**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

112 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

283 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

109 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

157 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

216 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

176 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

967 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

168 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

74 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

253 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

81 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

102 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

111 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

105 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

338 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

69 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

241 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

157 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

78 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

70 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

132 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

164 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

125 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

174 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

225 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 $S\subset X$ ...

**1**

vote

**1**answer

94 views

### Is it possible to define the density of the logistic map for $x<0$?

Probability density functions (PDF's) have inherent connections to the field of
Dynamical Systems.
The motivation for this question can be found in: ...

**7**

votes

**0**answers

139 views

### Cramer's theorem in Hilbert spaces

I am interested under what conditions Cramer's theorem applies in random variables taking values in Hilbert spaces. Following these lecture notes, but using a Hilbert space:
Let $X_1,X_2,\cdots$, be ...

**4**

votes

**0**answers

96 views

### 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 ...

**2**

votes

**0**answers

108 views

### Regularity of measures in the theorem of Riesz

There are two concurrent theories of measure/integration on a locally compact topological spaces: either as positive linear forms on the space of continuous functions with compact support, or as Borel ...

**3**

votes

**0**answers

70 views

### Measurability for disintegration of a kernel

Let $(x, A) \mapsto P(x, A)$ be a probability kernel whose "target" (wikipedia terminology) is a product space $Y \times Z$, and say both $Y$ and $Z$ are compact metric spaces. For every $x$ there is ...

**0**

votes

**1**answer

91 views

### Functional representation of adapted jointly measurable stochastic processes

It seems like the question stated here in MSE has no answer yet and seems therefore for me to be not of a basic question type. For this reason I move it to MO.
Let $X_t : \Omega \to E, \ t \geq 0$ be ...

**3**

votes

**0**answers

89 views

### How to define Product of Conditional Measures?

I have been wondering how to define the product of conditional measures as defined by Renyi-Popper. I spell the details below.
If $(X,\Sigma)$ is a measurable space, then the function $\mu : ...

**2**

votes

**2**answers

282 views

### If $ F(x,\bullet) \in {L^{2}}(G,B) $ for all $ x \in G $, then is $ x \mapsto F(x,\bullet) $ strongly measurable?

This question is related to something that I asked yesterday: If $ F(x,\bullet) \in {L^{\infty}}(G,B) $ for all $ x \in G $, then is $ x \mapsto F(x,\bullet) $ strongly measurable?
Pietro Majer ...

**4**

votes

**1**answer

121 views

### If $ F(x,\bullet) \in {L^{\infty}}(G,B) $ for all $ x \in G $, then is $ x \mapsto F(x,\bullet) $ strongly measurable?

Let $ (X,\Sigma,\mu) $ be a $ \sigma $-finite measure space and $ B $ a Banach space. A function $ f: X \to B $ is said to be strongly $ \mu $-measurable iff it is the almost-everywhere pointwise ...

**4**

votes

**0**answers

232 views

### Total variation and Hellinger distance inequality between truncated Gaussians

We know that the total variation distance, $d_{TV}(P,Q) = \frac{1}{2}\left|\left|P-Q\right|\right|_1$, between any two distributions $P$ and $Q$ is lower bounded by their squared Hellinger distance, ...

**5**

votes

**0**answers

215 views

### Approximating a measurable function from a second-countable, locally compact Hausdorff group to a separable Banach space

Let $ G $ be a second-countable, locally compact Hausdorff group and $ B $ a separable Banach space.
We say that a function $ f: G \to B $ is Bochner-measurable if and only if it is the everywhere ...

**5**

votes

**1**answer

119 views

### The Notion of Strong Measurability for Separable Banach Spaces

Let $ (X,\Sigma,\mu) $ be a measure space and $ B $ a Banach space. According to my understanding, a function $ f: X \to B $ is said to be strongly $ \mu $-measurable if and only if it is the ...

**0**

votes

**0**answers

90 views

### Reference: Bochner Integral`

What would be an easily accessible book dealing with Bochner integration as applied to probability theory (I'm looking to understand random elements and their basic related concepts in a formal yet ...

**1**

vote

**0**answers

72 views

### Inversion of Fourier transform of a multivariate gamma distribution in polar form?

Let $\mathbb{S}^{N-1}$ be the unit sphere in $\mathbb{R}^N$ under the Euclidean norm $||\cdot||$. Let $\mu$ be an infinitely divisible Borel measure. If there exists a finite measure $\alpha$ on ...

**2**

votes

**1**answer

130 views

### Weak Convergence to Lebesgue Measure

I'm trying to understand the proof given by D. Rudolph in his paper "x2 and x3 invariant measures and entropy". I'm particularly trying to undestand the proof of lema 4.4.
Let's consider a secuence ...

**3**

votes

**0**answers

85 views

### Pointwise a.e. formulation of parabolic PDE, what if null set depends on test function?

Let $u \in L^2(0,T;V)$ with $u_t \in L^2(0,T;V^*)$ be a solution of
$$\langle u_t(t), v \rangle + a(t;u(t), v) = \langle f(t), v \rangle$$
where $f \in L^2(0,T;V^*)$ and we have the usual assumptions ...

**0**

votes

**0**answers

60 views

### Showing that a particular function from a locally compact Hausdorff group $ G $ to a $ C^{*} $-algebra $ A $ is Bochner-measurable

Suppose that we have the following data:
A $ C^{*} $-algebra $ A $.
A locally compact Hausdorff group $ G $.
A strongly Borel mapping $ \alpha: G \to \text{Aut}(A) $, the automorphism group of $ A ...

**1**

vote

**1**answer

189 views

### Kolmogorov doesn't show existence of Dirichlet process for arbitrary measurable spaces. Why?

I'm trying to understand the problem arising when using Kolmogorov's extension theorem to prove the existence of the Dirichlet process on an arbitrary measurable space ...

**6**

votes

**1**answer

187 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 \; ...

**13**

votes

**1**answer

1k views

### Is every continuous function measurable?

This question has already been asked on Math StackExchange here, but was too old to be migrated, and I think will be more appropriate to MathOverflow.
In non-Hausdorff topology it is standard to ...