**7**

votes

**1**answer

300 views

### Under $\neg CH$, have countable unions of rationally independent numbers inner measure zero?

In their 1943 paper On non-denumerable graphs, Erdos and Kakutani suggest as likely the following proposition.
(EK*) Suppose CH fails and $\lbrace M_n : n \in \omega \rbrace$ is a countable family of ...

**3**

votes

**2**answers

197 views

### When does a function space allow for point evaluations? [closed]

Consider a space of (generalized) functions $F$ defined on a measure space $\Omega$ and equipped with a topology.
What are necessary and sufficient conditions for point evaluations at arbitrary $x ...

**1**

vote

**0**answers

51 views

### Pollard's construction of measures from set functions on lattices of sets

Theorem 12 in Appendix A of Pollard's A User's Guide to Measure Theoretic Probability gives conditions under which a set function defined on a family of sets $\mathscr{K}$ which is closed under finite ...

**-1**

votes

**1**answer

109 views

### Continuity of function mapping $\mathcal{P}(\mathcal{P}(X))$ to $\mathcal{P}(X)$ [closed]

Given a topological space $Y$, let $\mathcal{P}(Y)$ be the set of all probability measures on $Y$, endowed with the weak* topology.
Let $X$ be a topological space (for convenience, it might be Polish ...

**7**

votes

**0**answers

224 views

### A question about finitely additive extensions of Lebesgue measure

Suppose $m:P([0, 1]) \to [0, 1]$ is a finitely additive measure extending the Lebesgue measure. Must there exist some $X \subseteq [0, 1]$ such that $m(X \cap I) = |I|/2$ for every sub interval $I ...

**4**

votes

**1**answer

144 views

### convergence of integral for each bounded function in probability

Let $\mu, \mu_1, \mu_2, \dots$ be random measures on
a Polish space (separable completely metrizable topological space) $(S, {\mathcal S})$.
Suppose I know that
$$\int f d \mu_n \to \int f d\mu$$
...

**2**

votes

**1**answer

74 views

### Quotient sigma-algebra generated by quotient-measurable generating sets

Let $X$ be a measurable space whose $\sigma$-algebra is generated by a family $\mathcal{G}=\bigcup_n \mathcal{G}_n$ of subsets of $X$, where $(\mathcal{G}_n)$ is a sequence of $\sigma$-algebras on $X$ ...

**10**

votes

**1**answer

248 views

### Are there any exact results for Hausdorff Measure?

The computation of the Hausdorff measure is extremely difficult due to the infinum appearing in its definition. This has made the calculation of the Hausdorff measure for nearly all fractals difficult ...

**3**

votes

**2**answers

176 views

### Plane measurable sets and measurable rectangle

Does every measurable set in the plane with positive Lebesgue measure contain a cartesian product of two measurable sets of the real line with positive Lebesgue measures?

**4**

votes

**1**answer

186 views

### Meager set of full measure

Let X be a compact Hausdorff topological group and let m be the Haar measure on X. Can we find a meager set in X whose complement is m-null? I can do it when X is separable but I don't know if there ...

**0**

votes

**0**answers

103 views

### Alternate proof for Caratheodory extension theorem

This question is on the intuition behind the Caratheodory definition of measurable sets as given in Billingsley. He motivates by saying that we "should" call a set $A$ measurable if $$P^*(A) + ...

**2**

votes

**2**answers

175 views

### How to show that there's a continuous function separating convex sets of Radon measures?

First, the setup: $X$ is a compact set. By Riesz's representation theorem $C(X)^*=${all Radon measures on $X$}. $K$ is a convex, closed set of probability measures. $m$ is a probability measure out of ...

**3**

votes

**2**answers

242 views

### Topologies for which $\mathcal{M}(X)\otimes \mathcal{M}(Y)$ is dense in $\mathcal{M}(X\times Y)$

Are there complete TVS topologies for which $\mathcal{M}(X)\otimes \mathcal{M}(Y)$ is dense in $\mathcal{M}(X\times Y)$
This question is strongly linked to
is the space of all borel measures on ...

**0**

votes

**1**answer

131 views

### Is the following “section-wise” defined function measurable in the product space?

I asked this question in mathstackexchange a couple of days ago. Almost right after posing it a partial (affirmative) answer came to my mind in the following form
Proposition: Assume that ...

**11**

votes

**2**answers

295 views

### A measure on the space of probability measures

This question was originaly posted in the stackexchange https://math.stackexchange.com/questions/1226701/a-measure-on-the-space-of-probability-measures but since it only got a comment I decided to ...

**6**

votes

**2**answers

293 views

### Existence of a measure-preserving bijection

Let $f, g \, \colon \mathbb{R}^n \rightarrow \mathbb{R}$ be two Borel-measurable functions such that $f$ is non negative and
g is radially symmetric,
the function $ (0, \infty )\ni t \mapsto g ...

**1**

vote

**0**answers

79 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

**1**answer

232 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

**1**answer

125 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 $< f,X>$ ...

**23**

votes

**2**answers

439 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 ...

**4**

votes

**3**answers

378 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

**2**answers

129 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

**3**answers

324 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 ...

**4**

votes

**1**answer

94 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 < ...

**3**

votes

**2**answers

190 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 ...

**3**

votes

**0**answers

131 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

**1**answer

122 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

**1**answer

84 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

**1**answer

189 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

**2**answers

181 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

**0**answers

75 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

**1**answer

175 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

**1**answer

345 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

**2**answers

215 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

**1**answer

58 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

**2**answers

199 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 ...

**3**

votes

**2**answers

162 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

**0**answers

90 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

**1**answer

162 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

**1**answer

164 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

**1**answer

100 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

**2**answers

200 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 ...

**31**

votes

**2**answers

801 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**

votes

**0**answers

44 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

**1**answer

131 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

**1**answer

184 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

**1**answer

404 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

**1**answer

190 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

**1**answer

111 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

**0**answers

154 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 ...