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

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3
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0answers
139 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
1answer
111 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
1answer
75 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
0answers
551 views

Relative null-ness

Here, "measure" always means Lebesgue measure on $\mathbb{R}$. This question is partly motivated by my answer http://math.stackexchange.com/questions/1444498/is-there-a-categorizaiton-system-for-null-...
4
votes
1answer
181 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
1answer
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
0answers
199 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
1answer
123 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
2answers
413 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
1answer
125 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 f^...
3
votes
1answer
369 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
2answers
321 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
1answer
275 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
2answers
321 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
0answers
119 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
1answer
64 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 $j_1,\ldots,...
1
vote
1answer
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
2answers
257 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
1answer
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
0answers
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
2answers
406 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
2answers
153 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
1answer
148 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
0answers
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
0answers
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
0answers
290 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
2answers
237 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 sigma-...
3
votes
1answer
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
1answer
182 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
2answers
351 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
0answers
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 ...
2
votes
1answer
49 views

Is there a curve on a surface where an integrable function is pointwise bounded?

I consider $\Sigma:=S^2$, as a unit radius sphere in $\mathbb R^3$ so that it has an induced metric, measure etc on it. Is the following statement true? For a large constant $K$, there exist ...
3
votes
0answers
53 views

Are functions whose partial derivatives are simple functions dense in $W^{1,\infty}$?

In a 2D domain, are the functions whose partial derivatives are simple functions dense in $W^{1,\infty}$ ?
14
votes
2answers
738 views

A question of Erdős

In the following paper (pages 122-23), Erdős asks if there is a constant $c > 0$ such that every subset $A$ of plane of area more than $c$ contains the vertices of a triangle of unit area. Is this ...
5
votes
2answers
182 views

If $f : [-a,a] \rightarrow \mathbb{IR}$ is Scott continuous, why are $f^-$ and $f^+$ measurable?

In "A domain theoretic account of Picard's theorem" (http://www.doc.ic.ac.uk/~dirk/Publications/icalp2004.pdf), the authors assert the following. Let $\mathbb{IR}$ be the interval domain $\lbrace [a^-...
1
vote
0answers
101 views

Measurable selections of a finite familiy of measures

EDIT. I'm adding a missing hypothesis and a really TL;DR version of the core problem. Warning: This short statement is the strongest form of what I want, hence not as plausible as the original form. ...
0
votes
0answers
158 views

What does the following space look like?

Pick fixed $a=(a_1,a_2,\dots,a_d)\in\{\pm1\}^d$. Consider map $F_a:\underbrace{\Bbb R^n\times\dots\times \Bbb R^n}_d\rightarrow\Bbb R^n$ given by $F(x_1,\dots,x_d)=\sum_{i=1}^da_ix_i$. Denote $S_n\...
1
vote
1answer
175 views

Entropy, Convergence

imagine you have a sequence $\eta_{n}$ of (shift) invariant measures in the Bernoulli space $\{0,1\}^{\mathbb{N}}$ that satisfy the following: there are a $0<\delta <1$ and an $N$ such that $$n &...
30
votes
2answers
1k views

Measurability and Axiom of choice

In some situations, you need to show Lebesgue-measurability of some function on $\mathbb{R}^n$ and the verification is kind of lengthy and annoying, and even more so because measurability is "obvious" ...
5
votes
0answers
72 views

Measure-minimizing simplex with fixed inradius

Let $\Delta^n$ be an $n$-simplex in $\mathbb{R}^n$. Let $V$ be the volume and $r$ the inradius (radius of the inscribed sphere) of $\Delta^n$. There is a well-known result that $$ V \geq \frac{n^{n/2}(...
1
vote
1answer
147 views

Is it true that for dimension d=3, if $v\in H_0^1(\Omega)$ but $v\notin L_\infty(\Omega)$ then exponent of v or -v is not summable?

I have the following Question: 1) Is it true that if $\Omega\subset\mathbb R^3$, $\Omega$ - bounded, $v\in H_0^1(\Omega)$ but $v\notin L_\infty(\Omega)$ implies $\int\limits_{\Omega}{e^vdx}=+\infty$ ...
4
votes
0answers
139 views

Equidistribution of spheres in $\mathbb{R^2}/\mathbb{Z^2}$

Let $\mathbb{H^2}$ be the hyperbolic upper half place, and let $\Gamma$ be a lattice in $SL(2,\mathbb{R})$ acting on $\mathbb{H^2}$. A proof of the equidistribution of spheres on $\mathbb{H^2/\Gamma}$ ...
5
votes
2answers
198 views

Is taking the product of signed measures weakly continuous?

For a Polish space $X$, let $C_b(X)$ denote the real Banach space of bounded continuous real-valued functions on $X$. Let $M(X)$ denote the space of all finite signed Borel measures on $X$, equipped ...
0
votes
0answers
103 views

What does the Plancherel theorem say about positive-definite distributions?

I'm trying to understand the answer to this MO question: Bochner's theorem for measures of positive type, which suggests a relationship between Bochner's theorem and the Plancherel theorem. The ...
3
votes
2answers
291 views

Commutative von Neumann algebras and localizable measure spaces

This is not my subject so I apologize if my question is too obvious or understood from other pages. I read some pages such as Reference for the Gelfand-Neumark theorem for commutative von Neumann ...
4
votes
2answers
396 views

Is a specific sequentially closed subset of $M([0,1])$ closed?

Let $M([0,1])$ be the set of finite signed measures on $[0,1]$ (with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...
2
votes
1answer
129 views

Does a positive-measure subset of the unit interval almost surely intersect a random translation of some countable subgroup of $\mathbb{R}$?

Please forgive me if this is a very easy question. Let $A \subset [0,1]$ be a Borel-measurable set with strictly positive Lebesgue measure. Does there necessarily exist a countable subgroup $G$ of $\...
4
votes
1answer
224 views

continuity of the Boltzmann entropy in the Wasserstein metric

For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let $$ \...
0
votes
1answer
97 views

Approximation of general measurable maps by simple functions [closed]

Let $f : (\Omega, \mathcal F) \to (\mathbb R, \mathcal B(\mathbb R)$ be a measurable map, then it is well-known that $f$ could be approximated by a sequence $(f_n)$ of simple measurable functions, ...
2
votes
1answer
167 views

Sub-$\sigma$-algebras and conditional expectation

Is it true that any sub-$\sigma$-algebra of a Rokhlin-Lebesgue space is induced (up to completion) by a measurable map into another Rokhlin-Lebesgue space? In other words, is it true that conditional ...