**4**

votes

**1**answer

149 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

159 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

95 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

181 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 ...

**30**

votes

**2**answers

772 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

43 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

117 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

178 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

386 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

173 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

110 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

138 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 ...

**1**

vote

**0**answers

41 views

### Progressive measurability and functional composition

Suppose we have a progressively measurable process $X$ taking values in $\mathbb{R}^d$. What are sufficient conditions on a function $f( x, t, \omega ) \colon \mathbb{R}^d \times [0,\infty) \times ...

**1**

vote

**1**answer

94 views

### Conversion between condtional expection conditioned on $\sigma$-algebra and on r.v

Let $(\Omega, \mathcal F, P)$ be a probability space, and let $\mathcal G \subseteq \mathcal F$ be a sub-$\sigma$-algebra of $\mathcal F$ and $X : \Omega \to \mathbb R$ a random variable. Then the ...

**5**

votes

**0**answers

137 views

### 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 $\mu_{n}(U)=\max_{t\in S^{1}}\frac{1}{n}\cdot|\{k\in\{1,...,n\}|t\cdot e^{\frac{2\pi ik}{n}}\in U\}|$. ...

**0**

votes

**0**answers

78 views

### Discrete measures and discrete kernels

This is a cross-post from math.stack. Let $d\in\mathbb N$ and $\mu$ be the probability measure on $\mathbb R^d$ defined by $\mu=\sum_{k=1}^\infty 2^{-k}\delta_{x_k}$ for some sequence ...

**11**

votes

**1**answer

315 views

### Krein Milman theorem without the axiom of choice

The Krein-Milman theorem asserts that in a locally convex topological vector space, a nonvoid compact convex subset is the closed convex envelope of its extreme points. But I would like to know when ...

**2**

votes

**0**answers

88 views

### Regularity of Dirac measure on Baire sets [closed]

Suppose $X$ is a locally compact Hausdorff space.
Define the Baire sets in $X$, denoted by $\mathcal Ba(X)$,
to be the smallest $\sigma$-algebra that contains all compact $G_\delta$ subsets of $X$.
...

**0**

votes

**1**answer

124 views

### Is the push forward of a sigma-finite measure equivalent to a sigma-finite measure?

Let $X$ and $Y$ be locally compact, second countable spaces, and let $\varphi \colon X \to Y$ be a Borel map. Let $\mu$ be a sigma-finite measure on $X$. In general, the push-forward $\varphi_*\mu$ is ...

**0**

votes

**0**answers

63 views

### Extension of functions on Cameron-Martin space

Edit: The following is more or less nonsense:
Let $\mu$ be the Standard Gaussian measure on $\mathbb{R}^\infty$ (i.e. the measure such that the projections $p_j$ are independent $\mathcal{N}(0, ...

**1**

vote

**0**answers

59 views

### Getting a measure from a premeasure through an adjoint

Let's take the category of measure spaces with objects $(X,\mathcal{F},\mu)$ and avoid the morphisms for now (I'm not sure what they should be), where $X$ is a set, $\mathcal{F}$ is a ...

**1**

vote

**0**answers

113 views

### Is it possible to improve the order of convergence of averages of random variables if they are not identically distributed?

Let $X_n$ be a sequence of independent random variables (but not necessarily identically distributed)
taking values in $[-1,1]$ that have the following property:
1) The average $A_n := \frac{(X_1+ ...

**5**

votes

**1**answer

291 views

### Itô's article “A measure-theoretic approach to Malliavin calculus”

Apart from citations all over the internet, the following paper appears to be off-the-grid.
K. Itô, A measure-theoretic approach to Malliavin calculus, in 'New Trends in Stochastic Analysis', Proc. ...

**4**

votes

**1**answer

118 views

### Calculate Hausdorff measure with Frostman measures

Fix a metrix space $(X,d)$ and consider the Hausdorff (outer) measures $\mathcal{H}^s$ on $X$.
A Frostman measure on $X$ is a finite Borel measure $\mu$ such that there exists $C,t,r_0>0$ with ...

**1**

vote

**1**answer

159 views

### A question regarding sets of Vitali's type in models of $ZF+GCH$ where $L$$\neq$$V$

Consider sets of Vitali's type in models of $ZF+GCH$ where $L$ $\neq$$V$. Are there sets of Vitali's type in both $L$ and $V-L$? If so, is there any way one can distinguish the constructible sets of ...

**4**

votes

**1**answer

218 views

### Characterizing residually amenable groups

Let $G$ be a finitely generated group. The amenability of $G$ is equivalent to the existence of a certain "weak measure" on $G$. Is there such a characterization for residually amenable groups as ...

**4**

votes

**0**answers

183 views

### Dual or pre-dual of BV

Was there any relevant work to determine the dual (or more likely the predual) of the space of bounded variation functions $BV(\mathbb{R}^n)$ (I recall the definition : a function in ...

**12**

votes

**4**answers

1k views

### Sierpinski's construction of a non-measurable set

In the early 20th century there was a lot of fuss over the axiom of choice implying that there are Lebesgue non-measurable sets of reals. In his book about The Axiom of Choice, Gregory Moore points to ...

**2**

votes

**2**answers

174 views

### Uniformly bounded operator family and pointwise convergence

Let $1 \leq p < \infty$ be fixed and let $\Omega \subseteq \mathbb{R}^n$ be open. Let $(Q_n)_{n \in \mathbb{N}}$ be a uniformly bounded family of operators on $L^p(\Omega)$, i.e. there exists ...

**0**

votes

**0**answers

58 views

### Question about the representation of Skorokhod

I have a question about Skorokhod's representation theroem. Let $\Omega=R^m$ and define the canonical process $X=(X_1, ..., X_m)$, i.e. $X(\omega):=\omega$ for any $\omega=(\omega_1,..., \omega_m)\in ...

**3**

votes

**0**answers

65 views

### Reasoning about dependent and independent quantities by “degrees of freedom”

In his classic textbook Foundations of the Theory of Probability Kolmogorov defines Independence a little bit differenent then it is usually done today. He denotes a probability space by $(E, \mathcal ...

**0**

votes

**1**answer

76 views

### Extend product sigma-algebra to cross-constant sets

We have two probability spaces $(\Omega_1,\mathcal{F_1},P_1)$ and $(\Omega_2,\mathcal{F_2},P_2)$. Is it possible to construct probability space $(\Omega=\Omega_1\times\Omega_2,\mathcal{F},P)$ such ...

**7**

votes

**0**answers

258 views

### Two questions about universally measurable sets

I have two questions about universally measurable sets:
(1) Is there a universally measurable set of reals which does not have the Baire property?
(2) Is there a universally measurable set of reals ...

**0**

votes

**0**answers

83 views

### What is the sigma field of the derivative of a process?

When $t\to X_t$ is an absolutely continuous process ($X_t= X_0+ \int_0^t Y_s dt$ for some measurable process $Y_t$) we have for all $t$ $$\sigma(Y_t) \subset \cap_{\epsilon >0}\sigma(X_{s}, s\in ...

**0**

votes

**0**answers

106 views

### Defining density of a random function using Radon-Nikodym Theorem

Let $(\Omega,\mathbb{F},P)$ be a probability space and $E$ be an infinite dimensional Banach space and $\mathbb{B}$ be the $\sigma$-algebra of Borel subset of $E$.
Let $X$ be random function defined ...

**2**

votes

**0**answers

119 views

### Lebesgue point and regularity of functions

A known theorem says that for $f \in L_{loc}^1(\mathbb{R}^d)$, almost every point is a Lebesgue point.
I know too a theorem saying that for $f \in W_{loc}^{1,p}(\mathbb{R}^d)$ , every point is a ...

**0**

votes

**1**answer

109 views

### Are the natural numbers a disjoint union of infinite sets of zero asymptotic density? [closed]

Suppose $\mathbb{N}=\bigsqcup_{i\in\mathbb{N}}E_i$ with $\#E_i=\infty$ for each $i$.
Is it possible that $\limsup_{N\to\infty}\frac{1}{N}\#(E_i\cap\{1,\ldots,N\})=0$ for all $i$, which would mean ...

**10**

votes

**3**answers

345 views

### Reference for a strong intermediate value theorem for measures

Let $\mu$ be a finite nonatomic measure on a measurable space $(X,\Sigma)$, and for simplicity assume that $\mu(X) = 1$. There is a well-known "intermediate value theorem" of Sierpiński that states ...

**1**

vote

**0**answers

70 views

### Measurability of solution of diffusion equation in sub sigma algebra

I want to solve the following problem:
Get $\omega \in \Omega \subset \mathbb{R}$, $x \in D \subset \mathbb{R}^2$ and $0<a_i\leq a(.,.)\leq a_x<\infty$.
Let $a( x;. )$ and $f(x;.)$ be ...

**6**

votes

**1**answer

245 views

### Is an infinite-dimensional “Lebesgue measure” uniquely determined by a set of positive finite measure?

Let $\mu$ be a probability measure on a subset $C \subset \mathbb{R}^\infty$ of the space of sequences, and assume, for simplicity, that $C$ is closed and convex.
We say that $\mu$ admits shifts if ...

**1**

vote

**1**answer

159 views

### How does Azuma's Inequality result from Pinelis Inequality?

According to [1]
Let $(\mathcal{X},||\cdot||)$ be a separable Banach space and let
$S(\mathcal{X})$ denote the class of all sequences
$f=(f_j)=(f_0,f_1,...)$ of Bochner-integrable random ...

**1**

vote

**0**answers

47 views

### Finding a general form of the density function when we have a four dimensional random variable

Consider a subject having time of the specific event $T_i$, which is a single sample from a
distribution $F_i$ with density $f_i$ and support
$[t_{\min},t_{\max}]$, for $i= 1,\ldots,n$. Let these ...

**2**

votes

**0**answers

79 views

### McDiarmid's inequality on normed spaces

McDiarmid's inequality says if a function $f: \mathcal{X}^n\to\mathbb{R}$ has the property that
$$
\sup_{x_1,\dotsc,x_n,x'_i\in\mathcal{X}} ...

**0**

votes

**0**answers

73 views

### existence of locally translation-invariant Borel measure on Frechet manifolds

It is well known that the only locally finite, translation-invariant Borel measure on an
infinite-dimensional, separable Frechet space is the trivial measure. I am wondering about an analogous ...

**3**

votes

**0**answers

136 views

### Hausdorff densities

I've been stuck on this one for a while now.
Given an $\mathcal{H}^{s}$ measurable subset $E\subset \mathbb{R}^n$ with $0<\mathcal{H}^{s}(E)<\infty$, we let $\overline{D}^{s}(E,x)$ denote the ...

**7**

votes

**1**answer

168 views

### Space of Borel measurable maps

That's a question from MSE (here) that did not receive any answer for some days. I migrate it to MO.
Let $X$ and $Y$ be two standard Borel spaces and consider the set $M(X,Y)$ of measurable maps $f: ...

**4**

votes

**2**answers

130 views

### About a construction of Borel $\sigma$-algebra associated to a lattice

Let $(\mathcal{A}, \cup, \cap)$ a lattice (with minimum and maximum elements $\bot$ and $\top$).
Let $X\subset \mathcal{A}$ a generator set (a set of minimal cardinality that generate $\mathcal{A}$ ...

**0**

votes

**1**answer

175 views

### Aronszajn measure

In a geometric measure theory (GMT) course I'm following this year, the professor told us about the Aronszajn measure, and asked us to go check by ourselves what it reprensents (the course was about ...

**1**

vote

**1**answer

240 views

### Hoeffding's inequality for vector valued random variables

Is there a version of Hoeffding's inequality for vector valued random variables?
This seems to be hard to find and I wonder why. I suppose it is difficult to show Hoeffding's lemma, since the proof ...

**3**

votes

**1**answer

127 views

### About the Caratheodory class.

Let $X$ a set, and $\mathcal{P}(X)$ the class of its subset's.
Let $\mathcal{A}\subset \mathcal{P}(X)$, we call a map $L: \mathcal{P}(X)\to[0, \infty]$ $\mathcal{A}$-regular if for any $S\subset X$ ...