. Equipped with the weak convergence, the dual space of $\mathcal{M}$ is $\mathcal{C}_b(\mathbb{R})$ consisting of continuous ...
7
votes
3answers
332 views

Which Sigma-Ideals in a Sigma-Algebra are Ideals of Null Sets?

My question is motivated, to be somewhat vague, by an attempt to see how much a measure space is defined by the set of null sets. In other words, assume we are not given a concrete measure on a space ...
1
vote
1answer
170 views

Fubini for distributions which are not measures?

We have a "nonnegative" distribution $\mu$ with compact support in $\mathbb{R}^2$ which is not a measure, as we can produce a linear function $f(x,y)=x-1$ such that the integral of $f^{2k}$ w.r.t. ...
3
votes
1answer
141 views

On Radon measures with values in Banach space

It is known that continuous linear functionals on the space $C_0({\mathbb{R}^n})$ are bounded Radon measures ${\cal M}({\mathbb{R}^n})$ where $C_0({\mathbb{R}^n})$ is uniform closure of the space of ...
2
votes
1answer
193 views

Probability measures on $L^p$

Let $(X,\mathcal X,\mu)$ be a fixed measure space, and suppose that $\mu$ is stationary and ergodic with respect to the (left) action of a topological group $G$. Stationarity means that $\mu = g_* \mu ...
9
votes
3answers
566 views

measure with given push-forwards

Let $X,Y$ be locally compact spaces (in my specific case, they are locally compact groups). Suppose that we are given a measure $\mu$ on $X$ and a finite number of quotient maps ...
7
votes
2answers
300 views

Measure theory in nuclear spaces

Much of the literature on measure theory in linear spaces focuses on the case of normed linear spaces (e.g., the outstanding book by Vakhania, or its sequel). However, nuclear linear spaces "as far ...
-2
votes
1answer
119 views

a measure convolution equation

My question is: Given a function $f$ in the Schwartz class, we are looking for a measure $\mu$ which is a solution of the convolution equation: $f = e^{-|.|^2/2} \ast \mu$, where $e^{-|.|^2/2}$ is ...
1
vote
0answers
84 views

Differentiability of $f*g$ on the circle, for integrable f, bounded g, and some decay of the Fourier coefficients of f

If $f\in L^1(\mathbb{T})$ and $g\in L^\infty(\mathbb{T})$ where $\mathbb{T}$ is the circle, such that $\hat{f}\in L^{p}(\mathbb{Z})$ for some $1\leq p<\infty$, do we have that $f*g$ is ...
0
votes
0answers
122 views

Dual of the space of vector valued Borel measures

What is the dual of the space of all vector valued Borel measures?
1
vote
0answers
123 views

A problem concerning measures on locally compact spaces

I am stuck on a question for quite sometime now, although in the text it is said to be "apparent". The problem goes as the following : Let $X$ and $Y$ be locally compact Hausdorff spaces. Then $M(X)$ ...
1
vote
1answer
145 views

Lebesgue's integrability condition in several variables

The well known Lebesgue's condition of Riemann integrability says that a bounded function in one variable $f\colon [a,b] \to \mathbb{R}$ is Riemann integrable if and only if it is continuous almost ...
1
vote
1answer
151 views

functions of bounded variation and gradient vector measure

I want to prove a function of bounded variation on some domain $D\subset R^n$, $f\in BV(D)$, has the property that there is a constant $C$, such that $$ \lim_{r\rightarrow 0}\frac{C}{r^{n+1}} ...
2
votes
1answer
206 views

Fourier transforms of finitely additive bounded measures

Given a finitely additive positive regular bounded measure $\mu$ on ${\mathbb R}^n$ (i.e. a positive linear functional on $C_b({\mathbb R}^n)$), I wonder what can be said about its Fourier transform. ...
2
votes
1answer
198 views

strong convergence sufficient conditions

Would it be true that $\mu_n \to \mu$ strongly if $\int f\mathrm{d}\mu_{n}\to \int f\mathrm{d}\mu$ for every uniformly continuous function? Assume the space is $\mathbb{R}^{N}$ and has the usual ...
0
votes
1answer
293 views

What are some characterizations of the strong and total variation convergence topologies on measures?

I asked this question on StackExchange a few days ago but didn't get any response, so I thought I would try here. The Wikipedia article on convergence of measures defines three kinds of convergence: ...
2
votes
0answers
220 views

Dual of $L^2(0,T,C)$ where $C'=BD(\Omega)$

Here is the hypothesis of my problem : $T>0$, $\Omega$ is a bounded open subset of $\mathbb{R}^n$ with a regular boundary. I'm actually looking for a proof that explains what is the dual of ...
2
votes
0answers
155 views

An inequality for Lp-functions

I am interested in the following inequality: \begin{equation} \int\limits_\Omega \left\vert f_1 - f_2 \right\vert^p ~ d\mu \le C_p \left[ \int\limits_\Omega \left\vert f_1 \right\vert^p ~ d\mu + ...
6
votes
0answers
258 views

Prokhorov's theorem for finite signed measures?

Prokhorov theorem provides a useful characterization of relatively compact sets w.r.t. narrow topology (topology induced by narrow convergence) in the space of probability measure. Notation used ...
3
votes
1answer
125 views

Weak continuity of Lebesgue decomposition

Let $X$ be a space with its $\sigma$-algebra $\mathcal{B}$; we are given a finite measure $\mu$ and a sequence of finite measures $\nu_n$ such that, for every bounded continuous function ...
4
votes
1answer
180 views

Doubt on Morrey spaces of measures according to T. Giga and Y. Miyakawa

I'm reading 'Navier-Stokes flow in $\mathbb{R}^3$ with measures as initial vorticity and Morrey spaces' (a paper of Giga and Miyakawa) but there is something that I don't understand about the ...
2
votes
0answers
171 views

Cameron Martin space

I have seen two definitions of Cameron Martin space of a Gaussian measure $\nu$ on a Banach space (say $W$) and am unable to establish their equivalence. Any help would be appreciated. 1) It is the ...
6
votes
2answers
116 views

Vanishing of integral on hemispheres implies vanishing of function?

Consider a function $F$ on the half space $\{(x,y,z)|z>0\}$. If $F$ is analytic, it is straightforward to show that A) The integral of $F$ over the hemisphere $(x-x_0)^2 + (y-y_0)^2 + z^2 = R^2$ ...
4
votes
0answers
191 views

decreasing rearrangements: why the asymmetry of measure-preserving maps?

Ryff proved in 1970 that the decreasing rearrangement $f^*$ of a, say, continuous function $f:[0,1]\to\mathbb{R}$ admits a measure preserving map $\phi$ such that $f=f^*\circ\phi$. In general it is ...
8
votes
0answers
334 views

Does this metric have an official name? Lévy metric? Ky Fan metric?

Let $X$ and $Y$ be random variables taking values in a separable metric space $(S,d)$. The metric I have in mind is $$\rho(X,Y) = \mathbb{E}[\min\{d(X,Y),1\}]$$ if $X$ and $Y$ take values in the a ...
1
vote
1answer
180 views

Density of certain functions in $C_c^\infty(0,T;V)$ in the space $W(0,T) \approx H^1(0,T;V)$?

EDIT: I need to think more about the question I want to ask given comments in the answer below. Please close the thread if required. I leave it undeleted because answer is useful. Let $V \subset H ...