**0**

votes

**1**answer

85 views

### Constructing measures with support in a given set

I've recently come across the Frostmann Lemma (http://en.wikipedia.org/wiki/Frostman_lemma). Its proof involves constructing a measure with certain properties on a given subset of $\mathbb{R}^n$ (I'm ...

**5**

votes

**2**answers

244 views

### Can Hausdorff dimension make sets into a Tropical Semiring?

If $X$ is a metric space, we construct Hausdorff $d$ measure from the outer measure
\begin{equation}
H^d(U) = \lim_{\delta \to 0}\inf\left\{\sum_{i=1}^\infty \left(\text{diam}(E_i)\right)^d : ...

**4**

votes

**1**answer

164 views

### What does the set of cardinals admitting a k-additive measure look like?

Consider an infinite cardinal $\kappa$. Is it the case that the existence of a $\kappa$-additive measure on some infinite set implies the existence of such a measure on every infinite set of size ...

**3**

votes

**1**answer

228 views

### When is the bound in Riesz-Thorin Interpolation Theorem attained?

Let me recall the statement of Riesz-Thorin theorem (see also http://en.wikipedia.org/wiki/Riesz%E2%80%93Thorin_theorem).
Theorem (Riesz-Thorin): Let $(X,\mu)$ and $(Y,\nu)$ be $\sigma$-finite ...

**0**

votes

**1**answer

129 views

### How to get Fourier–Stieltjes transform on $\mathbb R$ from the nice function on $\mathbb T$ (periodic on $\mathbb R$)? [closed]

We put, $M(\mathbb R)= $The set of bounded complex Borel measure $\mu$ on $\mathbb R$ and for $\mu \in M(\mathbb R)$, we define $||\mu||:= |\mu| (\mathbb R) = \text {total variation of } \ \mu $; and
...

**5**

votes

**0**answers

294 views

### Skorohod theorem (weak convergence) on a discrete setting

I have a question about the application of Skorohod representation theorem. The questions arises in this paper about robust hedging in mathematical finance. It is about the very last equation on page ...

**2**

votes

**1**answer

140 views

### Cameron-Martin theorem for non-Gaussian measures

Let $X$ be a locally convex topological linear space, and $\mathbb P$ be a probability measure on $X$. Denote the mean vector $m \in X$ and covariance operator $k : X^* \to X$. Let $\tau_u : X \to X$ ...

**3**

votes

**1**answer

213 views

### Density of linear functionals in $L^2$

Let $X$ be a locally convex topological linear space, and let $\mathbb P$ be a probability measure on $X$. Suppose that $\operatorname{var}(\varphi) < \infty$ for all continuous linear functionals ...

**4**

votes

**1**answer

195 views

### Uncountable atomless subalgebras of the Boolean algebra of all Jordan measurable sets in [0,1]

Definition: Suppose $\mathcal A$ is
the Boolean algebra of all Jordan measurable sets in $I=[0,1]$ (i.e $\mathcal A=\{A\subseteq I: \mu(\partial(A))=0\}$, where $\mu$ is the Lebesgue measure and ...

**0**

votes

**0**answers

60 views

### Does there exists $f\in A_{\mathbb R}(\mathbb T)$ with $||f||=r$ such that $||e^{if}||=e^{r}$?

Let $\mathbb Z$, the set of integers, be a group with respect to addition and its dual group is the $\mathbb T = \{z\in \mathbb C : |z|=1\}$ , one dimensional torus. Put,
$\ell^{1}(\mathbb Z)= ...

**1**

vote

**0**answers

107 views

### approximation of probability distribution

I have a question: Let $\mu$ be a probability distribution defined on $(\mathbb{R}, \mathcal{B}(\mathbb{R}))$ satisfying
$$\int_{\mathbb{R}}|x|d\mu<+\infty$$
Set
$$A_n=\Big\{\frac{i}{n}:~ ...

**3**

votes

**1**answer

329 views

### Integral wrt probability measure

Let $\Theta\subseteq\mathbb{R}^d$ is open set and $(\cal X, \cal A)$ be a measurable space . For every $\theta\in\Theta$, suppose that $P_\theta$ is a probability measure on $(\cal X, \cal A)$. ...

**0**

votes

**1**answer

129 views

### additive measure on countable algebras

I was wondering, can the following theorem be true for finitely additive measures defined on algebras not $\sigma$-algebras. (Theorem is in Bogachev's Measure Theory Vol I).
I was not sure about ...

**0**

votes

**0**answers

43 views

### absolute continuity of a measure given absolute continuity of conditionals

Situation is the following.
We have the two-dimensional torus $X$ and have partition $\xi$ into vertical circles $\{x\} \times S^1$.
We are given a measure $\mu$ on $X$ such that the projection ...

**0**

votes

**1**answer

137 views

### Some convergence similar to weak-$\ast$ convergence on the space of finite measures

I have a question:
Let $D$ be the space of cadlag functions defined on $[0,1]$ and $V$ be its subspace consisting of $x$ with finite variation and $x(0)=0$.
Define $TV(x)$ as the total variation ...

**2**

votes

**0**answers

103 views

### Weak convergence of $\sigma$-finite measures

Let $(E,\mathcal{E})$ be a measure space and let $(m_{n})_{n\in\mathbb{N}} \subset \mathcal{M}_\sigma(E,\mathcal{E})$ be a sequence of $\sigma$-finite measures. I will put my questions and state below ...

**0**

votes

**1**answer

178 views

### The dual space of the Dirac measures on an Abelian group

Let $G$ be a Hausdorff locally-compact Abelian group and $L^2(G)$ the Hilbert space of two-integrable complex functions on the group.
Question. What would be natural vector space $\mathcal{R}$ ...

**1**

vote

**1**answer

229 views

### Sufficient conditions for equality of measures related to harmonic functions

In Axler's book "Harmonic function theory" on this link http://www.latp.univ-mrs.fr/~chaabi/ARTICLES%20IMPORTANTS/Autres%20articles%20interessant/Livres/Harmonic%20Function%20theory.pdf on page 112 ...

**1**

vote

**0**answers

90 views

### equivalence of topologies defined on $M_1$(a subspace of bounded measures on $\mathbb{R}$)

Let $\mathcal{C}:=\mathcal{C}(\mathbb{R})$ be the space of continuous functions on $\mathbb{R}$ and $\mathcal{C}_b$ its subspace consisting of bounded elements. Define for $\phi(x):=1+|x|$,
$$
...

**3**

votes

**0**answers

188 views

### Strong measure zero sets and selection principles

A set of reals $X$ is strong measure zero if for any sequence of positive real numbers $ ( \epsilon_n ) _{n \in \omega }$ there is a sequence of open intervals $ ( a_n ) _{n \in \omega }$ which ...

**0**

votes

**0**answers

60 views

### Maximal isometrically invariant finitely additive extension of Lebesgue measure in dimension $\ge 3$?

Question: For $n\ge 3$, is there a maximal isometrically-invariant finitely additive extension of Lebesgue measure on $\mathbb R^3$?
A maximal extension of a measure with some properties (in this ...

**0**

votes

**3**answers

272 views

### dual space of a subspace of the space of bounded measures

Let $\mathcal{M}=\mathcal{M}(\mathbb{R})$ be the space of bounded measures. Equipped with the weak convergence, the dual space of $\mathcal{M}$ is $\mathcal{C}_b(\mathbb{R})$ consisting of continuous ...

**0**

votes

**1**answer

72 views

### Existence of a map connecting two marginals of a product measure

Let $X$ and $\bar X$ be two standard Borel spaces, and let $A\subseteq X\times\bar X$ be an analytic subset of the product space. Let $P$ be any probability measure such that $P(A) = 1$, and denote by ...

**2**

votes

**0**answers

234 views

### Radon-Nikodym derivatives as limits of ratios

Let $\mu_1$ and $\mu_2$ be measures with $\mu_1 \ll \mu_2$. Suppose we can characterize (a version of) their Radon-Nikodym derivative this way:
$$\frac{d\mu_1}{d\mu_2}(x) = \lim_{n \to \infty} ...

**2**

votes

**1**answer

146 views

### A question about stochastic kernels and invariant measures

Suppose that $E$ is a metric space, let $\mathcal{B}_E$ denote the set of its Borel subsets and suppose that $\mu$ is a probability measure on $(E,\mathcal{B}_E)$. In addition, suppose that $p:E\times ...

**1**

vote

**1**answer

216 views

### Equivalent Definition of Measurable Function

Suppose $f: \mathbb{R} \to \mathbb{R} $ is a function. Is it equivalent that:
1) $f$ is measurable
2) the area under $f$ (i.e $\{ (x,y)\ | \ f(x)\leq y\} $) is measurable in the product measure of ...

**7**

votes

**3**answers

423 views

### Which Sigma-Ideals in a Sigma-Algebra are Ideals of Null Sets?

My question is motivated, to be somewhat vague, by an attempt to see how much a measure space is defined by the set of null sets. In other words, assume we are not given a concrete measure on a space ...

**3**

votes

**1**answer

126 views

### Generalization of Lévy's continuity theorem for nuclear spaces

I am interested in a generalization of the following finite-dimensional results in infinite dimensional vector-space with nuclear structure, especially for the cases of the spaces of distributions ...

**1**

vote

**0**answers

155 views

### Question on the Quotient Integral Formula

I have a very concrete question on the proof of the following (see below): Given a 'nice' top. space $X$ and a 'nice' group operation of $G$, say, from the right, on $X$ and a certain measure on $X$, ...

**2**

votes

**1**answer

121 views

### Function from a compact metric space to the subsets of the naturals

Let $X$ be a compact metric space, and $\mu$ a Borel probability measure. For
$S\subset\mathbb{N}$ we denote the upper density with $\overline{D}(S).$
Let $f:X\rightarrow2^{\mathbb{N}}$ be a ...

**6**

votes

**2**answers

306 views

### Integration on Compact Semirings

I want to know if integration of functions $f:X\rightarrow G$ where $G$ is a compact semiring has been defined and if it is possible to ensure that all continuous functions are integrable. This is ...

**12**

votes

**7**answers

697 views

### Examples of toposes for analysts

I've read that toposes are extremely important in modern mathematics, but I find the definitions and examples given on the nLab page a little too abstract to understand.
Can you provide some examples ...

**1**

vote

**1**answer

289 views

### From Lebesgue Integral to Stieltjes Integral, and integration by parts

Let $X$ be a real random variable with c.d.f function $F$.
Let $g$ be an increasing measurable real function and assume that $\mathbb{E}\left[g(X)\right]$ exists (and is finite).
What additional ...

**1**

vote

**0**answers

85 views

### two concepts of positivity for elements of $C(X)$ when $X$ is hyper-stonean

Suppose that $X$ is a compact space. Let $M(X)=C(X)^*$ denote the Banach space of regular measures. Is the following statement true:
$F:M(X)\to\mathbb{C}$ is a positive functional if and only if the ...

**2**

votes

**1**answer

123 views

### Talking about properties of “random” elements

I asked this in MSE but did not get a satisfying answer. I apologize in advance if this is not appropriate for MO.
Suppose that we have some set X and we want to say that a "random" (or generic) ...

**6**

votes

**2**answers

254 views

### Is there a measure / probability theory in a topos of “generalized measure spaces”?

Consider the category with the standard Lebesgue measure space $\Omega$ as its only object and measure type preserving nonincreasing (equivalence classes of) maps as morphisms.
Question: is there an ...

**1**

vote

**1**answer

192 views

### Fubini for distributions which are not measures?

We have a "nonnegative" distribution $\mu$ with compact support in $\mathbb{R}^2$ which is not a measure, as we can produce a linear function $f(x,y)=x-1$ such that the integral of $f^{2k}$ w.r.t. ...

**1**

vote

**1**answer

203 views

### dual space of the subspace of the space of probability measures [closed]

I have a question which maybe so naive but I want to know the result about it.
Let $\mathcal{M}=\mathcal{M}(\mathbb{R})$ be the space of bounded measures. Then by some materiau such as ...

**2**

votes

**1**answer

69 views

### Measurability of a 'cone'

Let A be a (Lebesgue) measurable set in $ \mathbb{R}^n$. Consider the 'cone with base A' $A(1) = \{\alpha x \in \mathbb{R}^n : x \in A, \alpha \in (0,1] \}$.
Is B Lebesgue measurable? I assume it is, ...

**2**

votes

**1**answer

142 views

### Rate of convergence of the average of an equidistributed sequence

Let $f : \mathbb R\to\mathbb C$ be an $1$-periodic and sufficiently smooth function, which has zero average, and let $\alpha$ irrational. We know the following:
a. ...

**2**

votes

**1**answer

173 views

### Proving that Brownian motion has no points of increase

I am reading Burdzy's paper on the points of increase of Brownian motion:
Burdzy's Paper
He is proving that, almost surely, a Brownian motion, has no points of increase. What he actually proves is ...

**4**

votes

**1**answer

240 views

### Does equidistribution of zero average, due to irrationality, imply boundedness?

Let $f:\mathbb R\to\mathbb C$ be a sufficiently smooth and $1$-periodic function of average zero (i.e., $\int_0^{1}f(x)\,dx=0$), and let $\alpha\in(0,1)\smallsetminus\mathbb Q$. We know that
$$
...

**1**

vote

**0**answers

112 views

### Uniform Law Of Iterated Logarithm for VC classes

Kenneth Alexander proved a uniform Law Of Iterated logarithm for Vapnik-Chervonenkis classes in the article Probability Inequalities for Empirical Processes and a Law of the Iterated Logarithm (Ann. ...

**3**

votes

**1**answer

147 views

### On Radon measures with values in Banach space

It is known that continuous linear functionals on the space $C_0({\mathbb{R}^n})$ are bounded Radon measures ${\cal M}({\mathbb{R}^n})$ where $C_0({\mathbb{R}^n})$ is uniform closure of the space of ...

**2**

votes

**1**answer

196 views

### Probability measures on $L^p$

Let $(X,\mathcal X,\mu)$ be a fixed measure space, and suppose that $\mu$ is stationary and ergodic with respect to the (left) action of a topological group $G$. Stationarity means that $\mu = g_* \mu ...

**1**

vote

**1**answer

147 views

### Stone space of measure algebra [closed]

let $\lambda$ be the Lebesgue measure on the unit interval $I=[0,1]$, and $Leb(I)$ be the Boolean algebra of Lebesgue measurable in $I$ and $\mathcal{N}$ the family of Null sets. The measure algebra ...

**1**

vote

**0**answers

82 views

### Recovering measure from the family of sigma-subalgebras

Let $(X,\mathscr{F})$ be a measurable space.
Let $\mathscr{F}_\alpha \subseteq \mathscr{F}$, $\alpha \in \mathfrak{A}$ be a class of $\sigma$-subalgebras.
Let we have a measure $\mu_\alpha$ on every ...

**2**

votes

**1**answer

136 views

### When is a space of probability measures not perfectly normal?

I am looking for examples of pairs ($(\Omega,\Sigma)$, ($\mathcal P(\Omega)$, $\tau$)), where $(\Omega,\Sigma)$ is a measurable space and ($\mathcal P(\Omega)$, $\tau$) is a space of probability ...

**3**

votes

**1**answer

184 views

### Are measurable functions almost surely constant on atoms?

Let $(\Omega,\Sigma,\mu)$ be a probability space. A $\mu$-atom is an $A\in\Sigma$ such that $\mu(A)>0$ and for all $B\in\Sigma$ such that $B\subseteq A$, either $\mu(B)=\mu(A)$ or $\mu(B)=0$ holds.
...

**1**

vote

**0**answers

80 views

### A argument related measurable partitions in dynamic system

$X$ is a compact metric space, and $T:X\rightarrow X$ be a continuous map, which is finite to one. Denoted by$ X_{0}$ the set of all points $x\in X$, such that for all sufficiently small ...