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

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2
votes
0answers
249 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
1answer
148 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
1answer
230 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
3answers
469 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
1answer
130 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
0answers
168 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
1answer
124 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 ...
7
votes
2answers
334 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
7answers
706 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
1answer
310 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
0answers
87 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
1answer
124 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
2answers
280 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
1answer
202 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
1answer
215 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
1answer
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
1answer
151 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
1answer
179 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
1answer
247 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
0answers
115 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
1answer
157 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
1answer
202 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
1answer
159 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
0answers
83 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
1answer
141 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
1answer
203 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
0answers
81 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
1answer
155 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
1answer
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
3answers
574 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
3answers
409 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 ...
6
votes
1answer
139 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
2answers
337 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
1answer
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
2answers
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
1answer
119 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
0answers
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
1answer
119 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 ...
3
votes
1answer
132 views

sub and super-levelset regularity for Sobolev functions

I'm wondering if there are known results about the "regularity" (in some sense to be determined) of sub and super levelsets of Sobolev functions $u\in W^{1,p}(\mathbb{R}^d)$. More precisely: Assume ...
4
votes
1answer
161 views

When does $\ell_1(\Gamma)$ embed into $L_1(\mu)$?

Suppose we are given an uncountable set $\Gamma$ and a measure space $(\Omega, \mathcal{F}, \mu)$. I would like to know when the Banach space $\ell_1(\Gamma)$ embeds into $L_1(\mu)$. Of course, this ...
10
votes
2answers
437 views

Is sigma-additivity of Lebesgue measure deducible from ZF?

Is sigma-additivity (countable additivity) of Lebesgue measure (say on measurable subsets of the real line) deducible from the Zermelo-Fraenkel set theory (without the axiom of choice)? Note 1. ...
6
votes
2answers
384 views

The First Failure of GCH in Large Cardinals Smaller than Measurables

A well known theorem by Scott says: If $\kappa$ is a measurable cardinal and $\mu$ a normal measure on it and $\mu (\lbrace\lambda\in\kappa~|~2^{\lambda}=\lambda^{+}\rbrace)=1$ then ...
1
vote
0answers
88 views

Differentiability of $f*g$ on the circle, for integrable f, bounded g, and some decay of the Fourier coefficients of f

If $f\in L^1(\mathbb{T})$ and $g\in L^\infty(\mathbb{T})$ where $\mathbb{T}$ is the circle, such that $\hat{f}\in L^{p}(\mathbb{Z})$ for some $1\leq p<\infty$, do we have that $f*g$ is ...
13
votes
4answers
514 views

Continuity on a measure one set versus measure one set of points of continuity

In short: If $f$ is continuous on a measure one set, is there a function $g=f$ a.e. such that a.e. point is a point of continuity of $g$? Now more carefully, with some notation: Suppose $(X, d_X)$ ...
0
votes
0answers
166 views

Dual of the space of vector valued Borel measures

What is the dual of the space of all vector valued Borel measures?
-1
votes
2answers
84 views

a convolutional equation for the gaussian measure [closed]

My question is: Let $\mu$ be the gaussian probability. Is there exists a measure $\nu$ solution of the equation: $\nu*\mu=\delta$ where $\delta$ is the Dirac measure supported at the origin. Thanks ...
2
votes
1answer
291 views

Is this a closed set?

Let $\Theta$ and $X$ be two (Hausdorff) topological spaces. Let $\mathbb P : \Theta \to \Delta(X)$ be a "statistical model", i.e., a continuous function from parameter space $\Theta$ to the space of ...
2
votes
1answer
166 views

$X$ Polish geodesic implies $(P_2(X), W_2)$ geodesic

If $X,d$ is a complete and separable space then the space of Borel probability measures with finite second moment on $X$ endowed with the Wasserstein distance $W_2$ is geodesic. I am looking for ...
-1
votes
1answer
188 views

A characterization of the module function on a locally compact division ring

The same question was asked in Math StackExchange about 3 months ago. Since nobody has answered to it, I would like to post it here. References: Weil's Basic Number Theory(denoted by BNT). ...
2
votes
1answer
209 views

Are measures of a measurable cardinal measurable? (Edited and Updated Version)

Update: Regarding to Prof. Hamkins's guidance I restricted the questions to the "normal" measures to avoid trivial answers. Definition: Let $\kappa$ be a measurable cardinal. Define: ...