# Tagged Questions

**2**

votes

**0**answers

59 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

**0**answers

33 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

**1**answer

171 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 ...

**2**

votes

**1**answer

149 views

### reference request: Riesz/Newton potential and HLS inequality in L1.logL1

Let's consider in dimension $d\geq 3$ the Newton/riesz potential $f=I_2[g]$
$$
f(x)=\int_{R^d}\frac{1}{|x-y|^{d-2}}g(y)dy,
$$
which solves $-\Delta f=g$ (up to positive normalizing constants, which I ...

**2**

votes

**1**answer

97 views

### Pullback of $L^p$ functions via exponential map

Let $M$ be a complete Riemannian manifold, endowed with its exponential map $\exp: TM \longrightarrow M$. For any $C^k$- function $u$, we get the Pullback
$$ \exp^* u = u \circ \exp$$
which is in ...

**3**

votes

**1**answer

106 views

### Reference to definition of matrix log with domain SO(3) which is Borel measurable

I was trying to set up an inverse to matrix exponential $\exp:\mathrm{Skew}(3\times 3)\to SO(3)$ that "covers" the biggest possible domain and is Borel measurable. I was wondering if there is a ...

**0**

votes

**1**answer

81 views

### Constructing measures with support in a given set

I've recently come across the Frostmann Lemma (http://en.wikipedia.org/wiki/Frostman_lemma). Its proof involves constructing a measure with certain properties on a given subset of $\mathbb{R}^n$ (I'm ...

**2**

votes

**0**answers

81 views

### Weak convergence of $\sigma$-finite measures

Let $(E,\mathcal{E})$ be a measure space and let $(m_{n})_{n\in\mathbb{N}} \subset \mathcal{M}_\sigma(E,\mathcal{E})$ be a sequence of $\sigma$-finite measures. I will put my questions and state below ...

**0**

votes

**1**answer

161 views

### Sufficient conditions for equality of measures related to harmonic functions

In Axler's book "Harmonic function theory" on this link http://www.latp.univ-mrs.fr/~chaabi/ARTICLES%20IMPORTANTS/Autres%20articles%20interessant/Livres/Harmonic%20Function%20theory.pdf on page 112 ...

**1**

vote

**1**answer

255 views

### From Lebesgue Integral to Stieltjes Integral, and integration by parts

Let $X$ be a real random variable with c.d.f function $F$.
Let $g$ be an increasing measurable real function and assume that $\mathbb{E}\left[g(X)\right]$ exists (and is finite).
What additional ...

**7**

votes

**2**answers

303 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 ...

**3**

votes

**1**answer

113 views

### sub and super-levelset regularity for Sobolev functions

I'm wondering if there are known results about the "regularity" (in some sense to be determined) of sub and super levelsets of Sobolev functions $u\in W^{1,p}(\mathbb{R}^d)$. More precisely:
Assume ...

**2**

votes

**1**answer

157 views

### $X$ Polish geodesic implies $(P_2(X), W_2)$ geodesic

If $X,d$ is a complete and separable space then the space of Borel probability measures with finite second moment on $X$ endowed with the Wasserstein distance $W_2$ is geodesic.
I am looking for ...

**1**

vote

**1**answer

148 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 ...

**3**

votes

**2**answers

593 views

### Uniformly distributed sequence in $\mathbb{R}$

We say that a sequence $(x_n)_{n=1}^\infty \subseteq \mathbb{R}$ is "uniformly distributed in $[a,b]$", with $a < b$, if $(x_n)_{n=1}^\infty \cap [a,b] \neq \varnothing$ and
$$\lim_{N \to \infty} ...

**2**

votes

**0**answers

221 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 ...

**8**

votes

**3**answers

292 views

### reference request : constructive measure theory

As the title said, I would like to know if constructive measure theory has been developed somewhere ?
I am more precisely interested in the (constructive) theory of completely continuous valuation on ...

**4**

votes

**1**answer

195 views

### Coupling of non-probability/sub-probability measures

A coupling of two probability measures $P,\tilde P$ on a Borel space $X$ is any probability measure on $X^2$ whose one-dimensional marginals are $P$ and $\tilde P$. In particular, for any such ...

**9**

votes

**1**answer

446 views

### Is there a probability theory developed in intuitionistic logic?

Since Boole it is known that probability theory is closely related to logic.
According to the axioms of Kolmogorov, probability theory is formulated with a (normed)
probability measure ...

**8**

votes

**0**answers

342 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 ...

**0**

votes

**0**answers

138 views

### Is there a translation invariant measure on an infinite dimensional space 'without points'?

This is just a reference request. I thought I'd come across a paper demonstrating that there is a translation invariant measure on an infinite-dimensional space without 'points' whilst browsing the ...

**4**

votes

**1**answer

220 views

### Norms for complex measures

I'm searching for a state of the art introduction to norms on the space of complex measures (on $\mathbb R^n $, for example, or some compact subset thereof). I'd be interested in inequalities of the ...

**3**

votes

**1**answer

180 views

### Conditional law as a random measure and convergence of random measures

I'm looking for a reference book or article for the following two facts. In both statements, a Polish space $E$ and an ambient probability space $(\Omega, {\cal A}, \Pr)$ are given, and I consider ...

**2**

votes

**1**answer

283 views

### Riesz representation theorem for vector-valued fields

Let $Q$ be a locally compact Hausdorff space, and let $V$ be a topological vector space. Consider the space $X = C_0(Q, V)$ of $V$-valued fields which vanish at infinity. Let $X^*$ denote the dual ...

**13**

votes

**1**answer

337 views

### The optimal constant in Vitali covering lemma

Let me restate Vitali covering lemma.
Let $\{B_i\}_{i\in F}$ be a finite collection of balls in the $\mathbb{R}^n$. Then there is $S\subset F$ such that the balls $\{B_i\}_{i\in S}$ are disjoint and
...

**1**

vote

**1**answer

130 views

### LSI for Gaussian measure in $({\mathbb{R}^d})^{\mathbb{Z}^d}$

I am looking for a reference: Does Gaussian measure satisfy Logarithmic Sobolev Inequality (LSI) in $\({\mathbb{R}^d}\)^{\mathbb{Z}^d}$. Thanks.

**6**

votes

**4**answers

581 views

### Symmetries of probability distributions

When talking about a single random variable, knowing only its distribution, the construction of a probability space is quite easy. Namely, let $(X,\mathscr A)$ be a measurable space and let $\mathsf ...

**1**

vote

**3**answers

281 views

### Simple functions in the product space

Dear all,
Let $(X,\mathcal{F},\mu)$ and $(G,\mathcal{G},\nu)$ be two measure spaces with $\mu$ and $\nu$ s$\sigma$-finite. Per definition linear combinatoins of
$$ \mathbb{1}_C(x,y)$$
for $C\subset ...

**8**

votes

**5**answers

1k views

### Measure theory treatment geared toward the Riesz representation theorem

I'm looking for recommendations for books (or lecture notes) that develop measure theory in sufficient detail to state and prove the Riesz representation theorem (which is the characterization of the ...

**3**

votes

**3**answers

443 views

### When is the infimum of an arbitrary family of measurable functions also measurable?

Let $(X,\Sigma,\mu)$ be a measure space and consider a family of $\mu$-measurable functions $f_i:X \to \mathbb{R}$ for $i$ lying in some index set $I$. Define $$f(x) = \inf_{i \in I} f_i(x)$$
I think ...

**6**

votes

**1**answer

290 views

### Groupoids and hypergroups

There are two generalizations of usual groups: groupoids, where the multiplication operation becomes "partial", and hypergroups, for which the result of multiplying two elements is a probability ...

**11**

votes

**4**answers

713 views

### Fourier decay rate of Cantor measures

For $0<\theta<\frac{1}{2}$, denote by $C_\theta$ the Cantor set with dissection ratio $\theta$, i.e. the Cantor set obtained from dissection parttern $(\theta, 1-2\theta,\theta)$. It is known ...

**4**

votes

**0**answers

219 views

### Two standard probability spaces

Let $(X,\cal{A},\mu)$ be a standard (Lebesgue-Rokhlin) space with complete probabilistic measure (for example, $[0,1]$). Let $\cal{B}\supset \cal{A}$ be a wider then $\cal{A}$ $\sigma$-algebra on $X$, ...

**3**

votes

**1**answer

181 views

### The facial structure of the convex hull of a family of characteristic functions

Let $S$ be a finite set and let $\mathcal{A} \subset\mathcal{P}(S)$ be a family of subsets of $S$. Consider the convex polytope spanned by the characteristic functions of members of $\mathcal{A}$ :
...

**3**

votes

**0**answers

129 views

### On the multidimensional Mellin transform of measures

Consider an integral transform of Borel measures supported on $\mathbb{R}^n_+$ given by
$$
f(z) =\int\limits_{\mathbb{R}^n_+} x^{z}\frac{\mu(dx)}{x}
$$
where $z = (z_1,...,z_n) \in \mathbb{C}^n$, ...

**2**

votes

**2**answers

443 views

### Kolmogorov's example of a measurable function not (generally) differentiable

In [1, page 7], the author says.
Kolmogorov showed that if the function $$f(x) = \sum_{n=1}^{\infty} \frac{\cos 3^n x}{3^n}$$ has a finite or infinite generalized derivative on a set of positive ...

**7**

votes

**4**answers

668 views

### Measures on general topological groups

I am interested in the group algebras of non-locally compact groups. What references can you advise?
This is a wide question, so I list more concretely what I would like to see:
Here X can be even ...

**1**

vote

**0**answers

208 views

### Approximation of the radon-derivative

I am looking for the following statement.
Let $X$ be a topological space and let $\mu$, $\nu$ be Radon-Borel measures in the same measure class i.e. the the zero-sets are identical. Denote then by ...

**6**

votes

**0**answers

464 views

### Density of countably additive measure in the set of all finitely additive measures.

Let $S$ be a countable discrete set, the following two results are quite easy to prove:
Every countably additive probability measure $\mu$ on $S$ commutes (in Fubini's sense) with every finitely ...

**20**

votes

**2**answers

637 views

### Nonseparable disintegration theory: references

I mean a theorem of the following kind. Let $A$ be a C*-algebra, and let $\pi: A\to B(H)$ be its representation. Then there exist a set $P$ with a positive measure $\mu$, a field of Hilbert spaces ...

**2**

votes

**1**answer

387 views

### Ergodic decomposition of quasi-invariant measure

I have a reference request concerning Proposition 1.6 in the following article http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.bams/1183548783
The ...

**10**

votes

**0**answers

616 views

### Quotients of Measurable Spaces?

Let $(\Omega,\Sigma)$ be a measurable space and $\Pi$ be a partition of $\Omega$. There is a projection $\pi:\Omega\to\Pi$ that maps each $\omega\in\Omega$ to the unique partition cell in $\Pi$ ...

**12**

votes

**5**answers

2k views

### Proof of Krylov-Bogoliubov Theorem

Where can I find a proof (in English) of the Krylov-Bogoliubov theorem, which states if $X$ is a compact metric space and $T\colon X \to X$ is continuous, then there is a $T$-invariant Borel ...

**9**

votes

**4**answers

874 views

### What kind of completion is this?

Let $X$ be a compact Hausdorff space, and $C(X)$ the unital commutative C*-algebra of continuous functions on it. The double Banach dual $C(X)^{**}$ is a commutative von Neumann algebra and hence has ...

**9**

votes

**2**answers

953 views

### Is there a “disjoint union” sigma algebra?

I'm looking for a measure-theoretic analogue to the disjoint union topology, or for work on the $\sigma$-algebra generated by canonical injections. More formally:
For an indexed family of sets ...

**11**

votes

**2**answers

754 views

### Does there exist an event independent of a given sigma-algebra?

The following question came up in a discussion with my advisor:
Let $(\Omega, \mathcal F, \mathbb P)$ be a non-trivial probability space, and suppose that $\mathcal G$ is a proper ...

**2**

votes

**1**answer

240 views

### Strong measurability reference

I'm reading a book on Lyapunov Exponents by Lian and Lu in which they refer to strong measurability of operator-valued maps. They define this by saying an operator valued map $T:\Omega\to L(X,X)$ is ...

**9**

votes

**2**answers

614 views

### Continuity of the mutual information

The mutual information $I(\mathfrak A_1;\mathfrak A_2)$ of two complete $\sigma$-algebras $\mathfrak A_1$ and $\mathfrak A_2$ in a Lebesgue probability space $(X,m)$ is the integral of the logarithm ...

**12**

votes

**11**answers

2k views

### Applications of Measure, Integration and Banach Spaces to Combinatorics

I'm going to be teaching a Master's level analysis course(measure theory, Lebesgue integration, Banach and Hilbert spaces, and if there's time, some spectral or PDE stuff) in the fall. My problem is ...

**13**

votes

**7**answers

2k views

### Haar measure on a quotient, References for.

I remember reading Weil's "Basic Number Theory" and giving up after a while. Now I find myself thinking of it(thanks to some comments by Ben Linowitz).
Right from the very beginning, Weil uses the ...