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

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6
votes
2answers
331 views

The First Failure of GCH in Large Cardinals Smaller than Measurables

A well known theorem by Scott says: If $\kappa$ is a measurable cardinal and $\mu$ a normal measure on it and $\mu (\lbrace\lambda\in\kappa~|~2^{\lambda}=\lambda^{+}\rbrace)=1$ then ...
1
vote
0answers
79 views

Differentiability of $f*g$ on the circle, for integrable f, bounded g, and some decay of the Fourier coefficients of f

If $f\in L^1(\mathbb{T})$ and $g\in L^\infty(\mathbb{T})$ where $\mathbb{T}$ is the circle, such that $\hat{f}\in L^{p}(\mathbb{Z})$ for some $1\leq p<\infty$, do we have that $f*g$ is ...
12
votes
4answers
456 views

Continuity on a measure one set versus measure one set of points of continuity

In short: If $f$ is continuous on a measure one set, is there a function $g=f$ a.e. such that a.e. point is a point of continuity of $g$? Now more carefully, with some notation: Suppose $(X, d_X)$ ...
0
votes
0answers
113 views

Dual of the space of vector valued Borel measures

What is the dual of the space of all vector valued Borel measures?
-1
votes
2answers
80 views

a convolutional equation for the gaussian measure [closed]

My question is: Let $\mu$ be the gaussian probability. Is there exists a measure $\nu$ solution of the equation: $\nu*\mu=\delta$ where $\delta$ is the Dirac measure supported at the origin. Thanks ...
2
votes
1answer
269 views

Is this a closed set?

Let $\Theta$ and $X$ be two (Hausdorff) topological spaces. Let $\mathbb P : \Theta \to \Delta(X)$ be a "statistical model", i.e., a continuous function from parameter space $\Theta$ to the space of ...
2
votes
1answer
155 views

$X$ Polish geodesic implies $(P_2(X), W_2)$ geodesic

If $X,d$ is a complete and separable space then the space of Borel probability measures with finite second moment on $X$ endowed with the Wasserstein distance $W_2$ is geodesic. I am looking for ...
-1
votes
1answer
165 views

A characterization of the module function on a locally compact division ring

The same question was asked in Math StackExchange about 3 months ago. Since nobody has answered to it, I would like to post it here. References: Weil's Basic Number Theory(denoted by BNT). ...
2
votes
1answer
185 views

Are measures of a measurable cardinal measurable? (Edited and Updated Version)

Update: Regarding to Prof. Hamkins's guidance I restricted the questions to the "normal" measures to avoid trivial answers. Definition: Let $\kappa$ be a measurable cardinal. Define: ...
1
vote
0answers
120 views

A problem concerning measures on locally compact spaces

I am stuck on a question for quite sometime now, although in the text it is said to be "apparent". The problem goes as the following : Let $X$ and $Y$ be locally compact Hausdorff spaces. Then $M(X)$ ...
3
votes
2answers
154 views

Product of Topological Measure Spaces

Def. A Radon measure $\mu$ on a compact Hausdorff space $X$ is uniformly regular if there is a countable family $\mathcal{A}$ of compact $G_\delta$-subsets of $X$ such that for every open set ...
6
votes
0answers
235 views

Ultrafilter theorem and translation invariant measures

The usual Vitali construction of a non-Lebesgue measurable set generalizes to a proof that there are no (non-trivial) translation invariant measures on $\mathcal P\mathbb R$. On the other hand, there ...
1
vote
0answers
121 views

Extending a homeomorphism from a dense set [closed]

Let $X$ and $Y$ be Hausdorff topological spaces, and let $f : X \to Y$ be a Borel-measurable function. Suppose that $D \subseteq X$ is dense, that the image $f(D) \subseteq Y$ is dense, and that $f$ ...
1
vote
0answers
79 views

Does the difference quotient of an absolut cont. funct. converge in L^1?

Assume that $\mu$ is a finite Radon measure on the real line and $f$ is integrable wrt. $\mu$. Define $F(x)=\int_{]\infty;t]}f(y)d\mu(y) $ Is the following statement true? The functions ...
23
votes
3answers
728 views

Does every set of reals contain a measure-zero set of the same cardinality? Does it contain a meager set of the same cardinality?

This question arises from an issue in my post on Ashutosh's excellent question on Restrictions of the null/meager ideal. Question 1. Does every set of reals contain a measure-zero subset of the same ...
1
vote
1answer
129 views

Lebesgue's integrability condition in several variables

The well known Lebesgue's condition of Riemann integrability says that a bounded function in one variable $f\colon [a,b] \to \mathbb{R}$ is Riemann integrable if and only if it is continuous almost ...
1
vote
0answers
131 views

Can a compact metrizable space be determined by its Hausdorff measures?

Suppose that $(X,d)$ is a compact metric space. Now suppose that $h:[0,a]\rightarrow[0,b]$ is a continuous function with $h(0)=0$ where if $x\leq y$, then $h(x)\leq h(y)$. Then define ...
1
vote
1answer
145 views

functions of bounded variation and gradient vector measure

I want to prove a function of bounded variation on some domain $D\subset R^n$, $f\in BV(D)$, has the property that there is a constant $C$, such that $$ \lim_{r\rightarrow 0}\frac{C}{r^{n+1}} ...
2
votes
1answer
194 views

Fourier transforms of finitely additive bounded measures

Given a finitely additive positive regular bounded measure $\mu$ on ${\mathbb R}^n$ (i.e. a positive linear functional on $C_b({\mathbb R}^n)$), I wonder what can be said about its Fourier transform. ...
17
votes
2answers
483 views

Intersection of compact sets in the unit interval

Let $\mathscr K$ be an uncountable set such that every $K\in\mathscr K$ is a compact subset of $[0,1]$ with positive Lebesgue measure. Does it then follow that there exists an uncountable $\mathscr ...
7
votes
2answers
135 views

Isometrically-invariant measures and dilation of the Cantor set

Let $C$ be the Cantor middle-thirds set. Let $\mu$ be a finitely-additive isometrically-invariant measure on all subsets of $\mathbb R$. Then $\mu(3C)=2\mu(C)$, where $aB = \{ ax : x \in B \}$. ...
2
votes
1answer
187 views

strong convergence sufficient conditions

Would it be true that $\mu_n \to \mu$ strongly if $\int f\mathrm{d}\mu_{n}\to \int f\mathrm{d}\mu$ for every uniformly continuous function? Assume the space is $\mathbb{R}^{N}$ and has the usual ...
1
vote
1answer
124 views

Original source for a well-known result of convergence in measure and almost everywhere

A well-known result in measure theory states that given a sequence $(f_n)_{n=1}^\infty$ of measurable functions from a $\sigma$-finite measure space $(X,\mathcal{A},\mu)$ to $\mathbb{R}$ then the ...
4
votes
2answers
590 views

Uniformly distributed sequence in $\mathbb{R}$

We say that a sequence $(x_n)_{n=1}^\infty \subseteq \mathbb{R}$ is "uniformly distributed in $[a,b]$", with $a < b$, if $(x_n)_{n=1}^\infty \cap [a,b] \neq \varnothing$ and $$\lim_{N \to \infty} ...
0
votes
1answer
253 views

What are some characterizations of the strong and total variation convergence topologies on measures?

I asked this question on StackExchange a few days ago but didn't get any response, so I thought I would try here. The Wikipedia article on convergence of measures defines three kinds of convergence: ...
3
votes
2answers
162 views

Uniform distribution in (non-compact) locally compact spaces

I'm trying to understand how much of the theory of uniformly distributed sequences in compact spaces can be extended to locally compact spaces. Following L. Kuipers and H. Niederreiter - Uniform ...
2
votes
1answer
174 views

Determining the asymptotic behavior of random matrices with vanishing ratio dimensions

Consider an $N\times K$ random matrix $X$ (defined on a probability space $(Ω,F,μ)$) with i.i.d. entries having zero mean and variance $1/K$. There are a lot of results regarding the asymptotic ...
16
votes
1answer
426 views

How strong is “all sets are Lebesgue Measurable” in weaker contexts than ZF?

Famously, Solovay showed that, if $\textrm{ZFC}$ plus $\textrm{IC}$ (the existence of an inaccessible cardinal) is consistent, then so is $\textrm{ZF}$ plus $\textrm{DC}$ (dependent choice) plus ...
3
votes
0answers
215 views

Dual of $L^2(0,T,C)$ where $C'=BD(\Omega)$

Here is the hypothesis of my problem : $T>0$, $\Omega$ is a bounded open subset of $\mathbb{R}^n$ with a regular boundary. I'm actually looking for a proof that explains what is the dual of ...
7
votes
3answers
262 views

reference request : constructive measure theory

As the title said, I would like to know if constructive measure theory has been developed somewhere ? I am more precisely interested in the (constructive) theory of completely continuous valuation on ...
2
votes
0answers
144 views

An inequality for Lp-functions

I am interested in the following inequality: \begin{equation} \int\limits_\Omega \left\vert f_1 - f_2 \right\vert^p ~ d\mu \le C_p \left[ \int\limits_\Omega \left\vert f_1 \right\vert^p ~ d\mu + ...
0
votes
0answers
56 views

Continuity of the real Monge Ampère operator on convex functions

Let $E\subset\mathbb{R}^n$ be a convex set, $u:E\to\mathbb{R}$ a convex function and $B\subset E$ a Borel set. We define the (multivalued) gradient \begin{array}{rccl} \nabla [u]:& \mathbb{R}^n ...
2
votes
0answers
59 views

A small planar set containing a large family of curves

A beautiful construction described in [1] shows a compact connected plane set of measure zero containing circles (circumferences) of every radius between zero and one. A corollary to a theorem proved ...
7
votes
0answers
134 views

Qualitative weakenings of probabilistic independence

In probability theory, independence of random variables is characterised by $$(1)~~X~\text{independent}~Y \; \iff \; P_{(X,Y)} = P_X \otimes P_Y \enspace ,$$ where $P_{(X,Y)}$ is the joint probability ...
1
vote
1answer
76 views

Submodular measures on the hypercube

By the hypercube I mean the lattice formed by all n-bit strings ordered by pointwise inequality. For example, $000 \leq 110$, $010 \leq 110$, $110$ and $001$ are not comparable. Further we have the ...
6
votes
0answers
234 views

Prokhorov's theorem for finite signed measures?

Prokhorov theorem provides a useful characterization of relatively compact sets w.r.t. narrow topology (topology induced by narrow convergence) in the space of probability measure. Notation used ...
2
votes
1answer
141 views

Empirical estimator fot the total variation distance on a finite space

I have two probability measures $p$ and $p'$ on a finite set $X$ which I do not know precisely, but which I can sample from. I would like to estimate their total variation (omitting multiplier $2$): ...
3
votes
1answer
117 views

Weak continuity of Lebesgue decomposition

Let $X$ be a space with its $\sigma$-algebra $\mathcal{B}$; we are given a finite measure $\mu$ and a sequence of finite measures $\nu_n$ such that, for every bounded continuous function ...
4
votes
1answer
175 views

Doubt on Morrey spaces of measures according to T. Giga and Y. Miyakawa

I'm reading 'Navier-Stokes flow in $\mathbb{R}^3$ with measures as initial vorticity and Morrey spaces' (a paper of Giga and Miyakawa) but there is something that I don't understand about the ...
2
votes
0answers
77 views

convolution of surface measures

Thanks for reading my question. Assume we are given two compact (possibly with boundary) $(n-1)$-dimensional $C^{\infty}$ manifolds $M_1$ and $M_2$ embedded in $\mathbb{R}^n$, with induced measure ...
1
vote
1answer
207 views

A set of positive-measure not being a countable union of cylinder sets and zero-measure sets?

Let $(A^\mathbb{N}, \mathcal{B}(A^\mathbb{N}), \mu)$ be a measure space, where $A^\mathbb{N}$ is a set of one-sided sequences over a finite alphabet $A \subset \mathbb{N}$, $\mathcal{B}(A^\mathbb{N})$ ...
16
votes
2answers
547 views

A moment problem on $[0,1]$ in which infinitely many moments are equal

Suppose $\mu$ and $\nu$ are two probability measures on $[0,1]$. Let their $n$-th moments be denoted by $\mu_n$ and $\nu_n$, respectively, for $n \in \mathbb{N}$. If we know that $\mu_n=\nu_n$ for ...
0
votes
0answers
99 views

proof of “supermodular function induces measure”

A function $f:\mathbb{R}^n\longrightarrow\mathbb{R}$ induces a measure by its finite differences, that is \begin{align} \mu((\mathbf{a},\mathbf{b}]) := \Delta_{a_1,b_1}\cdots\Delta_{a_n,b_n} f ...
2
votes
0answers
164 views

Cameron Martin space

I have seen two definitions of Cameron Martin space of a Gaussian measure $\nu$ on a Banach space (say $W$) and am unable to establish their equivalence. Any help would be appreciated. 1) It is the ...
2
votes
1answer
208 views

Liouville's theorem: How to get an invariant measure?

Liouville's theorem states that the `natural' 2-from is preserved under the Hamiltonian flow. Apparently this leads to an invariant measure $\mu$ as follows \begin{equation} d\mu = \frac{d\sigma}{|| ...
20
votes
2answers
1k views

Most significant results in motivic integration theory?

I am thinking about reading a course on motivic integration. I have already read certain introductions to the subject; yet I am not sure that they mention all the significant parts of the theory. So, ...
0
votes
2answers
158 views

Two questions about Convex Sets and Lebesgue Measure

For any positive integer n, let E(n) denote n-dimensional Euclidean Space and let L(n) denote n-dimensional Lebesgue Measure on E(n). Take n=2 for simplicity. There are uncountably many convex subsets ...
1
vote
0answers
137 views

The space $L_{1}(\beta\mathbb{N},\mu)$ [closed]

Is the space $L_{1}(\beta\mathbb{N},\mu)$ ($\mu$ is a regular Borel measure on $\beta\mathbb{N}$ and not purely atomic) isomorphic to $L_{1}[0,1]$ with the usual Lebesgue measure?
4
votes
1answer
171 views

Coupling of non-probability/sub-probability measures

A coupling of two probability measures $P,\tilde P$ on a Borel space $X$ is any probability measure on $X^2$ whose one-dimensional marginals are $P$ and $\tilde P$. In particular, for any such ...
9
votes
1answer
408 views

Is there a probability theory developed in intuitionistic logic?

Since Boole it is known that probability theory is closely related to logic. According to the axioms of Kolmogorov, probability theory is formulated with a (normed) probability measure ...