Questions about abstract measure and integral theory. Also concerns such properties as measurability of maps and sets.

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3
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1answer
126 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
1answer
93 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
0answers
134 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
0answers
92 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
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0answers
92 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
0answers
69 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
1answer
85 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
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0answers
77 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
2answers
274 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
1answer
120 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
0answers
201 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
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0answers
206 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
1answer
117 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
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0answers
87 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
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0answers
67 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
1answer
124 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
0answers
78 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
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0answers
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
1answer
178 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
1answer
183 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
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1answer
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 ...
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0answers
84 views

question about the tightness of probability measures for a general topological space

Let $(E,\mathcal{X})$ be a topological space and denote by $\mathcal{F}$ its collection of Borel subsets referred to $\mathcal{X}$. Now let $\mathcal{P}$ be the set of all probabilities on ...
1
vote
1answer
495 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 $f(x)=e^{-|x|}$, ...
3
votes
1answer
196 views

Unusual augmentation of a filtration

consider a probablity space $(\Omega,\mathcal{F}, \mathcal{P})$ and a filtration $(\mathcal{F}^0_t)$. In general $(\mathcal{F}^0_t)$ doesn't satisfy the usual conditions (it is not both complete at ...
3
votes
1answer
169 views

Is it possible to construct any random variable on the Euclidean Probability space?

Let $(\Omega,\mathscr A,P)$ be an arbitrary probability space, and let $X:\Omega\to\mathbb R$ be a random variable. Then, one can generate a random variable $Y$ from the probability space ...
0
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0answers
135 views

Integration by parts for multidimensional Lebesgue-Stieltjes Integrals

I am concerned with the following problem: I am wondering if there exists any sort of integration by parts formula for a multidimensional Lebesgue-Stieltjes integral. In my case the integral is given ...
2
votes
2answers
108 views

Completion of the set of subsets with half volume.

Let $X$ be a measure space with finite $|X|=\int_X1$ and $f:X\rightarrow \mathbb{R}$ be a function. Under what condition on $X$ and $f$ does there exist a subset $Y \subset X$ satisfying the ...
0
votes
0answers
218 views

Morphisms associated to measured spaces [duplicate]

In a previous discussion (von neumann algebras and measurable spaces), the connexion between von Neumann algebras and localized measured spaces was clarified. I would like to have a category theory ...
7
votes
3answers
342 views

Haar Measure on Locally Compact Semigroups

I'm reading on Haar measure and we know that every locally compact group admits a Haar measure, is the same true for semigroups? if not, is there a class of semigroups that admits a Haar measure? ...
7
votes
1answer
245 views

A conjecture about the measure estimates of a trigonometric polynomial

Formulation of the Conjecture Let $\Omega =(0,\pi)\times (0,2\pi)\subset\mathbb R^2$ and let $\psi:\Omega\to \mathbb{R}$ defined by $$\psi(x,t)=\sum_{k\in S \,j\in S'} \sin(kx)\left( ...
1
vote
0answers
201 views

Girsanov theorem with Geometric Brownian Motion

I am not a student in mathematics, but I am trying to use the following Theorem 8.6.6 (Girsanov theorem II) of Oksendal's SDE with geometric Brownian motion $S_{t}$ instead of the standard Brownian ...
4
votes
1answer
297 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 ...
20
votes
2answers
988 views

construction of nonmeasurable sets

I have a history question for which I've had trouble finding a good answer. The common story about nonmeasurable sets is that Vitali showed that one existed using the Axiom of Choice, and Lebesgue et ...
2
votes
1answer
93 views

Why do rotationally ordered configurations have well defined distributon function?

Let $u=(u_{j})_{j \in \mathbb{Z}}$ where $u_{j}\in \mathbb{R}$ for all $j \in \mathbb{Z}$ be a rotationally ordered configuration i.e. $S_{n,m}u>u$ or $S_{n,m}u<u$ or $S_{n,m}u=u$ where ...
0
votes
0answers
100 views

Reference request: density of $C_c^{\infty}(\mathbb R^d)$ in $L^2(\mathbb R^d,d\rho)$

My question is motivated by an optimal transportation approach to PDE's and gradient flows in metric spaces (see e.g Otto's geometry of dissipative evolution equations: the porous media equation and ...
3
votes
3answers
234 views

Do regular conditional distributions almost surely assign trivial measure to all members of the conditioning $\sigma$-algebra?

Let $(X,\Sigma)$ be a standard measurable space, let $\rho$ be a probability measure on $(X,\Sigma)$, and let $\mathcal{E}$ be a sub-$\sigma$-algebra of $\Sigma$. We will say that a stochastic kernel ...
1
vote
1answer
176 views

Bingham's paper “Finite additivity vs countable additivity” [closed]

I am reading N. H. Bingham's (2010) paper: ''Finite additivity vs. countable additivity''. Page 8, he states: "One area where the distinction between finite and countable additivity shows up most ...
0
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0answers
143 views

A not defined notion in Friedman's article about Generalized Fubini's Theorem

I intend to study Friedman's article, A Consistent Fubini-Tonelli Theorem for Nonmeasurable Functions (http://projecteuclid.org/download/pdf_1/euclid.ijm/1256047607). I think since I had a modern ...
4
votes
1answer
140 views

On a.e. approximate differentiability of certain continuous real functions

I have the following question: If $f:[0,1]\to \mathbb{R}$ is a bounded continuous function of $\sigma$-finite variation in sense 1, then is it true that $f$ is approximately differentiable a.e. on ...
5
votes
2answers
305 views

non-Borel set which intersects every compact in a Borel set

I remember hearing some time ago that there is a locally compact Hausdorff space $X$ and a non-Borel subset $E$ which intersects every compact set in a Borel set. (This would contradict Lemma 13.9 of ...
0
votes
1answer
97 views

Measurable functions lifted onto a space of point measures are measurable

I've been reading [1] and attempting to prove statements given without proof. In the paper the authors construct a measurable space of measures over a base space, and as an aside show an elegant way ...
2
votes
0answers
89 views

Borel class of a set of measures

Let $K$ be a compact Hausdorff space and consider $X=Ball(M(K))$, the unit ball of the space of regular Borel measures on $K$. Endow $X$ with the weak-$*$ topology $\sigma(M(K),C(K))$, regarding ...
3
votes
2answers
254 views

Product of Lebesgue and counting measures

Let $\mathbb R$ be endowed with the standard Euclidean topology and let $\widetilde {\mathbb R}$ denote the line endowed with the discrete topology. Let $\mu$ and $\nu$ denote the Lebesgue and ...
3
votes
2answers
92 views

Is this generating family of a measurable space of point measures a pi-system?

I'm learning some probability and measure theory and working my way through the first few paragraphs of [1]. My question is perhaps too basic for Math Overflow, but I hope it is welcome here. Point ...
2
votes
0answers
94 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
0answers
50 views

Stronger version of linearity for functions of measures

Let $X$ be a standard Borel space, and $P(X)$ be space of Borel probability measures on $X$. It is also a standard Borel space if endowed with the topology of weak convergence, so we can integrate ...
4
votes
0answers
417 views

Progressively measurable vs adapted

I often see in stochastic calculus books the terms 'adapted process' and 'progressively measurable process'. I know there is a small difference between them (every progressively measurable process is ...
2
votes
1answer
204 views

Inverse of a Borel surjection

Let $X$ and $Y$ be standard Borel spaces, and let $f:X\to Y$ be a surjective Borel map. Does there exist a Borel inverse of $f$, that is a Borel map $g:Y\to X$ such that $f\circ g = \mathrm{id}_Y$. ...
3
votes
1answer
246 views

Quotients of standard Borel spaces

Let $X$ and $Y$ be standard Borel spaces: topological spaces homeomorphic to Borel subsets of complete metric spaces. Given a surjective Borel map $f:X\to Y$, we get an equivalence relation ...
3
votes
1answer
125 views

Wiener measure of hitting sets A,B but not C (or easier hitting A but not C)

I am trying to formulate the measure of event $E=\{B[0\infty)\cap A,B \neq \varnothing$ and $B[0\infty)\cap C= \varnothing\}$, where $B[0\infty)$ is a Brownian path and $A,B,C$ are pairwise ...