**1**

vote

**1**answer

67 views

### Integral representation of joint projection valued measures

Given two positive $\sigma$-finite measures $\mu_{1/2}$ on the spaces $X_{1/2}$ one can define the product measure $\mu_1\otimes\mu_2$ on the product space $X_1\times X_2$. It can be proved that the ...

**0**

votes

**0**answers

63 views

### Approximate of binary function by indicator functions of one variable

Let $(X,F,u)$ and $(Y,G,v)$ be two probability spaces.
I know a result that the indicator functions of product measurable sets can be approximated by indicator functions of one variable. That is, for ...

**2**

votes

**0**answers

132 views

### Justification of the convolution operation of $L^1(G)$ functions where $G$ is a LCA group (measurability)

Suppose $G$ is a locally compact abelian Hausdorff group (LCA), and $\lambda$ is the Haar measure on it. We all know the convolution of two $L^1(\lambda)$ functions $f$ and $g$ on $G$ is defined as
...

**6**

votes

**2**answers

121 views

### How does one prove that $L_1(\mu)$ is weakly sequentially complete for any measure?

It is a theorem of Steinhaus that for any finite measure $\mu$, the Banach space $L_1(\mu)$ is weakly sequentially complete. Using the Radon-Nikodym theorem one can extend this easily to ...

**1**

vote

**1**answer

120 views

### Laplacian on space of measures

Let $X$ be a compact Riemannian manifold and let $\mathcal{M}(X)$ be the space of regular finite Borel measures with the total variation as norm.
The Laplace-Belrami-Operator $\Delta$ on $X$ with ...

**6**

votes

**1**answer

304 views

### Minimal generator of an algebra or a sigma-algebra

I may be asking a trivial question, but I am a bit confused about it. I have tried to search for the concept of a minimal generator of an algebra or a sigma-algebra on a set, but have found this ...

**2**

votes

**0**answers

36 views

### Where to read about this kind of “measure of irredundancy” of a set from a family of sets?

Studying a very practical problem from psychometrics, I encountered the following construction.
Let $(X,\mu)$ be a measure space; if preferred, you can presume $\mu$ is a probability measure. In any ...

**0**

votes

**1**answer

176 views

### A very natural question in weak* topology [closed]

Can you provide me a counter example for this.
Suppose that I have a sequence of probability measures
$(\mu_{r,t})_{r,t>0}$ on a compact space metric $X.$
Suppose additionally that:
there exists ...

**3**

votes

**1**answer

106 views

### Metric density theorem in most general setting?

It's a consequence of Lebesgue's theorem that every measurable $E\subset\mathbb{R}^n$ has a metric density that's $1$ a.e. on $E$ and $0$ a.e. on $\mathbb{R}^n\setminus E$. What are the most general ...

**1**

vote

**1**answer

145 views

### Ergodic decomposition and integral representation of functions that depends on a measure

Let $X$ be a compact metric space, $T:X \to X$ continuous, $M_T(X)$ the set of borel measure that are $T$-invariant and $E_T(X)\subseteq M_T(X)$ the set of ergodic measures.
The ergodic decomposition ...

**4**

votes

**2**answers

472 views

### The borel $\sigma-$algebra of the set of probability measures

Let $X$ be a compact metric space and $M(X)$ the set of all Borel probability measures on $X$.
It is know that $M(X)$ is a convex compact metric space endowed with the weak-* topology i.e.
$(\mu_n)_n ...

**8**

votes

**1**answer

256 views

### Besicovitch Covering Lemma on Manifolds

The classical Besicovitch covering lemma (BCL) asserts that for any $d \geq 1$, there is a constant $N(d)$ with the following property. If $A \subset \mathbb{R}^d$ is any subset and $r : A \to (0,R]$ ...

**1**

vote

**0**answers

90 views

### On the proof of a $W^{2,p}$ estimate - regularity on eliptic PDE

I see this proof on http://www.math.uiowa.edu/~lwang/cccalderon.pdf and I couldn't understand what he did. If $||f||_{L^p(B_{4})} = \delta$ is small and the measure $|\{ x \in B_1; ...

**4**

votes

**1**answer

196 views

### PDE-Based Triangle Inequality for Optimal Transportation

Suppose $\Omega$ is a suitably regular domain in $\mathbb{R}^n$ and $\rho_0,\rho_1\in\textrm{Prob}(\Omega)$. Benamou and Brenier showed that the $L_2$ transportation distance between $\rho_0$ and ...

**8**

votes

**0**answers

300 views

### Finitely additive measures on $\mathbb Z_2^\omega$ with invariance and independence constraints

Let $G = \mathbb Z_2^\omega$, with pointwise addition. Assume the Axiom of Choice. I am interested in finitely additive probability measures $\mu$ defined on all of $\mathcal PG$ that can be ...

**2**

votes

**2**answers

201 views

### Birkhoff Ergodic Theorem or Counterexample

The Birkhoff Ergodic Theorem states:
Let $(X,\mathcal{B},m)$ be a finite or sigma finite measure space. Suppose $T:(X,\mathcal{B},m)\to (X,\mathcal{B},m)$ is measure-preserving and $f\in L^1(m)$. ...

**10**

votes

**1**answer

257 views

### smooth Luzin theorem

For measurable functions $f(x)$, $g(x)$ on $[0,1]$ define the distance $\rho(f,g)$ as a Lebesgue measure of the set $\{x:f(x)\ne g(x)\}$. Then Luzin's famous theorem states that $C[0,1]$ is dense with ...

**-2**

votes

**1**answer

130 views

### a question regarding the interchange the order of finite summation with finite integration [closed]

Question (1) What are the conditions the complex function $f_n(t)$ and real parameter $B>1$ and positive integer $N>1$ need to satisfy such that the interchange of the finite summation with ...

**15**

votes

**3**answers

598 views

### Which distributions can you sample if you can sample a Gaussian?

Explicitly: You have a computer that is able to pick a real number at random according to the normal distribution: $\mathcal{N}(0,1) = \frac{1}{\sqrt{2\pi}}e^{-x^2/2}$. Which distributions can this ...

**10**

votes

**1**answer

355 views

### Is this property equivalent to Lusin's property (N) for continuous functions?

A function $F:[0,1]\rightarrow\mathbb{R}$ satisfies Lusin's (N) property if for every measure zero set $A\subseteq [0,1]$, $F(A)$ has measure zero. (This includes the assertion that $F(A)$ is ...

**0**

votes

**1**answer

149 views

### Dense subsets on set space

Let $X$ be a metric space, and $\mathscr{B}$ the $\sigma$-algebra generated by open sets of $X$. Can we find a countable dense subsets of the metric space $(\mathscr{B},d)$ with the metric ...

**1**

vote

**1**answer

75 views

### When is $L^{2}(X,\mathscr{B},m)$ spearable [duplicate]

If $X$ is a metric space, $m$ is a Borel probability space on $(X,\mathscr{B})$ where $\mathscr{B}$ is the $\sigma$-algebra generated by open sets on $X$, can we prove that the space ...

**5**

votes

**1**answer

130 views

### Regularity of Patterson-Sullivan Length function

Let $(M,g)$ be a negatively curved, closed Riemannian manifold. I'll ask the question first, then explain the involved players. This data defines the Patterson-Sullivan length function,
...

**5**

votes

**1**answer

262 views

### What it is the volume of the unit ball section of the cone of positive definite matrices?

Let $PD_{n}$ be the cone of positive definite $n \times n$ real matrices and let $B$ be the unit sphere in $n \times n$ dimensions. What is the volume of $PD_{n} \cap B$?
EDIT: Let's assume that $B$ ...

**9**

votes

**0**answers

151 views

### Haar measurable sets and quotient maps

Let $G$ be a locally compact Hausdorff group with a Haar measure $\mu$, let $H$ be a closed normal subgroup of $G$, and let $q: G \to G/H$ be the quotient homomorphism. Let $\nu$ be a Haar measure ...

**0**

votes

**1**answer

125 views

### Is any invariant, ergodic measure with full support on an irreducible Markov shift a Markov measure?

I have this question I have been struggling with for a while. It seems rather intuitive, however, I was not able to proof it yet:
Let $\Omega = \{1,2,\cdots,N\}$ a finite alphabet, $\Sigma \subset ...

**2**

votes

**1**answer

76 views

### Measurability of functions with multiple parameters

For a formalisation of the Giry monad in a theorem prover, I think I require some notion of measurability of “curried” functions. I.e. I have measure spaces $A$, $B$, and $C$ and a function $f: A ...

**2**

votes

**1**answer

85 views

### Convex interaction energy

Does anybody know examples of absolutely continuous probability measures $\mu_0,\mu_1$ on $\mathbb{R}^n$ with finite 2nd moments such that
$$
\frac{d^2}{dt^2}\left(\int_{\mathbb{R}^n\times ...

**9**

votes

**2**answers

345 views

### Entropy for Haar measure on $O(n)$

Let $G$ be a locally compact group. A measure $\mu$ is the right-Haar measure on $G$ if for every $g\in G$ and $E\subseteq G$ Borel set $\mu(Eg)=\mu(E)$. It is known that every locally compact group ...

**7**

votes

**1**answer

261 views

### Absolute continuity reflected in Fourier coefficients?

Imagine $\mu$ and $\nu$ are two Borel probabilty measures in the interval $[0,1]$.
We say that $\mu$ is absolutely continuous with respect to $\nu$, if for every measurable set $A$ such that ...

**3**

votes

**0**answers

135 views

### $f, \hat{f} \in L^{p}\cap L^{\infty} \implies f\in B(\mathbb R)$ (algebra of Fourier- Stieltjes transforms )?

For a bounded complex Borel measure $\mu$ on $\mathbb R$, we define, its Fourier-Stieltjes transform, $\hat{\mu}(y)= \int_{\mathbb R} e^{-2\pi ix\cdot y} d\mu(x); (y\in \mathbb R).$
Let $1\leq p \leq ...

**16**

votes

**0**answers

370 views

### A question about small sets of reals

In ZFC, does there exist an uncountable set of reals $A$ such that for every closed measure zero set of reals $B$, $ A + B = \{a+b : a \in A, b \in B\} \neq \mathbb{R}$?
This question is motivated ...

**1**

vote

**1**answer

358 views

### question about uniform continuity under Skorokhod Metric

Let $D=D([0,1], \mathbb{R})$ be the space of cadlag functions $x$ with $x(0)=0$ and $x$ is continuous on $1$. If we endow $D$ with Skorokhod Metric, see:
http://en.wikipedia.org/wiki/C%C3%A0dl%C3%A0g
...

**4**

votes

**1**answer

164 views

### Homeomorphisms that admit a decomposition

Let $I^n:=[0,1]^n$ and $T$ be a homeomorphism on $I^n$.
If $T$ admits a decomposition of $I^n=A\cup B\cup C$ with $A,B,C$ Lebesgue measurable and mutually disjoint such that $$T(A)=B, T(B)=A \ ...

**3**

votes

**1**answer

317 views

### Multivariate monotonic function

Let $f(x_1, \dots, x_n)$ be a real function on the $n$-dimensional unit cube (that is, mapping $[0,1]^n \mapsto \mathbb{R}$). Assume furthermore that $f$ is monotonic in every coordinate, and that $f$ ...

**-1**

votes

**2**answers

166 views

### conditional expectation under convex combinaison of probability measures(II)

Let $(\Omega,\mathcal{F})$ denote some measurable space. Let $P_1$ and $P_2$ denote respectively two probability measures. Now let $\mathcal{G}$ be some sub sigma-algebra of $\mathcal{F}$. Given a ...

**1**

vote

**2**answers

267 views

### Empirical estimator for total variation distance between two product distributions

Let $X = (X_1, X_2, \ldots , X_n)$ be an $n$-dimensional random variable, where each $X_i$ is a random variable on finite discrete set $S$. In addition, $X_i$ are independent of each other (but not ...

**4**

votes

**2**answers

231 views

### Tightness of Measures, Riesz Representation for locally compact spaces

Let $X$ be a locally compact, separable metric space and $\mu_n$ a sequence of probability measures on $S$. Let $\mathfrak{C}$ be a convergence determining class for the weak topology (for instance, ...

**5**

votes

**1**answer

480 views

### Lebesgue measure of some set of irrational numbers

Let $(i_{n})$ be a strictly increasing sequence of natural numbers,
$(v_{n})$ be an unbounded sequences of natural numbers
and $M\geq 2$. Denote by $\mathcal{I}(i_{n}, v_{n}, M)$ the set of all ...

**4**

votes

**0**answers

198 views

### Do all $L^{\infty}(\mu)$ spaces have the Grothendieck property?

Consider $L_{\infty}(\Omega,\Sigma,\mu)$, where $(\Omega,\Sigma,\mu)$ is any measure space. Does it it have the Grothendieck property? If the measure space is localizable, then it is true. The ...

**3**

votes

**1**answer

153 views

### conditional expectation under convex combinaison of probability measures

Let $(\Omega,\mathcal{F})$ denote some measurable space. Let $P_1$ and $P_2$ denote respectively two probability measures. Now let $\mathcal{G}$ be some sub sigma-algebra of $\mathcal{F}$. Given a ...

**1**

vote

**1**answer

67 views

### Measures of disjoint unions and complements of a collection of sets

Let $\mu$ be a probability measure. Let $\mathcal A$ be a collection of measurable sets and $D(\mathcal A)$ be the minimal $\lambda$-system (Dynkin system) containing $\mathcal A$.
Is $\mu(D)$ for ...

**2**

votes

**0**answers

81 views

### Existence of a conditional distribution

Let $X$ and $Y$ be standard Borel spaces and let $J$ be an analytic subset of $X\times \mathcal P(Y)$ where $\mathcal P(\Omega)$ is a set of probability measures on a Borel space $\Omega$ endowed ...

**1**

vote

**0**answers

64 views

### Product of sigma-subadditive functions

Let us call a function $\mu : \mathcal{H} \to [0, \infty]$ $\sigma$-subadditive, if $\mu(A) \le \sum_{i \in I} \mu(A_i)$ for every $A \in \mathcal{H}$ and for every countable family $(A_i)_{i \in I}$ ...

**4**

votes

**3**answers

173 views

### Is the range of a (nonnegative or signed) measure a closed set?

Halmos showed that the range of a non-negative, finite measure is a closed subset of real numbers.
Is this true for non-negative, even infinite measures?
Is this true for signed measures? If so, can ...

**4**

votes

**0**answers

187 views

### Conditional expectation with respect to random closed sets

Short question
If $X$ is a random closed set, and $Y$ is an integrable random variable, I would like a definition of the "conditional expectation" $$\mathbf{E}[Y \mid X\ni x].$$ Has this been worked ...

**4**

votes

**1**answer

138 views

### General version of Skorokhod representation of random variables

Let $F: \mathbb{R} \to [0,1]$ be cumulative distribution function (cdf). The standard way to build a random variable $\tau$ on $([0,1],\mathcal{B},\text{Leb})$ with $F$ as its cdf is using the ...

**3**

votes

**2**answers

482 views

### Riesz's representation theorem for non-locally compact spaces

Every version of Riesz's representation theorem (the one expressing linear functionals as integrals) that I have found so far assumes that the underlying topological space is locally-compact. (For ...

**5**

votes

**1**answer

80 views

### Measurability of $\{ x \in X ; H_0 x \subset A \}$

Let $H$ be some Polish group and $X$ some standard Borel space. Assume that $H$ acts measurably on $X$, i.e. $(h,x) \mapsto hx$ is Borel. Let $H_0 \subset H$ and $A \subset X$ be some Borel sets. Is ...

**3**

votes

**1**answer

184 views

### Is this integration by parts legitimate?

Let's consider in dimension $d\geq 3$ the Newton/riesz potential $f=I_2[g]$
$$
f(x)=\int_{R^d}\frac{1}{|x-y|^{d-2}}g(y)dy,
$$
which solves $-\Delta f=g$ (up to positive normalizing constants, which I ...