# Tagged Questions

**6**

votes

**1**answer

169 views

### Do the terms of an iid sequence whose law has infinite expected value necessarily exceed the partial sums of the sequence infinitely often?

Let $\mu$ be a probability measure on $(0,\infty)$, and let $(\mathbf X_n)_1^\infty$ be a sequence of independent $\mu$-distributed random variables. Fix $\kappa > 0$, and consider
A) $\int x \; ...

**0**

votes

**1**answer

341 views

### For what nonnegative measures $\mu$ does $\mu*e^{-|\cdot|}\in L^{\infty}$?

I am trying to characterize all measures on $\mathbb{R}$ such that
$$
\sup_{x\in\mathbb{R}} \: (\mu*f)(x)<+\infty,
$$
where $f(x)$ is some specific integrable functions, such as $f(x)=e^{-|x|}$, ...

**4**

votes

**1**answer

216 views

### Proof of the Dunford-Pettis theorem

I would like to know where to find a complete proof of the Dunford-Pettis theorem:
A sequence $(f_n)_{n\geq 0} \subset L^1$ is uniformly integrable if and only if it is relatively compact for the weak ...

**2**

votes

**0**answers

69 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

172 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

154 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

109 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

83 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

92 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

193 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

266 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

305 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

118 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

162 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

151 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

595 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

222 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

304 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

209 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 ...

**10**

votes

**1**answer

463 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 ...

**9**

votes

**0**answers

366 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

224 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

209 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

289 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 ...

**14**

votes

**1**answer

364 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

131 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

591 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 ...

**2**

votes

**3**answers

390 views

### Simple functions on a product measure space

Let $ (X,\mathcal{F},\mu) $ and $ (G,\mathcal{G},\nu) $ be two measure spaces with $ \mu $ and $ \nu $ being $ \sigma $-finite. Per definition, the linear span of
$$
\{
\mathbf{1}_{C}
~|~
C \in ...

**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

476 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

292 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

749 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

223 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 $\mathcal{A}$ :
...

**4**

votes

**0**answers

131 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

446 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

684 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

211 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

477 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

390 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

647 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

877 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

991 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

794 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

243 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 ...