**0**

votes

**1**answer

136 views

### Countably generated $\sigma$-algebra

Let $(\Omega,\Sigma,\mu)$ be a countably generated probability space. Must $(\Omega,\Sigma,\mu)$ be isomorphic modulo null sets to a standard probability space?
I assume not, so here is a more ...

**3**

votes

**2**answers

118 views

### Extreme couplings

Let $X,Y$ be Polish spaces, and $\mu$ and $\nu$ are probability measures on $X$ and $Y$ respectively. We say that $M$ is a coupling of $\mu$ and $\nu$ if it is a probability measure on $X\times Y$, ...

**0**

votes

**0**answers

71 views

### Measurable sets of probability measures $\{\mu \in M: (\mu \times \mu)(A) \in B\} \in \mathscr{M}$

Let $(X,\mathscr{F})$ be a measurable space, and let $M$ be the set all probability measures $\mu: \mathscr{F} \to [0,1]$. Let us denote with $\mathscr{M}$ the $\sigma$-algebra on $M$ generated by the ...

**6**

votes

**1**answer

230 views

### Completion of spaces of measures w.r.t. weak norms

For the sake of concreteness denote by $M_0(X)$ the linear space of all signed Borel measures $\sigma$ with $\sigma(X)=0$ on some metric space $(X,d)$ and fix some base point $x_0\in X$. On this space ...

**12**

votes

**2**answers

262 views

### Are finitely generated amenable groups positively finitely generated?

Let $G$ be a finitely generated amenable group.
Is there a positive integer $n$ such that $n$ random elements of $G$ generate it with positive probability?
Being more formal, note that $G^n$ is ...

**0**

votes

**0**answers

90 views

### Bounds on Wasserstein (Kantorovich) distance

Let $X$ be a Polish space endowed with a bounded metric $\rho_X$. Let $\mu, \mu'$ be two probability measures, and $\kappa, \kappa'$ be two stochastic kernels on $X$. Assume that $\kappa, \kappa'$ are ...

**2**

votes

**1**answer

119 views

### Visualizing ANOVA Decomposition [closed]

Let $f \in L^2[0,1]^d$ be a measurable function where $d \in \mathbb{N}$. For a given subset $u \subseteq D := \{1,2,\ldots,d\}$ consider the projections $P_u : L^2[0,1]^d \to L^2[0,1]^{|u|}$ given ...

**3**

votes

**2**answers

135 views

### Convex combinations of Bernoulli Measures

How big is the weak-* closure of the set of all (finite) convex combinations of Bernoulli measures among all invariant probability measures?
I mean, we are in the symbolic space $\{1,2,\ldots,d\}^{\...

**3**

votes

**0**answers

45 views

### 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 ...

**1**

vote

**0**answers

113 views

### Interchanging integrals and continuous linear forms in RKHS

I am reading Reproducing kernel Hilbert spaces in probability and statistics by A Berlinet, C Thomas-Agnan.
In Chapter 5 INTEGRATION OF $\mathcal{H}$-VALUED RANDOM VARIABLES they write One of the ...

**0**

votes

**1**answer

68 views

### Approximating characteristic functions by cutting the real axis into smaller and smaller pieces

Let $\Lambda_r^*=\frac{1}{2\pi r} \mathbb{Z} \subset\mathbb{R} (r>0)$, let $E\subset\mathbb{R}$ be a Lebesgue measurable set with finite measure $|E|$, define $J_r=(-\frac{1}{4\pi r}, \frac{1}{4\pi ...

**3**

votes

**0**answers

102 views

### Radon-Nikodym derivative as a limit of ratios

This question is related to Radon-Nikodym derivatives as limits of ratios.
Let $F$, $G$ be sigma-finite measures (or at least probability measures) on $\mathbb{R}$ such that $F \ll G$.
The theorem ...

**1**

vote

**0**answers

67 views

### Stochastic calculus in $L^1$

Does there exist a more general (than Malliavin or Itô) "Stochastic calculus" defined on $L^1$ space, or some Orlicz space between $L^2$ and $L^1$?
For examples: are there:
Ito Isometry(-...

**2**

votes

**0**answers

48 views

### Uniform convergence of long geodesic to Liouville measure

Here is the set up : let $(S,g)$ an hyperbolic surface and $L_g$ the associated volume measure. By the shadowing lemma there exist sequences of long closed geodesics, $\gamma_n$ which approximate the ...

**0**

votes

**0**answers

67 views

### Special random variables and monotone class theorem

I am currently reading a proof where the $\pi-\lambda$ Lemma and the monotone class theorem are applied to show a certain property for bounded random variables. The author of the book always shows the ...

**4**

votes

**3**answers

198 views

### 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 $i\in\mathbb{N}$.
...

**2**

votes

**1**answer

76 views

### Covariance matrix as optimization problem solution?

I have seen the expectation of a random vector expressed as the solution to the optimization problem:
\begin{equation}
\mathbb{E}[X]=argmin_{v \in \mathbb{R}^n}\mathbb{E}[\|X-v\|_{l^2}^2](:= \int_{\...

**16**

votes

**1**answer

366 views

### A nice subcategory of the category of measurable spaces

Is there some notion of "nice" measurable spaces and "nice" maps between them which satisfies the following properties?
The real line equipped with the Lebesgue $\sigma$-algebra is nice.
Any ...

**1**

vote

**0**answers

77 views

### Subgroups of finite non-zero Haar measure of abelian locally compact groups

Is it true that every subgroup of finite non-zero Haar measure of an abelian locally compact group should be open and compact? This is obviously true for the case of discrete abelian groups. Thanks.

**0**

votes

**0**answers

89 views

### Strong Lebesgue regularity lemma

I have troubles in understanding how the Strong Lebesgue regularity lemma implies the Rademacher differentiation theorem. An informal proof was given by Tao on his blog: https://terrytao.wordpress.com/...

**2**

votes

**1**answer

177 views

### What is the formal name of this set-related concept?

I "invented" a concept and it feels like it has already been invented before. I would like to know whether such a concept exists and if so, what is its name?
Let $S$ be a family of finite sets.
...

**1**

vote

**0**answers

76 views

### Can Gradient be controlled by Curl and Divergence in Morrey spaces

In $L^p(\mathbb{R}^3)$, it holds for $1< p< \infty$ and $\mu\in C^\infty_0(\mathbb{R}^3)$,
$$\|\nabla\mu\|_p\leq C \left( \|\operatorname{div} \mu\|_p + \|\nabla\times\mu\|_p \right).$$
So, how ...

**1**

vote

**0**answers

97 views

### weak-* versus entropy growth

General question. Let $\eta_{n}$ be a sequence of invariant measures on $\{0,1,2,...,p-1\}^{\mathbb{N}}$ and $B$ the Bernoulli uniform measure. Knowing that $\eta_{n} \rightarrow B$ in the weak-* ...

**10**

votes

**1**answer

350 views

### Every measure on a set $X$ extends to the power set of $X$: Consistent or not with ZF?

Question. Is it consistent with ZF that every (countably additive, non-negative) measure $\mu: \Sigma \to \bf R$, where $\Sigma$ is a sigma-algebra on a given set $X$, extends to a (countably additive,...

**4**

votes

**1**answer

129 views

### Weak convergence in random measures

I don't understand the following as I read along a proof in a paper (Page 66, "Asymptotic Behaviour of some interacting systems", by Sylvie Meleard):
We denote by $\mathcal{P}({M})$ the space of ...

**2**

votes

**1**answer

94 views

### Do we have independence if we let the indices of the events increase?

Let $(\Omega, \mathscr F, \mathbb P)$ be a probability space.
Consider events indexed by $m, n \in \mathbb N$:
$ \ \ \ \ \ \ \ \ \ \ \ A_{1,n}, A_{2,n}, A_{3,n} ...$ are n-wise independent.
$A_{m,1}...

**2**

votes

**1**answer

140 views

### Extremally disconnected spaces and a measure theoretic property

Suppose that $X$ is an extremally disconnected topological space (meaning that the closure of an open set is still open). Then $X$ has the following property: the family of all sets $S$ such that $S$ ...

**4**

votes

**1**answer

85 views

### Question about the weak convergence of probability

Let $\mu$ be a probability measure on $\mathbb R$ and set
$$c(K):=\int_{\mathbb R}(x-K)^+d\mu(x).$$
Assume that one has a sequence of probability measures $(\mu_n)_{n\ge 1}$ s.t.
$$\int_{\mathbb R}\...

**1**

vote

**1**answer

117 views

### Question abouth Skorokhod representation of random variables (II)

This is a continuation of
Question abouth Skorokhod representation of random variables
Let $\mu$ and $\nu$ be two probability measures on $\mathbb R$ such that
$$\int_{\mathbb R}|x|^pd\mu(x),~ \...

**5**

votes

**1**answer

116 views

### Question abouth Prokhorov metric

Let $X$ and $Y$ be two random variables with first order moments, i.e. $E[|X|]$, $E[|Y|]<+\infty$. Assume further that
$$E\left[|X-Y|\right]<\varepsilon.$$
Set $Law(X)=\mu$ and $Law(Y)=\nu$, ...

**3**

votes

**0**answers

189 views

### The projection of density $1$ point on a rectifiable set

I posted this question on MSE but I received no reply. So I repost this here for better luck. Thank you!
Let $\Gamma\subset \mathbb R^N$ be $\mathcal H^{N-1}$-rectifiable. Then we know that $\mathcal ...

**4**

votes

**1**answer

132 views

### Is there a mixing condition to get the decay property I want?

Let $(X,\mu)$ be a probability measure space and $T:X\to X$ an ergodic invertible measure preserving transformation.
Consider a measurable set $A\subset X$ with $0<\mu(A)<1$
For each $N$ define ...

**2**

votes

**0**answers

51 views

### Doubts regarding pre-compactness of bounded sequence of measure valued functions

Given:
$\phi(x,\lambda) : \Omega$X$\mathbb R \to \mathbb R^{n}$ be a Caratheodory vector such that for each $M \gt 0 $, $\alpha_{M}(x) = max_{|u| \leq M} |\phi(x,u)| \in L^{2}_{loc} (\Omega)$ .
...

**3**

votes

**1**answer

157 views

### Question abouth Skorokhod representation of random variables

It is known that for any two probability measures $\mu$ and $\nu$ on $\mathbb R$ that are close in the Prokhorov metric $\rho$, i.e.
$$\rho(\mu,\nu)<\varepsilon,$$
then there exist two random ...

**7**

votes

**0**answers

250 views

### Generator of a $\bigoplus_{n=0}^\infty \mathbb{Z}/2\mathbb{Z}$-action

Let $T$ be a measure-preserving action of a group $G$ on a Lebesgue space $X$. That means that $T$ associates an automorphism (i.e. an invertible measure-preserving transformation) $T^g$ of $X$ to ...

**0**

votes

**0**answers

67 views

### $\sum_{n\in\mathbb{Z}^2}d\mu(x-2\pi n)=0\Rightarrow$ the summands are pairwise mutually singular

Let $\mu$ a finite measure supported by $\Gamma$ (smooth curve in $\mathbb{R}^2$) and absolutely continuos with respect to the arc length measure on $\Gamma$.
Please why if $\sum_{n\in\mathbb{Z}^2}d\...

**0**

votes

**1**answer

164 views

### $\int_{R^2}\varphi(x)d\mu(x)=0$ $\Leftrightarrow$ $\sum_{n\in \mathbb Z^2} d\mu(x-2\pi n)=0$

Let $\mu$ be a finite measure supported by $\Gamma $ (a smoth finite curve) and absolutely continuous with respect to the length measure on $\Gamma$ such that $\Gamma \cap (\Gamma+x)$ is a finite ...

**6**

votes

**1**answer

121 views

### Generator determined by finitely many translates implies zero entropy

Let $T$ be a measure preserving transformation of a standard probability space $(X,\mathcal{B},\mu)$. A partition $\alpha$ of $X$ is said to be a generator for $T$ if the smallest $T$ invariant $\...

**1**

vote

**0**answers

142 views

### Sigma algebra generated by SOT versus of sigma algebra generated by WOT

Let $H$ be a non-separable Hilbert space. Let us denote $B_s$ ($B_w$), by the sigma algebra generated by the strong operator topology (weak operator topology) on $B(H)$.
Question: Is $B_s$ the same ...

**0**

votes

**1**answer

190 views

### Is the limsup or liminf of n-wise independent events independent?

Let $(\Omega, \mathscr F, \mathbb P)$ be a probability space.
Consider events indexed by $m, n \in \mathbb N$:
$ \ \ \ \ \ \ \ \ \ \ \ A_{1,n}, A_{2,n}, A_{3,n} ...$ are n-wise independent.
$A_{m,1}...

**1**

vote

**1**answer

85 views

### Calculate correlation values of an ensemble of $N\times N$ real asymmetric random matrix from Gaussian measure

I am now reading a paper by Sommers, H. J., et al. "Spectrum of large random asymmetric matrices." Physical Review Letters 60.19 (1988): 1895-1898., it claims a mathematical statement (equation (2) in ...

**8**

votes

**1**answer

571 views

### Sort-of Converse of Kolmogorov Zero-One Theorem

Let $(\Omega, \mathscr F, \mathbb P)$ be a probability space. The Kolmogorov Zero-One Theorem states that
Suppose we have independent random variables $X_1, X_2, ...$. Then $\forall \ A \in \...

**6**

votes

**1**answer

200 views

### When is Hausdorff measure a Frostman measure?

Let $(X,d)$ be a metric space and let $\mathcal{H}^s$ be the $s$-dimensional Hausdorff measure on $X$.
For a measure $\mu$ on $X$, we say that $\mu$ is a Frostman measure (sometimes referred as ...

**4**

votes

**1**answer

182 views

### Operator-valued measurable functions

Let $H$ be a non separable Hilbert space and $\Omega$ be a measurable space.
Naturally, we say that $f:\Omega\to B(H)$ is $w$-measurable if $f^{-1}(O)$ is measurable for any open set $O$ in the weak ...

**3**

votes

**1**answer

101 views

### Number of lattice points in homotetic image

I asked this question on MSE a week ago and it gave me a tumbleweed badge :-)
Let $\Lambda$ be a lattice in $\mathbb R^n$, with covolume $\Gamma$.
Moreover, let $S$ be a bounded (Lebesgue-)measurable ...

**2**

votes

**0**answers

75 views

### Moment Sequence in l²

I have the following problem/question:
For which finite regular complex measures $\mu$ is the moment sequence
$$
\left(\int_{[-1,1]}t^k\,d\mu\right)_{k\in\mathbb N}
$$
a member of $\ell^2(\mathbb N)$?...

**3**

votes

**0**answers

86 views

### What are universal abstract $\sigma$-algebras on $\sigma$-frames?

Originally asked on MSE.
In this paper, the authors make the following definitions:
An (abstract) $\sigma$-algebra is a boolean algebra with countable joins.
A $\sigma$-frame is a bounded lattice ...

**2**

votes

**0**answers

143 views

### On the use of the term “field of sets” in Maharam's papers

I am reading some papers by D. Maharam, and feel a little bit confused about her use of the term "field of sets". Nowadays, I think the term is standardly used to mean a pair $(X, \mathscr{F})$ for ...

**6**

votes

**1**answer

192 views

### Darboux property of non-atomic sigma-additive nonnegative measures equivalent to the AC?

A result commonly, and probably erroneously, attributed to W. Sierpiński is that every non-atomic, countably additive, nonnegative measure $\mu: \Sigma \to \bf R$, where $\Sigma$ is a sigma-algebra on ...

**3**

votes

**0**answers

67 views

### Stochastic equation

Let $X,Y$ be Polish spaces and $\kappa:X\times \mathcal B(Y)\to[0,1]$ be a Borel-measurable stochastic kernel on $Y$ given $X$. Under which conditions for a probability measure $\nu$ on $Y$ there ...