**3**

votes

**1**answer

326 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

123 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

42 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

135 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

98 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

171 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 $\mathcal{R}$ ...

**0**

votes

**1**answer

206 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

85 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

187 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

58 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

257 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

71 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

211 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

143 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

207 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

415 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

124 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

151 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 ...

**5**

votes

**2**answers

291 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

694 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

276 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

82 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

250 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

186 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

196 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

141 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

167 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

238 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

110 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

145 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

135 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

176 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

79 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 ...

**2**

votes

**1**answer

137 views

### Are there any good techniques for calculating Hausdorff measure?

I'm aware that many techniques have been developed for the purpose of calculating Hausdorff dimension (although I'm fairly unfamiliar with them), but my question is whether or not we have any good ...

**3**

votes

**1**answer

175 views

### Particular neighborhoods of analytical sets

Let $X$ be a standard Borel space: a topological space isomorphic to a Borel subset of a complete separable metric space. Denote by $\mathcal P(X)$ the set of all Borel probability measures over $X$ ...

**9**

votes

**3**answers

568 views

### measure with given push-forwards

Let $X,Y$ be locally compact spaces (in my specific case, they are locally compact groups). Suppose that we are given a measure $\mu$ on $X$ and a finite number of quotient maps ...

**4**

votes

**3**answers

386 views

### A non-trivial probability measure on $2^{\mathbb R}$

Consider the measurable space $2^{\mathbb R}$, equipped with the tensor-product $\sigma$-algebra. Famously, this space has a measurable structure which is not generated by a topology (see this ...

**5**

votes

**1**answer

134 views

### Entire functions with a null real escaping set

Let $f$ be a entire function (stable on $\mathbb{R}$), and $E_{\mathbb{R}}$ its real escaping set : $$E_{\mathbb{R}} = \{ x \in \mathbb{R} : f^{(k)}(x) \rightarrow_{k \to \infty} \infty \} $$
We put ...

**7**

votes

**2**answers

321 views

### Measure theory in nuclear spaces

Much of the literature on measure theory in linear spaces focuses on the case of normed linear spaces (e.g., the outstanding book by Vakhania, or its sequel). However, nuclear linear spaces "as far ...

**-2**

votes

**1**answer

121 views

### a measure convolution equation

My question is:
Given a function $f$ in the Schwartz class, we are looking for a measure $\mu$ which is a solution of the convolution equation: $f = e^{-|.|^2/2} \ast \mu$, where $e^{-|.|^2/2}$ is ...

**25**

votes

**2**answers

1k views

### Is there a finite family of functions such that the max of any two functions can be dominated by a third?

Is it true that for every $t$ there is an $n$ and there exists a finite function
family, $\cal F$, whose members are from $[n] \to \mathbb N$ (taking all different
values) and for any $f_1, \ldots, ...

**1**

vote

**1**answer

114 views

### Hausdorff measure and projections

Fix $ k \in \mathbb{N} $ and let $ H^k $ be the $k$-dimensional Hausdorff measure on $\ell^\infty $. Also, if $ V $ is a subspace of $ \ell^\infty $, we denote the projection onto $ V $ by $ \pi_V $. ...

**2**

votes

**0**answers

62 views

### Packing symmetric matrices in spectral norm, and defining measures on symmetric matrices

I'm trying to upper bound the $\epsilon$-packing number of $\Theta=\{A\in\mathbb{S}^{d}:\; a\preceq A \preceq b\}$ (where $\mathbb{S}$ are symmetric $d\times d$ matrices) for some $a\leq b$ with ...

**-2**

votes

**1**answer

118 views

### Forms of multivariate CLT [closed]

I am looking for a good reference for differnt kinds of multivariate central limit theorems. I was wondering how far the i.i.d. condition of the standard multivariate clt can be relaxed, as in can the ...