Questions tagged [measure-theory]

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

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1 vote
2 answers
20 views

How should the "measure theoretic" Jacobians of a dynamical map be understood in Lai-Sang Young's "Recurrence Times and Rates of Mixing"

In Young's article: Recurrence Times and Rates of Mixing, she uses multiple times the notation $JF, JF^k, JF^R$ to mean the Jacobian of a dynamical map $F:\Delta\to\Delta$ w.r.t. a given reference ...
-2 votes
0 answers
19 views

Population-level measurable function from samples

Consider a set of points $\{(x_i, y_i)\}_{i=1}^\infty$, where $x_i \sim X$ for some random variable $X$. Let’s say they are all in $[0, 1]$. We may assume $x_i$ are dense in $[0,1]$. Is it generally ...
-1 votes
0 answers
47 views

Positiveness of a measure in the unit circle [closed]

Assume that $\mu$ is a positive measure in the unit circle and assume that $\mu = \eta +\delta$, where $\delta$ is Dirac measure. Whether in general $\eta$ is a positive measure. I see this argument ...
0 votes
0 answers
17 views

reference request: product measures defined by a subsequence of measures

Suppose $\{\mu_n\}_{n\in\mathbb{N}}$ is a sequence of pairwise equivalent probability measures, each of which is defined on $\mathbb{R}$. Let $\bigotimes_n\mu_n$ be the product measure defined on $\...
1 vote
0 answers
27 views

Deterministic multifractal measure with quadratic singular spectrum?

For a non-negative locally finite measure $\mu$ on a bounded metric space $(\Omega,\mathcal{B})$, its local Holder exponent $f(x)$ is defined as $$f(x)=\lim_{r\downarrow 0}\frac{\mu(B(x,r))}{\log r}$$ ...
3 votes
1 answer
354 views

Local dimension of measures

For a Borel prob measure $\mu$ in $\mathbb{R}^n$, define the local dimension of $\mu$ at $x$ by $$ {\rm dim}_*(\mu, x)=\liminf_{r\to 0} \frac{\log \mu(B(x,r))}{\log r}, {\rm dim}^*(\mu, x)=\limsup_{r\...
2 votes
1 answer
58 views

From convergence of sequences to uniform convergence in probability

For $n=1, 2,\ldots$ consider a sequence of sets of ascending integers $I_n=\{\underline{i}_n,\underline{i}_n+1, \ldots, \overline{i}_n\}$, with $\underline{i}_n \to \infty$ and $\underline{i}_n=o(\...
2 votes
0 answers
36 views

If a probability measure is a mixture of products of its marginals, does it have finite moments?

Let $\mu$ be a Borel probability measure on $\mathbb{R}^n$. For a linear subspace $E\subset \mathbb{R}^n$, let $\mu_E$ denote the marginal of $\mu$ on $E$. The usual orthogonal complement of $E$ is ...
2 votes
1 answer
85 views

For a closed Riemannian manifold $M$, must the set of points with non-unique closest points to a closed submanifold $S$ of $M$ be of 0 volume measure?

Let $(M,g)$ be a closed (compact without boundary) Riemannian manifold of finite dimension, with the volume measure $\mu:= \mu(E):=\int_{E}dvol_g \forall E \in \mathcal{B}(M),$ the Borel sigma algebra ...
1 vote
3 answers
154 views

Graph on $\mathbb{N}$ where almost every vertex is shy

The following question is loosely based on the friendship paradox. Let $G=(V,E)$ be a simple, undirected graph. For $v\in V$, we let the neighborhood of $v$ be $N(v) = \big\{w\in V:\{v,w\}\in E\big\}$ ...
2 votes
1 answer
97 views

On the existence of a complicated fractal-like set of finite perimeter

Let $f\in BV(\Bbb R^n)$ be an integer-valued function that maps into $\{0, 1\}$ and is identically $0$ outside some bounded set in $\Bbb R^n$. In particular, $f$ determines a bounded Caccioppoli set $...
1 vote
0 answers
98 views

Density of absolutely continuous measures on a Polish Space

Consider the set of all probability measures on a Polish space $X$ (equipped with the Borel $\sigma$-field $\mathcal{B}(X)$). I am wondering if there exist conditions under which a subset of measures ...
0 votes
0 answers
39 views

Does local convergence in $L^p$ follow from weak convergence of measures and uniform $L^p$ boundedness?

On page 610 in Sur les mesures de Wigner by P.-L. Lions and T. Paul, the authors claim the following: Let $\mathcal{M}_{w-*}$ be the space of bounded positive measures on $R^d$, equipped with the weak*...
1 vote
1 answer
101 views

A question about the maximal function

Let $n>4$, $f\in C^{\infty}(\mathbb{R}^{n})$ and 0 denote the origin of $\mathbb{R}^{n}$. We define a weighted maximal function by $$Mf(x)=\sup_{0<r<1}r^{4-n}\int_{B_{r}(x)}|f|$$ which is ...
1 vote
0 answers
84 views

$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?

Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
1 vote
1 answer
74 views

On the definition of symmetric rearrangement

For a measurable function $u:\mathbb{R}^{n}\to \mathbb{C}$ one usually defines the symmetric rearrangement $u^{*}:\mathbb{R}^{n}\to \mathbb{R}^{+}$ as follows: \begin{equation*} u^{*}(x)=\int_{0}^{\...
0 votes
1 answer
65 views

Decay rate of $\lim_{|z| \to \infty} \|1_{B(z, 1)} f\|_{L^p} =0$

We fix $p \in [1, \infty)$. We have for every $f \in L^p (\mathbb R^d)$ that $\lim_{|z| \to \infty} \|1_{B(z, 1)} f\|_{L^p} =0$. I wonder if there is an estimate of above decay, i.e., Is there a ...
0 votes
1 answer
166 views

Does weak convergence in $L^2$ imply convergence a.e. of a subsequence? [closed]

The title pretty much explains it all. Let $u_n\in L^2(\mathbb{R}^n)$ be a sequence converging weakly in $L^2$ to some $u\in L^2(\mathbb{R}^n)$, that is $\int u_k v \to \int u v$ for all $v\in L^2(\...
6 votes
1 answer
201 views

Subset of the reals with zero inner measure and "full" outer measure in $\mathsf{ZF}+\mathsf{DC}$

Working in $\mathsf{ZF}+\mathsf{DC}$ (that is, we are allowed to use Dependent Choice but not full choice), suppose that there exists a non-measurable subset of the unit interval $[0,1]$ (just non-...
10 votes
2 answers
5k views

Approximate a probability distribution by moment matching

Suppose we want to approximate a real-valued random variable $X$ by a discrete random variable $Z$ with finitely many atoms. Suppose all moments of $X$ is finite. We want to match the moments of $X$ ...
18 votes
3 answers
1k views

Is there a natural measurable structure on the $\sigma$-algebra of a measurable space?

Let $(X, \Sigma)$ denote a measurable space. Is there a non-trivial $\sigma$-algebra $\Sigma^1$ of subsets of $\Sigma$ so that $(\Sigma, \Sigma^1)$ is also a measurable space? Here is one natural ...
4 votes
1 answer
662 views

Question/References on the Skorokhod M1 topology

Let $D(0,T)$ be the space of right continuous functions with left limits defined on $[0,T]$. Consider the Skorokhod M1 topology on $D(0,T)$, see e.g. S. Ledger, Skorokhod’s M1 topology for ...
1 vote
1 answer
294 views

Is the Borel-Cantelli Lemma applicable here? [duplicate]

Consider $(X_{n})_{n\in\mathbb{N}}$ a sequence of random variables taking values in the set $\mathbb{Z}_{\geq 0}$ where $\mathbb{P}(X_{n} = i) > 0 $ for every $i\in\mathbb{Z}_{\geq0}$ which are ...
2 votes
1 answer
178 views

References on tilting distributions

I would be interested in any book, paper, or other reading material that gives a comprehensive treatment of tilted distributions using the following notion of "tilting" (or equivalent): ...
1 vote
1 answer
93 views

Maximal element w.r.t. abolute continuity of measures

Suppose that $\mu$ is a $\sigma$-finite measure on $\mathcal{X}\equiv\bigotimes_{i=1}^n\mathcal{X}_i$. Let $\Pi$ denote the set of all $\sigma$-finite product measures on $\mathcal{X}$. Define $$ \...
3 votes
1 answer
1k views

Borel-Cantelli lemma for general measure spaces (those with infinite measure)

The Borel-Cantelli lemma is often stated for a probability space or spaces with finite measure. But it seems to me that it still holds if the space $X$ is of infinite measure. I seem to be able to ...
87 votes
8 answers
15k views

Why is Lebesgue integration taught using positive and negative parts of functions?

Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...
1 vote
1 answer
585 views

Integral on level sets

Let $g_\epsilon : K \subset \mathbb{R}^d \rightarrow \mathbb{R}$ (more regularity can be assumed if necessary) be defined on a compact set (with regular boundary) $K \subset \mathbb{R}^d$, and the ...
0 votes
0 answers
85 views

Some stability and estimate of the optimal transport map (Brenier map)

Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution ...
6 votes
1 answer
128 views

Weak convergence of random measures generated by non-negative martingales?

If I have a sequence of non-negative continuous martingales $(M_n(x))_{n\ge 1}$ on $x\in[0,1]$, i.e. for each fixed $n$, $M_n:[0,1]\to[0,\infty)$ is a continuous process, and for each fixed $x\in[0,1]$...
2 votes
2 answers
302 views

Existence of the limit of periodic measures

Let $T: X \to X$ be a continuous map over a compact metric space. We say that a measure $\mu$ is $T$-invariant if $T_{\ast} \mu= \mu$. We denote by $M(X, T)$ the space of all $T$-invariant Borel ...
85 votes
9 answers
16k views

Demystifying the Caratheodory approach to measurability

Nowadays, the usual way to extend a measure on an algebra of sets to a measure on a $\sigma$-algebra, the Caratheodory approach, is by using the outer measure $m^* $ and then taking the family of all ...
17 votes
11 answers
4k views

Applications of measure, integration and Banach spaces to combinatorics

I'm going to be teaching a Master's level analysis course (measure theory, Lebesgue integration, Banach and Hilbert spaces, and if there's time, some spectral or PDE stuff) in the fall. My problem is ...
8 votes
1 answer
1k views

Worst of both worlds?

It's well known that $\mathsf{AC}$ implies the existence of non-measurable sets. And it's also true that, if all sets are measurable, then $|\mathbb{R}/\mathbb{Q}| > |\mathbb{R}|$. But is there a ...
0 votes
0 answers
44 views

Existence of derivative of distribution of exponential family?

Suppose $(X, \mathcal{F})$ is a measurable space and $\left\{F_\theta, \theta \in \Theta\right\}$ is a distribution family on $(X, \mathcal{F})$. When $\left\{F_\theta, \theta \in \Theta\right\}$ is ...
4 votes
1 answer
231 views

Does a generic linear map admit a vector whose iterates span $V$?

We say a linear map $T$ on a finite dimensional vector space $V$ admits spanning vectors if there exists some vector $v \in V$ whose iterates $v, Tv, T^2 v, \dots$ under $T$ span $V$. Question: ...
0 votes
0 answers
22 views

An auxiliary problem while constructing the system of Jordan sets on a plane

Let $\mathfrak{S}$ be a system of rectangles in $R^2$ of the form $[a,b]\times [c,d]$ where $a,b,c, d \in R$, $a<b$, $c<d$. Let $\mathfrak{A}$ be a system of simple sets based on $\mathfrak{S}$. ...
0 votes
0 answers
165 views

The set of continuous bounded functions $f:X\to Y$ is dense in $L^p(X,Y)$ where $X,Y$ are Polish

It is well known that the set of real-valued continuous functions with compact support is dense in $L^p(\mu)$ where $\mu$ is a Radon measure (see e.g. [Folland, Proposition 7.9]) Clearly, the set of ...
0 votes
1 answer
85 views

Lower bounds for truncated moments of Gaussian measures on Hilbert space

Let $\mu_C$ be a centered Gaussian probability Borel measure on a real separable Hilbert space $\mathcal{H}$ with covariance operator $C$. Denote the ball with radius $r$ in $\mathcal{H}$ centered at ...
9 votes
1 answer
323 views

Disintegration measures and differential forms

Let $X$ and $Y$ be smooth oriented manifolds of dimension $m$ and $n$, and let $f\colon X\to Y$ a proper smooth map. There is a theorem called the "Disintegration Theorem" which says ...
1 vote
1 answer
91 views

Interchange the deterministic and stochastic integrals

We fix $T >0$ and let $\mathbb T$ be the interval $[0, T]$. Let $(X_t, t \in \mathbb T)$ be a continuous adapted process on some filtered probability space $(\Omega, \mathcal A, (\mathcal F_t)_{t \...
0 votes
0 answers
55 views

Existence of a measurable maximizer

Let $F$ be a continuous cdf with full support on $[0,1].$ Let $A$ be a compact subset of $\mathbb{R}$ and $\mathcal{M}$ be the set of measurable functions $\alpha:[0,1]\rightarrow A.$ Let $\bar \alpha ...
1 vote
0 answers
78 views

Measurability of the union of cut loci along a curve

Let $(M,g)$ be a Riemannian symmetric space and $\alpha(s)$ be a geodesic. Define $$ U(t)=\cup_{s\in[0,t]}{\rm Cut}(\alpha(s)) $$ as the union of the cut loci ${\rm Cut}(\alpha(s))$ along the curve $\...
2 votes
0 answers
73 views

Can we control the Wasserstein metric between $\mu$ and $\nu$ by their moment difference?

Fix $p \in [1, \infty)$. Let $(\mathcal P_p(\mathbb R^d), W_p)$ be the Wasserstein space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. Let $D_p$ be the collection of ...
1 vote
1 answer
640 views

Transport of measure

Let's disintegrate $\mu$ and $\nu$, two probabilities on $\mathbb{R}^{d}$ , according to $$ \pi_{k} (x_{1},...,x_{d}) = (x_{k},...,x_{d}) $$ We get a family of measures and each measure $\mu_{k,d}^{+...
2 votes
1 answer
111 views

On a density property of signed singular measures

Suppose that $\mu$ is a signed finite Borel measure which is singular with respect to the Lebesgue measure in $[0,1]$. Is it true that there always exist a point $x\in [0,1]$ such that \begin{equation*...
18 votes
1 answer
346 views

Is defining measures as functionals ever insufficiently general in practice?

Crossposting from Math Stack Exchange, as it has yet to receive any answers there; the original question is here. The way I learned measures was as set functions on a $\sigma$-algebra with certain ...
0 votes
1 answer
72 views

Same occupation measure $\Rightarrow$ same trajectory

Let $f$ be a $\mathcal{C}^1$ vector field (VF) on a compact subset $M \subset \mathbb{R}^n$. $M$ inherits the Euclidean metric. We define a dynamical system by $$\dot{x}(t)=f(x(t))$$ The occupation ...
14 votes
4 answers
4k views

Zariski closed sets in C^n are of measure 0

This is related to another question in which it is proved that Zariski open sets are dense in analytic topology. But it is intuitive that something more is true. Namely, that they are the sets where ...
0 votes
1 answer
142 views

Billingsley convergence of probability measures - inequality used in Theorem 2

On Page 8, Billingsley defines $f(x)=(1-\rho(x,F)/\epsilon)^{+}$ where $\rho(x,F)$ is the metric distance from the set $F$. He then states $|f(x)-f(y)|\leq \rho(x,y)/\epsilon$ and goes on to use this ...

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