Questions tagged [measure-theory]
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
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Is every bornological space measurable?
Every topological space is measurable, since we may canonically equip a topological space with its Borel $\sigma$-algebra. A bornological space is like a topological space, except the structure ...
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Existence of a probability measure with "confined" zero measure sets
Hi, I am struggling with the following question that is tangentially arising from a paper I'm working on. It is not at all essential for the revision but it would be nice to know if there is a ...
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When does the Fourier transform of a measure decay?
Let $\mu$ be a Borel measure on $\Bbb R^d$.
It is well known that $\mu= |f|dx$ with $f\in L^1(\Bbb R^d)$ then its Fourier transform satisfies
$$\widehat{\mu}(\xi)\to0,\qquad \xi\to\infty.$$
However if ...
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Applications of Baire's theorem on functions of first class
I found the following theorem on page 32 of John Oxtoby's Measure and Category.
Theorem 7.3. If $f$ can be represented as the limit of an everywhere convergent sequence of continuous functions, then $...
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Is there a natural finitely additive measure for which Vitali sets have measure zero?
Vitali sets are nonmeasurable and in particular are not null sets. But all Vitali sets are in some sense small, as described below. Let $V$ be any Vitali set and let $k \in \mathbb{N}$. For each $i \...
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Concentration inequalities for random measures
For random variables $X_1,\dots,X_n$ with common mean $\mathbb{E}[X_i]=\mu$ and common bounds $a\leq X_i\leq b$, we have the very useful Hoeffding's inequality:
$$\mathbb{P}\left(\left|\mu -\frac1n\...
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Criteria for tightness of Gaussian measures on Banach spaces
In Bogachev's book "Gaussian Measures" (Example 3.8.13) sufficient conditions for the (uniform) tightness of a sequence of centered Borel Gaussian probability measures on a separable Hilbert ...
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Are normal metric currents dense in the space of all metric currents?
It is classical that Euclidean normal currents are dense in the space of all currents.
This can be achieved through mollification.
What I want to know if this is still true for metric currents.
In ...
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Completeness of the space $L^p$ and the Axiom of Countable Choice
I am thinking about the proof that the usual $L^p$ spaces are complete.
So, let $(X,\mathcal{F},\mu)$ be a measure space and let
$p\in[1,+\infty)$.
Important: by a measure I mean a nonnegative $\sigma$...
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Bochner–Minlos Theorem for locally convex spaces and their duals
Let $(X,\tau)$ be a locally convex space and $(X^{*},\tau_{s})$ be its topological dual space equipped with the strong topology. Denote by $S(X,X^{*})$ the collection of operators from $X$ to $X^{*}$ ...
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Are open subsets of a $\sigma$-compact LCH space $\mathcal{K}$-analytic?
I'm reading Guedj and Zeriahi's Degenerate Complex Monge-Ampère Equations Chapter 4 which talks about capacities. Specifically Corollary 4.13 claims that when $X$ is a locally compact Hausdorff $\...
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Does there exist a “fat” Thomae’s function?
Definitions and some motivation:
Thomae’s function, also known as the raindrop function has several curious properties. One of which is the following - both its discontinuity set and continuity set ...
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Feynman path integral and Wilsonian renormalization
Everything below is to be viewed in the Euclidean setting with $d$ dimensions and all measures are understood to be Borel measures.
The usual problem of Quantum Field Theory is to make sense of ...
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Relationship between continuous vector fields and divergence measure fields in dimension $\ge 2$
Let $\Omega \subset \mathbb R^d$ with $d \geq 2$ (I am mostly interested in the case when $\Omega$ is the unit ball). A vector field in $L^p(\Omega,\mathbb R^d)$ is called a divergence measure field ...
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Computing the infinite dimensional Lebesgue measure of "cubes"
There is no Lebesgue measure in infinite dimensions—this slogan is familiar to every student interested in analysis. One possible, precise statement of this result may be as follows: if $X$ is an ...
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Continuity of the Green function with respect to the measure
Let $G$ be a finitely generated group and let $\mu$ be a finite measure on $G$. Define the Green function as
$$G(\mu)=\sum_{n\geq 0}\mu^{*n}(e),$$
where $\mu^{*n}$ is the $n$th convolution power of $\...
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Invariant measure on coset space and integrable functions
Let $G$ be a locally compact abelian group, and $H$ a closed subgroup. Let $C_c(G)$ be the space of continuous, compactly supported complex valued functions on $G$. General theory of Haar measure ...
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Polish transversals
A subset of $X$ an indecomposable continuum $Y$ is called a composant transversal if $X$ has exactly one point from each composant of $Y$.
So a continuum has a composant transversal precisely when ...
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Partitioning $\mathbb{R}^n$ into closed sets
Let $n$ be a positive integer. It is well-known that $\mathbb{R}^n$ cannot be non-trivially partitioned into open sets, since it is connected.
Let $\frak P$ be a partition of $\mathbb{R}^n$ into ...
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Points of continuity of Kullback-Leibler divergence with respect to weak convergence
I know that the Kullback-Leibler
$D(\mu||\nu) := - \int_K\log\big(\frac{d \nu}{d \mu}\big) \, d\mu,$
over probability measures on a compact $K$ subset of $\mathbb{R}^d$, is only weakly lower ...
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Heuristic and graphic representation of BV functions and their singularities
This question is about some heuristics and graphs of BV functions.
In 1-dimensional setting, two key examples of $BV$ functions $u: \mathbb R \to \mathbb R$ are
the Heaviside function, whose ...
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Cadlag and adapted (usual conditions assumed) imply progressively measurable (related to Protter's Stochastic Calculus theorem 6)
Hi maybe someone on here can help me. I have been stuck on showing this fact for several months. I asked this question in the stack exchange and it has floated around for a while but to no avail.
...
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On generically Haar-null sets in the real line
First some definitions.
For a Polish space $X$ by $P(X)$ we denote the space of all $\sigma$-additive Borel probability measures on $X$. The space $P(X)$ carries a Polish topology generated by the ...
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Disjoint covering number of an ideal
Let $\mathcal I$ be a $\sigma$-ideal with Borel base on an uncountable Polish space $X=\bigcup\mathcal I$.
Let $\mathrm{cov}(\mathcal I)$ (resp. $\mathrm{cov}_\sqcup(\mathcal I)$) be the smallest ...
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Partition of the unit interval into uncountably many sets of full outer measure
Is it possible to construct an uncountable partition $(A_\delta)_{\delta\in[0,1]}$ of the unit interval $[0,1]$ such that $\mu (A_\delta)=1$ for each $\delta\in[0,1]$? ($\mu$ stands for the outer ...
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Notation for calculus with measures?
One of the strengths of ordinary multivariable calculus is that you can use notation where functions are expressed pointwise (e.g. $\int_a^b x^2 \, \mathrm{d}x$ rather than merely $\int_a^b f$), and ...
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measure of an image under an argmax function
I am trying to find any techniques to analyze the measure of an image of a set under an argmax function.
For example, let $\Omega\subset\mathbb{R}^n$ be compact and $\phi:\Omega\to\mathbb{R}$ be ...
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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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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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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 $\mathscr{P}$ be a probability ...
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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 $\mu_{n}(U)=\max_{t\in S^{1}}\frac{1}{n}\cdot|\{k\in\{1,...,n\}|t\cdot e^{\frac{2\pi ik}{n}}\in U\}|$. ...
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Large Deviations: Exponential decay in normed spaces
Let $(X_1,X_2,\cdots)$ be a sequence of independent and identically distributed random variables taking values in some general normed space $(V,||\cdot||)$. Denote $\mu=E[X_1]$ and $S_n=\frac{1}{n}[...
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$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 ...
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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 ...
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Skorohod theorem (weak convergence) on a discrete setting
I have a question about the application of Skorohod representation theorem. The questions arises in this paper about robust hedging in mathematical finance. It is about the very last equation on page ...
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Existence of an universally measurable pullback
Let $X,Y$ and $Z$ be standard Borel spaces:
topological spaces homeomorphic to Borel subsets of complete separable metric spaces.
Let $K\subseteq X\times Y$ be analytic. Assume that $K_x$ is not ...
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Diffusion processes in wide generality
It is common knowledge among schoolchildren that one may define jump diffusion processes in wide generality.
Hard question: What are the most general structures on which one may define something ...
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Exceptional Set in Egoroff's Theorem
I'll use the version of this question I posted on Stakexchange to replace the former version. To simplify the situaton, we assume the measure space we are dealing with right now is a closed interval $...
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Independent Events Inducing Probability Measures
Let $\mathcal{F}$ be a sigma algebra over $\Omega$ and $M$ the set of all probability measures on $\mathcal{F}$. Let $\mathcal{C}$ be some collection of pairs $(A,B)$ with $ \ A,B\in\mathcal{F}$. Now ...
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Conditional probabilities in Banach spaces
This is the infinite-dimensional sequel to my question, Conditional probabilities are measurable functions - when are they continuous?.
Let $\Omega = \Omega_1 \times \Omega_2$ be a probability space ...
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Inverse marginal property of a collection of $\sigma$-algebras
In my paper "On the inverse best approximation property of systems of subspaces of a Hilbert space"
I introduced the Inverse marginal property (IMP) for a collection of $\sigma$-algebras.
Let $(\...
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Is every element of $\omega_1$ the rank of some Borel set?
It is well known that we can obtain the $\sigma$-algebra of Borel subsets of $2^{\omega}$ in the following way: Let $B_0$ be the collection of all open subsets of $2^{\omega}$. For $\alpha=\beta+1$, ...
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Polish by compact is Polish?
Let $X,Y$ be separable and metrizable, with $Y$ Polish, and suppose there is a topological quotient map $f:X\to Y$ with compact fibers. Is $X$ Polish?
I have a specific space in mind, so if the ...
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When can a function be recovered from a distribution?
What properties does a distribution (in the generalized function sense) has to have in order to be a function. That is, when is $T(\varphi) = \int f \varphi$ for some $f$?
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Measure of intersections in probability spaces
Let $(X,\mu)$ be a probability space, and $0<\epsilon<1/2$. Let $\{A_i:i\in \mathbb{N}\}$ be a collection of measurable subsets of $X$ such that $\mu(A_i)\geq \epsilon$ for all $i\in\mathbb{N}$.
...
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Hausdorff Dimension of Cayley Graphs of Groups
I was wondering what has been done concerning the Hausdorff measure of the Cayley graphs of finitely generated countable groups. There are number of issues that would need to be dealt with:
1.) By ...
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Do semi-continuous functions generate bounded Borel measurable functions as a $C^*$-algebra?
This question is related to Question 2 of my previous posting.
Question. Let $\mu$ be a Radon measure on a compact Hausdorff space $\Omega$ and $L^{\infty}(\Omega,\mu)$ the set of essentially bounded ...
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Does a generic linear map admit a vector whose iterates span $V$?
We say a linear map $T$ on a finite dimensional vector space $V$ admits spanning vectors if there exists some vector $v \in V$ whose iterates $v, Tv, T^2 v, \dots$ under $T$ span $V$.
Question: ...
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Do Borel subsets of the plane with null sections have Borel projections?
This might be a very easy question, and it might be better for mathstackexchange in which case I apologize. I'm stuck on something an anonymous referee wrote to me about a paper of mine and I'm hoping ...
- 1,832
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Possible subsets of reals that equal the set of continuity of a function
This should be an easy question, but I don't quite know how to approach it. It may be somewhat related to the concepts mentioned in the context of this past question, though it was motivated mainly by ...
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