**0**

votes

**1**answer

112 views

### entropy growth of invariant measures - General question

In general, given a sequence of shift-invariant measures $\eta_{n}$ on $\{0,1\}^{\mathbb{N}}$ what to do to guarantee this convergence of entropies: $$h(\eta_{n}) \rightarrow \log2?$$
Because I'm ...

**0**

votes

**0**answers

53 views

### skorokhod integral as Weak Integral

Is it possible to express the skorokhod integral on a Banach space $B$ as a special case of the weak (or Pettis) integral over an appropriate Banach space $E$?
For example if $E$ is the space of ...

**1**

vote

**1**answer

116 views

### entropy and d-bar: how do we estimate continuity?

Let $G = \{0,1\}^{\mathbb{N}} = \mathbb{Z}_{2}^{\mathbb{N}}$ be the Bernoulli space of two symbols, let $\sigma$ be the shift map and $M(G)$ the set of $\sigma$-invariant probabilities. Let $\bar{d}$ ...

**1**

vote

**1**answer

87 views

### Equivalent measures on algebra also equivalent on $\sigma$-algebra?

Suppose $\mu$ and $\nu$ are finite positive measures on a measurable space $(X,\mathcal A)$. Let $\mathcal G$ be an algebra of $\mathcal A$. If $\mu$ and $\nu$ are equivalent on $\mathcal G$ in the ...

**0**

votes

**0**answers

103 views

### Optimization over space of probability measures

Consider an optimization problem as follows:
$$
\min\mathbb E_w[f_0(w)] \mathrm{\,\,\,\,\,\ s.t.\,\,\,\,} E_w[f_i(w)]\leq 0 ,\,\,\, i=1,\dots, k
$$
where the maximum is taken over $\mathscr M$, ...

**4**

votes

**2**answers

176 views

### Density of Gaussian measures on Banach spaces

I am trying to get my head around this question and was reading (1) which states the same a little bit more general:
Let $X$ be a separable Banach space and $X^*$ the dual space. The mean
value ...

**3**

votes

**0**answers

387 views

### “Nicely” strong measure zero sets

This question is essentially an expanded version of the unanswered half of Two strengthenings of "strong measure zero".
A set $X$ of reals is strong measure zero if, for any $f: ...

**2**

votes

**0**answers

123 views

### Stopping time sigma-fields

Let $(F_n)$ be a discrete Filtration and $S_n,S$ (not necessarily finite) stopping times with $S_n\uparrow S$ (increasing convergence).
Is it true that the associated sigma-fields satisfy ...

**9**

votes

**1**answer

186 views

### Does a monotone subadditive $f: \mathcal{P}(\bf N)\to [0,1]$ admit a finite partition with values in $(0,1)$?

A function $f\colon \mathcal{P}(\mathbf{N})\to [0,1]$ is said to have the Darboux property whenever for all $X \subseteq \mathbf{N}$ and $y \in [0,f(X)]$, there exists $Y \subseteq X$ such that ...

**2**

votes

**1**answer

77 views

### Post composition of integral

Setup:
If $\langle \Omega, \mathfrak{F},\mu \rangle$ is a measure space, $f:\Omega \rightarrow E$ is a weakly-measurable function to a Banach space $E$, $g: E \rightarrow E'$ is a diffeomorphism and ...

**2**

votes

**0**answers

70 views

### Constructing an additive set function from on a non-additive one

repost from math.se.
I was trying to generalize some results from measure theory to functions that are "almost" measures but not additive. Then, I thought it could be interesting to do this in a ...

**7**

votes

**1**answer

223 views

### Can we recover a topological space from the collection of Borel probability measures living on it?

Let $(X, \tau)$ be a topological space, and $\mathcal{P}(X, \tau)$ be the Borel probability measures living on $X$. Can we recover $(X, \tau)$ from $\mathcal{P}(X, \tau)$?

**3**

votes

**1**answer

394 views

### Does Borel's proof for existence of normal numbers make an essential use of axiom of choice?

A normal number is a real number whose infinite sequence of digits in every base $b$ is distributed uniformly in the sense that each of the $b$ digit values has the same natural density $\frac{1}{b}$, ...

**6**

votes

**1**answer

136 views

### Existence of a measurable map between metric spaces

Let $X$ and $Y$ be separable complete metric spaces (if necessary, they may be assumed to be compact). Let $R\subset X\times Y$ be a closed subset such that the projection of $R$ to $X$ is onto.
Is ...

**12**

votes

**0**answers

229 views

### A meager subgroup of the real line, which cannot be covered by countably many closed subsets of measure zero?

Is there a ZFC-example of a subgroup $H$ of the real line $\mathbb R$ such $H$ is meager, has zero Lebesgue measure, but cannot be covered by countably many closed subsets of measure zero in $\mathbb ...

**5**

votes

**1**answer

206 views

### A variant of Freiling's Axiom of Symmetry and a weak form of the Continuum Hypothesis in models where all sets of reals are Lebesgue measurable

Consider the following variant of Freiling's Axiom of Symmetry, $\mathsf{AS}$, which will be denoted $A_{< 2^{\aleph_0}}$:
given any function $f$ from $\mathbb{R}$ into the families of of subsets ...

**4**

votes

**1**answer

249 views

### A question regarding a common critique of Freiling's Axiom of Symmetry

(In what follows, Freiling's Axiom of Symmetry is simply the following:
($A_{\aleph_0}$) :( $\forall$$f$: $\mathbf R$ $\rightarrow$$\mathbf ...

**21**

votes

**2**answers

753 views

### Antirandom reals

This is a crossposting of http://math.stackexchange.com/questions/1446602/anti-random-reals, which has not gotten any answers; after thinking about the problem, I've become more convinced that it ...

**16**

votes

**1**answer

486 views

### Two strengthenings of “strong measure zero”

A set $X\subseteq\mathbb{R}$ is strong measure zero if, for every sequence $(\epsilon_i)_{i\in\mathbb{N}}$ of positive reals, there is a sequence $(I_i)_{i\in\mathbb{N}}$ of open intervals covering ...

**3**

votes

**0**answers

134 views

### Reference request: Darboux properties of real-valued set functions (measures, densities, etc.)

Fix a set $S$ and let $f: \mathcal P(S) \rightharpoonup \mathbf R$ be a real-valued partial function on the power set of $S$; denote by $\mathcal D$ the domain of $f$. We say that $f$ has:
(i) the ...

**3**

votes

**1**answer

107 views

### Riemannian Measures, Densities and Radon–Nikodym Theorem

If $M$ is a smooth manifold and $\mu$ is a $1$-density thereon then we may define a Borel measure (on Borel sets $A$) on $M$ as:
\begin{equation}
\nu(A) = \int_M I_A \mu.
\end{equation}
My question ...

**2**

votes

**1**answer

73 views

### interpret of Picone inequality for non-regular functions

Assume $\Omega \subset \mathbb{R}^N$, $ N>4 $ is open set.
There is a well-known picone identity that says
Let $u,v \in C^2(\Omega)$ satisfy $v>0$ and $-\Delta v \geq 0$ in $\Omega$. The ...

**21**

votes

**0**answers

549 views

### Relative null-ness

Here, "measure" always means Lebesgue measure on $\mathbb{R}$. This question is partly motivated by my answer ...

**4**

votes

**1**answer

179 views

### Sets not containing the vertices of unit triangles (Question posed by Erdős)

Following this post, I have been thinking about the problem posed by Erdős,
Does there exist a constant $c > 0$ such that every subset $A$ of the plane of area more than $c$ contains the ...

**1**

vote

**1**answer

31 views

### Multiplicity of a subcovering in spaces of given Hausdorff dimension

Let $X$ be a locally compact metric space of integer Hausdorff dimension $n$. Let $K\subset X$ be a compact subset. Let $\{B_i\}_i$ be a finite family of balls covering $K$. One may assume that all ...

**0**

votes

**0**answers

171 views

### Example of an adapted measurable process which is not Progressively Measurable

In this question
Progressively measurable vs adapted, one finds a discussion on the subject of adapted processes versus progressively measurable processes.
Counter-examples can be readily given. We ...

**4**

votes

**1**answer

122 views

### Can the integral of a “generic” bounded measurable function be determined by its values on the rationals?

[This question is an extension of my question Does a positive-measure subset of the unit interval almost surely intersect a random translation of some countable subgroup of $\mathbb{R}$?. I'm asking ...

**6**

votes

**2**answers

405 views

### “Lebesgue-measurable” cardinals and real-closed fields

I understand the motivation behind measurable cardinals is to ask the question: "is there any set large enough to admit a non-trivial measure on all of its subsets?"
Hence, it's also worthwhile to ...

**1**

vote

**1**answer

120 views

### Spherical decreasing rearrangement on the sphere

On $\mathbb{R}^n$, we have the concept of spherically decreasing rearragement of a function, which means, given a function $f$, one can design a radial and decreasing function $f^*$ such that $\Vert ...

**3**

votes

**1**answer

319 views

### About the generating structure of Borel field

This is a graduate-level measure theory problem. I have thought throught it and asked on math.SE but received no satisfying answer.
On P.32 of [P.Billingsley] Probability and Measure, 3ed, 1993, the ...

**1**

vote

**2**answers

284 views

### The Levy measure of the compound Poisson distribution

The compound Poisson distribution is defined as(see Levy processes and infinitely divisible distributions page: 18):
Let $c>0$ and $\sigma$ be a measure on $\mathbb{R}$ with $\sigma(\{0\})=0$, a ...

**3**

votes

**1**answer

273 views

### Proof of Pinelis (1992) - Banach space inequalities

I am reading Pinelis "An approach to inequalities for the distributions of infinite -dimensional martingales" and cannot follow his proof of Theorem 3:
Let $(f_n)$ be a martingale in a separable ...

**0**

votes

**2**answers

311 views

### A question regarding the relation between Freiling's Axiom of Symmetry and real-valued measurable cardnals

A major argument against Freiling's Axiom of Symmetry is the following (this from the wikipedia article of the same name):
"The naive probabalistic notion used by Freiling tacitly assumes that there ...

**6**

votes

**0**answers

115 views

### Cutting a piece of cake that $n$ people value as exactly $w$

Stromquist and Woodall (1985) study the problem of Sets on which several measures agree. There are $n$ non-atomic value measures on the unit circle, and a parameter $w\in(0,1)$. The goal is to find a ...

**4**

votes

**1**answer

63 views

### Bound for the generalised Rényi dimension of a measure

If $\mu$ is a measure on $\mathbb{R}^d$, and for each $r>0$ we let $\mathcal{M}_r$ denote the set of all ``cubes'' of the form $[j_1r,(j_1+1)r) \times \cdots \times [j_dr,(j_d+1)r)$ for ...

**1**

vote

**1**answer

69 views

### General Markov Chains on same Probability Space?

A Markov chain $(X_i)_{i\in \mathbb{N}}$ on a measurable space $(E,\Sigma)$ is (see e.g. Revuz or Meyn/Tweedie) constructed on the following probabilty space.
$$ \Omega = \{ (x_l)_{l \in \mathbb{N}} ...

**3**

votes

**2**answers

254 views

### Example of measure of non-compactness

I can't understand the following example of measure of non-compactness, which was given in this article.
Definition: A non-negative function $\phi$ defined on the bounded subsets of $X$ will be ...

**1**

vote

**1**answer

79 views

### Estimate $\sup_n\left|\int_0^1 \left(1-e^{i\alpha_n x}\right) f(x)d\mu(x)\right|$

Let $\mu$ be a singular Borel probability measure on $[0, 1)$, and $f\in L^2(\mu)$. Estimate
$$\sup_n\left|\int_0^1 \left(1-e^{i\alpha_n x}\right) f(x)d\mu(x)\right|$$
where $\alpha_n\in\mathbb R$ and ...

**2**

votes

**0**answers

58 views

### Coupling Marginals of Distributions on the Sphere

Given a distribution $P_X$ on $\mathbb{R}$, when does there exist a coupling (i.e. joint distribution) $P_{X^n}$ of $X_1,...,X_n$, each distributed according to $P_X$, such that $\sum X_i^2 = n$ ...

**7**

votes

**2**answers

403 views

### $\langle X\rangle_t = t$

Suppose $B_t$ is a standard Brownian motion in $\mathbb{R}^d$ and $X_t = |B_t|$. What is the easiest way to see that$$\langle X\rangle_t = t?$$I need this result for a simulation I am running...

**2**

votes

**2**answers

149 views

### Approximation of Borel sets by a countable collection of majorants

Is there a countable collection $(E_n)_{n \in \mathbf{N}}$ of Borel subsets of $I = [0,1]$ such that, for every Borel subset $E$ of $I$ and every $\epsilon > 0$ there exists $n,m$ with $E_n \subset ...

**0**

votes

**1**answer

140 views

### joining or coupling

given two shift invariant measures in the Bernoulli space $\{0,1\}^{\mathbb{N}}$, is there a way to construct joinings of them? It's very diffcult, in general, to find exactly the minimal joining i.e, ...

**0**

votes

**0**answers

47 views

### The union of weighted compact supported continuous function

Let $\Omega\subset \mathbb R^N$ be open. Given a weight function $v\geq 1$ such that $v\in L^1_{\text{loc}}(\Omega)$ and $l.s.c$. Also supposethere exists a Lipschitz continuous sequence $v_n$ such ...

**3**

votes

**0**answers

211 views

### Area defined with $\pm$ closedness

Denote $B_n\subset\Bbb R^n$ to be unit ball at origin.
Denote $S\subset B_n$ to region of type $\mathsf I$ if it satisfies
$$s\in S\iff\forall t\in S, s+t\in S\mbox{ or }s-t\in S$$
I am convinced ...

**8**

votes

**0**answers

275 views

### A Banach-Tarski game

This is partially inspired by the question http://math.stackexchange.com/questions/1383397/cutting-a-banach-tarski-cake, which I find intriguing if unclearly written.
A paradoxical family of subsets ...

**3**

votes

**2**answers

223 views

### Failure of a push-forward to be sigma-finite

Let $X$ and $Y$ be locally compact, second countable spaces, and let $φ:X→Y$ be a measurable function. Let $μ$ be a sigma-finite measure on $X$. In general, the push-forward $\phi_{*}\mu$ is not ...

**3**

votes

**1**answer

295 views

### How can I show that “almost all function” have property P?

The following is cross-posted from
http://math.stackexchange.com/questions/1391293/is-almost-all-function-a-well-defined-concept
since I didn't (yet) get an answer there.
(I hope that's okay?)
...

**5**

votes

**1**answer

181 views

### Is the space of vectorial functions that are Dunford integrable complete?

Let $X$ a Banach Space and $(\Omega, \Sigma, \mu)$ a measure space. A function $F:\Omega\rightarrow X$ is Dunford integrable if $x^\ast\circ F$ is $\mu$-integrable for every $x^\ast\in X^\ast$. The ...

**6**

votes

**2**answers

337 views

### Hausdorff dimension of a Cantor-like set

Suppose $K$ is a subset of $[0,1]$ with the following property: for almost $x,y \in K$, we have
$$\frac{x+y}{2} \not\in K.$$
(Here, "almost in $K$" means "in $K$ except for a countable subset").
...

**2**

votes

**0**answers

42 views

### A canonical example of the non-existence of predictive probability distribution

Section 3 of Fortini et al. (2000) states that
Given $(X^\infty, \mathcal X^\infty,P)$, a predictive probability distribution of $x_n$ given $(x_1, \dots, x_{n-1})$ with respect to $P$ need not ...