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

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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 ...
5
votes
0answers
178 views

Sierpinski sets and extensions of Lebesgue measure

I am duplicating an old problem from stackexchange: Suppose that every countably generated sigma algebra extending the Borel sigma algebra on $[0, 1]$ admits a measure extending the Lebesgue measure ...
1
vote
1answer
205 views

Axiomatic explanation of why the volume of a parallelepiped is equal to the area of its base times its height [closed]

I asked this in MSE, it flashed and disappeared. Let $V_n$ be the volume on the set of polytopes in $\mathbb R^n$, defined axiomatically, i.e. a functional, that assigns to each polytope $P\subseteq\...
0
votes
1answer
52 views

Convergence of generalized expectation under total variation norm

Consider the space of sub-distributions (i.e. positive measures of variation norm lower than 1) over a discrete subset $S$ of $\mathbb{R}$ (this set is measured by its powerset). Let $(\mu_n)_n$ be a ...
8
votes
2answers
785 views

Is $f(x,y)=\sum_{n\in\mathbb{Z}\backslash\{0\}}\frac{1}{n}e^{2\pi i(xn+yn^2)}$ essentially bounded?

Let $$f(x,y)=\sum_{n\in\mathbb{Z}\backslash\{0\}}\frac{1}{n}e^{2\pi i(xn+yn^2)} $$ Is it true that $\|f\|_{L^{\infty}(\mathbb{R}^2)}<\infty$? i.e. is $f$ essentially bounded?
1
vote
1answer
236 views

When is the hitting time of an open set a stopping time?

Let $(\Omega, \mathcal{F},P)$ be a probability space and $(\mathcal{F}_t)_{t \in [0,T]}$ a filtration. Consider an adapted, right-continuous process $X$ taking values in $\mathcal{X}$ and let $B$ be ...
4
votes
1answer
266 views

Measure algebra of a total extension of Lebesgue measure

Solovay shows that the existence of a measurable cardinal is equiconsistent with the existence of a countably additive extension of Lebesgue measure that is defined on all sets of real numbers. Given ...
5
votes
2answers
305 views

Is the space of signed finite measures on a compact set $M([0,1])$ a sequential space?

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 $\...
8
votes
1answer
229 views

Is the Jordan decomposition of a self-adjoint functional constructive?

Let $A$ be an abstract C*-algebra, and let $\varphi\colon A \rightarrow \mathbb C$ be a bounded linear function. Assuming the axiom of choice, there exist unique positive bounded linear functions $\...
1
vote
0answers
118 views

Finitely additive measure over integers [duplicate]

We know that, with Axiom of Choice (AC), it can be shown that there exists a finitely additive uniform distribution defined for all subsets of the integers (see, e.g., Hrbacek and Jech 1999, Ch. 11). ...
1
vote
1answer
212 views

First mean value theorem for integration and Lebesgue measureability

According to first mean value theorem for integration, if $G \ : \ [a,b] \to \mathbb{R}$ is a continuous function, there exists $x \in (a,b)$ such that $$\int_a^b G(t) dt = G(x)(b-a)$$ Assume $G$ is ...
1
vote
0answers
128 views

Is the implication ($f$ is Riemann integrable over $D_1$ and $D_2$) $\Rightarrow $ ($f$ is Riemann integrable over $D=D_1\cup D_2$) true?

Let $D_1,D_2$ be a bounded subset of $\mathbb{R}^n$ and $\partial D_1,\partial D_2$ are both of Lebesgue measure zero (that is to say: $D_1,D_2$ are Jordan measurable). Also, let $f:D_1\cup D_2=D\...
0
votes
2answers
172 views

Continuity of an integral

Let $f \in L^1(\Omega)$, where $\Omega$ is a bounded set in $\mathbb{R}^n$ Let $Z = (z_1,z_2,\dots,z_k)$ denote a k-tuple where each $z_i \in \Omega$ Consider $$F(Z) = \int_\Omega f(y)\min_{1\leq i ...
2
votes
1answer
98 views

convex function with distributional Hessian $D^2 f \leqslant \lambda$, $\lambda$-concave?

Let $f:R^n \to R$ be convex (may not $C^1$), $$[D^2f]=[D^2f]_{ac}+[D^2f]_s=[h_{ij}] L^n+[D^2f]_s$$ is the Lebesgue decomposition of the Hessian matrix. Where $[h_{ij}]$ is the density w.r.t the ...
2
votes
2answers
372 views

Can one estimate the distribution of eigenvalues of a matrix by its Cauchy/Stieltje transform?

Given a real symmetric $n$ dimensional matrix $A$, with eigenvalues $\lambda_i$ I am defining its Cauchy transform as the function, $f_A(z) = \sum_i \frac{1}{z-\lambda_i}\,$ Is there any information ...
6
votes
1answer
267 views

Can ITTM recognize a non-measurable set?

Throughout the question ITTM refers to Hamkins' infinite Turing machines, though I will be interested in results related to stronger models. Recently I was wondering, is it consistent that there is ...
2
votes
0answers
66 views

Sequences of transition probability measures

Suppose that $X$ and $Y$ are compact metric spaces. A Borel probability measure $\mu$ on $X\times Y$ satisfies $$ \mu(A\times B)=\int_A\mu(B|x)\mu_X(dx), $$ for $A$ and $B$ Borel sets in $X$ and $Y$ ...
4
votes
2answers
655 views

Polish by compact is Polish?

Let $X,Y$ be separable and metrizable, with $Y$ Polish, and suppose there is a topological quotient map $f:X\to Y$ with compact fibers. Is $X$ Polish? I have a specific space in mind, so if the ...
5
votes
1answer
139 views

Simultaneous approximation of arbitrary functions in Hölder space and in $L^2(\mu)$ by a smooth function and its derivative

Let $\mu$ be a probability measure on the circle $S^1=\mathbb{R}/\mathbb{Z}$ which is singular with respect to the Lebesgue measure $\lambda$. Consider the functions spaces $L^2(\mu)$ on the one hand, ...
6
votes
2answers
176 views

Accuracy of the truncated Hausdorff moment problem

For a sequence of real numbers $s = (s_i)_{i \in n}$ let $M_s$ be the collection of functions $f:[0,1] \to [0,1]$ such that $$(\forall i \leq n) \int_0^1 x^i f(x) dx = s_i$$ In other words, $M_s$ ...
0
votes
1answer
99 views

Convergence of measures to an absolutely continuous measure

Suppose that $\{\mu_n\}$ is a sequence of Borel probability measures on a compact metric space $X$ and suppose that $\{\mu_n\}$ converges weakly to a Borel probability measure $\mu$ on $X$. If $\mu$ ...
5
votes
3answers
286 views

Borel coloring of a graph on the set of all functions $f:\mathbb{N}\to\mathbb{N}$

The following question was asked in a comment by Joel David Hamkins in Graph on the set of all functions $f:\mathbb{N}\to\mathbb{N}$. Let $V$ be the set of all functions $f:\mathbb{N}\to\mathbb{N}$. ...
0
votes
1answer
212 views

topology of setwise convergence of measures

It is well known that if $X$ is, say, compact and metric, then the set of probability measures on the Borel subsets of $X$ endowed with the usual topology of weak convergence of measures has as a ...
1
vote
1answer
118 views

Measurability and continuity for general topological spaces

Let $(X,\tau)$ be a topological space. We call $S\subseteq X$ saturated if $S=\bigcap\{U\in\tau: U\supseteq S\}$. Let $\sigma(X,\tau)$ be the $\sigma$-algebra generated by $\tau\cup\{K\subseteq X: K \...
9
votes
1answer
162 views

Specifying $L^p$ norms of derivatives

Given a sequence of positive numbers $\{a_n\}$ and $1 < p < \infty$, $p\neq 2$, is it possible to build a function $f\in C^\infty(\mathbb R)$ so that $\|f^{(n)}\|_{L^p(\mathbb R)} = a_n$? For ...
2
votes
3answers
297 views

When Banach indicatrix is measurable?

Let $f:X\to Y$ is a measurable function. Banach indicatrix $$ N(y,f) = \#\{x\in X \mid f(x) = y\} $$ is the number of the pre-images of $y$ under $f$. If there are infinitely many pre-images then $N(y,...
6
votes
1answer
288 views

An indicator of a planar subset as an element of a tensor product

Denote $I=(0, 1)$, and let $\mu$ be the Lebesgue measure on $I$. Does there exist a function $f$ on $I\times I$ viewed as an element of the space $L^\infty(\mu\times\mu)$ such that $$ f^2=f $$ (that ...
7
votes
1answer
350 views

Under $\neg CH$, have countable unions of rationally independent numbers inner measure zero?

In their 1943 paper On non-denumerable graphs, Erdos and Kakutani suggest as likely the following proposition. (EK*) Suppose CH fails and $\lbrace M_n : n \in \omega \rbrace$ is a countable family of ...
3
votes
2answers
209 views

When does a function space allow for point evaluations? [closed]

Consider a space of (generalized) functions $F$ defined on a measure space $\Omega$ and equipped with a topology. What are necessary and sufficient conditions for point evaluations at arbitrary $x \...
1
vote
0answers
56 views

Pollard's construction of measures from set functions on lattices of sets

Theorem 12 in Appendix A of Pollard's A User's Guide to Measure Theoretic Probability gives conditions under which a set function defined on a family of sets $\mathscr{K}$ which is closed under finite ...
-1
votes
1answer
125 views

Continuity of function mapping $\mathcal{P}(\mathcal{P}(X))$ to $\mathcal{P}(X)$ [closed]

Given a topological space $Y$, let $\mathcal{P}(Y)$ be the set of all probability measures on $Y$, endowed with the weak* topology. Let $X$ be a topological space (for convenience, it might be Polish ...
7
votes
0answers
261 views

A question about finitely additive extensions of Lebesgue measure

Suppose $m:P([0, 1]) \to [0, 1]$ is a finitely additive measure extending the Lebesgue measure. Must there exist some $X \subseteq [0, 1]$ such that $m(X \cap I) = |I|/2$ for every sub interval $I \...
4
votes
1answer
188 views

convergence of integral for each bounded function in probability

Let $\mu, \mu_1, \mu_2, \dots$ be random measures on a Polish space (separable completely metrizable topological space) $(S, {\mathcal S})$. Suppose I know that $$\int f d \mu_n \to \int f d\mu$$ ...
2
votes
1answer
138 views

Quotient sigma-algebra generated by quotient-measurable generating sets

Let $X$ be a measurable space whose $\sigma$-algebra is generated by a family $\mathcal{G}=\bigcup_n \mathcal{G}_n$ of subsets of $X$, where $(\mathcal{G}_n)$ is a sequence of $\sigma$-algebras on $X$ ...
10
votes
1answer
364 views

Are there any exact results for Hausdorff Measure?

The computation of the Hausdorff measure is extremely difficult due to the infinum appearing in its definition. This has made the calculation of the Hausdorff measure for nearly all fractals difficult ...
3
votes
2answers
269 views

Plane measurable sets and measurable rectangle

Does every measurable set in the plane with positive Lebesgue measure contain a cartesian product of two measurable sets of the real line with positive Lebesgue measures?
4
votes
1answer
254 views

Meager set of full measure

Let X be a compact Hausdorff topological group and let m be the Haar measure on X. Can we find a meager set in X whose complement is m-null? I can do it when X is separable but I don't know if there ...
3
votes
3answers
275 views

How to show that there's a continuous function separating convex sets of Radon measures?

First, the setup: $X$ is a compact set. By Riesz's representation theorem $C(X)^*=${all Radon measures on $X$}. $K$ is a convex, closed set of probability measures. $m$ is a probability measure out of ...
4
votes
2answers
257 views

Topologies for which $\mathcal{M}(X)\otimes \mathcal{M}(Y)$ is dense in $\mathcal{M}(X\times Y)$

Are there complete TVS topologies for which $\mathcal{M}(X)\otimes \mathcal{M}(Y)$ is dense in $\mathcal{M}(X\times Y)$ This question is strongly linked to is the space of all borel measures on $\...
0
votes
1answer
150 views

Is the following “section-wise” defined function measurable in the product space?

I asked this question in mathstackexchange a couple of days ago. Almost right after posing it a partial (affirmative) answer came to my mind in the following form Proposition: Assume that $(X,\...
12
votes
2answers
484 views

A measure on the space of probability measures

This question was originaly posted in the stackexchange https://math.stackexchange.com/questions/1226701/a-measure-on-the-space-of-probability-measures but since it only got a comment I decided to ...
6
votes
2answers
405 views

Existence of a measure-preserving bijection

Let $f, g \, \colon \mathbb{R}^n \rightarrow \mathbb{R}$ be two Borel-measurable functions such that $f$ is non negative and g is radially symmetric, the function $ (0, \infty )\ni t \mapsto g (tx)$...
1
vote
0answers
94 views

Outer measure preserving bijection

Suppose X is a Sierpinski set (So X is uncountable and every null subset of X is countable). Let f be a bijection on X. Must/Does there exist a non null subset Y of X such that for every subset W of Y,...
2
votes
1answer
285 views

Lebesgue measure of set of $y\in\mathbb{R}^n$ such that $x,y,Ay$ are linearly dependent

I've asked this question here on math.stackexchange, but I have been unable to solve this yet, so I'm hoping I can get some advice here. Consider a vector $x\in \mathbb{R}^n$ and a real $n\times n$ ...
2
votes
1answer
143 views

Criterion for weak convergence of probability measures on S' or D'

Let $X_n$ in $S'$ and $\mu_n$, $\mu$ in $M(S')$. $S'$ is the space of tempered distributions. I'm looking for a reference that says if $< f, X_n >$ converges in distribution to $< f,X>$ ...
24
votes
2answers
488 views

Mid point free sets

Given a subset X of unit interval, can we find a subset Y of X of same outer measure as X such that Y does not contain three points of the form x, y and (x+y)/2? I can do this assuming CH but can we ...
4
votes
3answers
409 views

Is the space of all borel measures on $\mathbb R^n$ isomorphic to the tensor product of spaces of borel measures on $\mathbb R$?

Similarly to the decomposition $L_2(\mathbb R^n) = L_2(\mathbb{R})^{\otimes n}$ as vector spaces (and even as Hilbert spaces) , do we have $bm(\mathbb{R^n}) = bm(\mathbb{R})^{\otimes n}$ where $bm(\...
2
votes
2answers
186 views

On the mesurability of a VItali set w.r.t. a Lebesgue absolutely continuous measure

I've seen two kinds of demonstrations of Vitali's sets being not measurable (for example, answer number 2 here: http://math.stackexchange.com/questions/137949/the-construction-of-a-vitali-set, I ...
4
votes
3answers
352 views

Measure with `somewhere dense' support

Let $X$ be a compact Hausdorff (but not necessarily metrizable) space. Is it always true that there exists a probability Borel measure $\mu$ and an open set $U$ such that any nonempty open set $V\...