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

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30
votes
2answers
642 views

Translates of null sets

Does there exist a null set of reals $N$ such that every null set is covered by countably many translations of $N$?
12
votes
2answers
671 views

Is there a probability theory developed in intuitionistic logic?

Since Boole it is known that probability theory is closely related to logic. According to the axioms of Kolmogorov, probability theory is formulated with a (normalized) probability measure ...
5
votes
1answer
111 views

Rademacher average based Hoeffding Inequality

I am following these lecture notes: Given the i.i.d. $\mathcal{Z}$-valued random variables $Z_1,\dotsc,Z_m$ and $\mathcal{G}$ is a set of bounded functions $g\colon \mathcal{Z}\to[a,b]$. Corollary ...
4
votes
1answer
91 views

Does a surjective measurable map induce a surjective pushforward operator?

I hope it is OK to post a question that is basically the same as the months old currently unanswered question at math stackexchange Suppose X, Y are Polish spaces (without loss of generality, we may ...
4
votes
0answers
160 views

Dual or pre-dual of BV

Was there any relevant work to determine the dual (or more likely the predual) of the space of bounded variation functions $BV(\mathbb{R}^n)$ (I recall the definition : a function in ...
0
votes
0answers
40 views

Taking power of the integrand in a Riemann-Stieltjie Integral

This is a problem I am trying to solve as part of a calculation for Value-at-Risk. Given that $P(X<x)=F(x)=\int_{\theta}F(x|\theta)dG(\theta)=1-\alpha$, where $F$ and $G$ are CDF's, is there a ...
1
vote
0answers
13 views

Outer measured induced by a point measure over an algebra of sets [migrated]

I'm helping a friend with problem 7 from section 3.3 of Vestrup's 'Theory of Measures and Integrals'. We got partway into the problem, but after a few hours of chatting about it we were still stumped. ...
7
votes
2answers
332 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 ...
13
votes
2answers
326 views

Maximal ideals of the algebra of measurable functions

It is a well-known fact that for any compact topological space $\rm S$, the set its points is in bijection with the set of maximal ideals of $\mathcal C(\rm S)$, the algebra of continuous functions ...
15
votes
1answer
350 views

Integrals of pullbacks and the Inverse function theorem(s?)

The usual story goes like this: Smooth picture (?): For a smooth bijection $\phi: M \to N$ between $n$-manifolds the following is true: $\phi^{-1}$ is a local diffeomorphism a.e. ...
1
vote
1answer
495 views

For what nonnegative measures $\mu$ does $\mu*e^{-|\cdot|}\in L^{\infty}$?

I am trying to characterize all measures on $\mathbb{R}$ such that $$ \sup_{x\in\mathbb{R}} \: (\mu*f)(x)<+\infty, $$ where $f(x)$ is some specific integrable functions, such as $f(x)=e^{-|x|}$, ...
6
votes
1answer
160 views

Connes' correspondences of two $L^\infty$-algebras

In his "Noncommutative Geometry" book Connes asserts (on p. 539) that for two standard probability spaces $(X,\mu_X)$, $(Y,\nu_Y)$ an $N$-$M$-bimodule for $M=L^\infty(X,\mu_X)$ and ...
1
vote
1answer
251 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 ...
7
votes
1answer
150 views

Defining functions pointwise vs. almost everywhere (w.r.t. uncountably many mutually singular measures)

My question is motivated by a general measure-theoretic problem that one frequently encounters in probability: the need to work with uncountably many mutually singular measures at once, and with ...
11
votes
1answer
290 views

Krein Milman theorem without the axiom of choice

The Krein-Milman theorem asserts that in a locally convex topological vector space, a nonvoid compact convex subset is the closed convex envelope of its extreme points. But I would like to know when ...
3
votes
2answers
268 views

Non-Polish Lebesgue probability space?

Any Lebesgue probability space is mod. 0 isomorphic to some Polish probability space (with $\sigma$-algebra the completion of Borel algebra, and some Borel probability). I would like to see an example ...
2
votes
1answer
98 views

Is $ {C_{c}}(G) $ a meager subset of $ {L^{2}}(G) $ for a second-countable locally compact Hausdorff group $ G $?

The following problem is a stumbling block in a research project that I am working on: Problem. Let $ G $ be a second-countable locally compact Hausdorff group with a fixed Haar measure. Is it ...
1
vote
1answer
302 views

question about uniform continuity under Skorokhod Metric

Let $D=D([0,1], \mathbb{R})$ be the space of cadlag functions $x$ with $x(0)=0$ and $x$ is continuous on $1$. If we endow $D$ with Skorokhod Metric, see: http://en.wikipedia.org/wiki/C%C3%A0dl%C3%A0g ...
5
votes
3answers
401 views

Cohen algebra (generalization)

Let Bor($X$) = class of all borel subsets of $X$. Cohen algebra is defined as Bor(X) modulo the ideal of meager sets. The Cohen algebra has a combinatorial : it is the unique atomless complete ...
1
vote
0answers
110 views

Generating the sigma algebras on the set of probability measures

I was wondering if somebody could help me see/provide a reference to the following fact: Let $X$ be a metrizable set, $\mathcal{F}$ the corresponding Borel sigma-algebra on $X$, and ...
1
vote
0answers
33 views

Progressive measurability and functional composition

Suppose we have a progressively measurable process $X$ taking values in $\mathbb{R}^d$. What are sufficient conditions on a function $f( x, t, \omega ) \colon \mathbb{R}^d \times [0,\infty) \times ...
34
votes
4answers
8k views

Non Borel sets without axiom of choice

This is a simple doubt of mine about the basics of measure theory, which should be easy for the logicians to answer. The example I know of non Borel sets would be a Hamel basis, which needs axiom of ...
1
vote
1answer
72 views

Conversion between condtional expection conditioned on $\sigma$-algebra and on r.v

Let $(\Omega, \mathcal F, P)$ be a probability space, and let $\mathcal G \subseteq \mathcal F$ be a sub-$\sigma$-algebra of $\mathcal F$ and $X : \Omega \to \mathbb R$ a random variable. Then the ...
5
votes
0answers
123 views

Characterizations of an exotic measure on the open sets in the circle $S^{1}$

Suppose that $U\subseteq S^{1}$ is open where $S^{1}=\{z\in\mathbb{Z}:|z|=1\}$. Then define $\mu_{n}(U)=\max_{t\in S^{1}}\frac{1}{n}\cdot|\{k\in\{1,...,n\}|t\cdot e^{\frac{2\pi ik}{n}}\in U\}|$. ...
6
votes
3answers
2k views

Fubini's theorem without completeness or $\sigma$-finiteness conditions

The usual Fubini's theorem(see the Wikipedia article for example) assumes completeness or $\sigma$-finiteness on measures. However, I think I came up with a proof of the Fubini's theorem without those ...
0
votes
0answers
76 views

Discrete measures and discrete kernels

This is a cross-post from math.stack. Let $d\in\mathbb N$ and $\mu$ be the probability measure on $\mathbb R^d$ defined by $\mu=\sum_{k=1}^\infty 2^{-k}\delta_{x_k}$ for some sequence ...
3
votes
0answers
49 views

Bounds on truncated empirical mean

Let $(X_1,X_2,\cdots)$ be a sequence of independent and identically distributed random variables, $|X_i|\leq1$ and $S_n=\frac{1}{n}[X_1+\cdots+X_n]$. Is there an upper bound on the probability of ...
13
votes
1answer
1k views

Is every continuous function measurable?

This question has already been asked on Math StackExchange here, but was too old to be migrated, and I think will be more appropriate to MathOverflow. In non-Hausdorff topology it is standard to ...
5
votes
1answer
269 views

Itô's article “A measure-theoretic approach to Malliavin calculus”

Apart from citations all over the internet, the following paper appears to be off-the-grid. K. Itô, A measure-theoretic approach to Malliavin calculus, in 'New Trends in Stochastic Analysis', Proc. ...
2
votes
0answers
80 views

Regularity of Dirac measure on Baire sets [closed]

Suppose $X$ is a locally compact Hausdorff space. Define the Baire sets in $X$, denoted by $\mathcal Ba(X)$, to be the smallest $\sigma$-algebra that contains all compact $G_\delta$ subsets of $X$. ...
0
votes
0answers
56 views

Extension of functions on Cameron-Martin space

Edit: The following is more or less nonsense: Let $\mu$ be the Standard Gaussian measure on $\mathbb{R}^\infty$ (i.e. the measure such that the projections $p_j$ are independent $\mathcal{N}(0, ...
0
votes
1answer
104 views

Is the push forward of a sigma-finite measure equivalent to a sigma-finite measure?

Let $X$ and $Y$ be locally compact, second countable spaces, and let $\varphi \colon X \to Y$ be a Borel map. Let $\mu$ be a sigma-finite measure on $X$. In general, the push-forward $\varphi_*\mu$ is ...
1
vote
0answers
56 views

Getting a measure from a premeasure through an adjoint

Let's take the category of measure spaces with objects $(X,\mathcal{F},\mu)$ and avoid the morphisms for now (I'm not sure what they should be), where $X$ is a set, $\mathcal{F}$ is a ...
1
vote
0answers
107 views

Is it possible to improve the order of convergence of averages of random variables if they are not identically distributed?

Let $X_n$ be a sequence of independent random variables (but not necessarily identically distributed) taking values in $[-1,1]$ that have the following property: 1) The average $A_n := \frac{(X_1+ ...
4
votes
1answer
83 views

Calculate Hausdorff measure with Frostman measures

Fix a metrix space $(X,d)$ and consider the Hausdorff (outer) measures $\mathcal{H}^s$ on $X$. A Frostman measure on $X$ is a finite Borel measure $\mu$ such that there exists $C,t,r_0>0$ with ...
6
votes
1answer
238 views

Is an infinite-dimensional “Lebesgue measure” uniquely determined by a set of positive finite measure?

Let $\mu$ be a probability measure on a subset $C \subset \mathbb{R}^\infty$ of the space of sequences, and assume, for simplicity, that $C$ is closed and convex. We say that $\mu$ admits shifts if ...
1
vote
1answer
154 views

A question regarding sets of Vitali's type in models of $ZF+GCH$ where $L$$\neq$$V$

Consider sets of Vitali's type in models of $ZF+GCH$ where $L$ $\neq$$V$. Are there sets of Vitali's type in both $L$ and $V-L$? If so, is there any way one can distinguish the constructible sets of ...
4
votes
1answer
209 views

Characterizing residually amenable groups

Let $G$ be a finitely generated group. The amenability of $G$ is equivalent to the existence of a certain "weak measure" on $G$. Is there such a characterization for residually amenable groups as ...
12
votes
4answers
911 views

Sierpinski's construction of a non-measurable set

In the early 20th century there was a lot of fuss over the axiom of choice implying that there are Lebesgue non-measurable sets of reals. In his book about The Axiom of Choice, Gregory Moore points to ...
1
vote
0answers
51 views

Measure algebras and their subalgebras

Let $A,B$ be two Boolean algebra with measures $m,p$ thereon, respectively such that the measure algebra $(A,m)$ is isomorphic to the measure algebra $(B,p)$. Suppose that we have two isomorphic ...
3
votes
2answers
335 views

trivial map on $\sigma-$algebra $\mod{}0$ is trivial

Hi everyone! I am currently studying the basic theory of measurable actions and need the following result, which I am not able to prove myself. It is stated without a proof, so probably it should not ...
2
votes
2answers
136 views

Uniformly bounded operator family and pointwise convergence

Let $1 \leq p < \infty$ be fixed and let $\Omega \subseteq \mathbb{R}^n$ be open. Let $(Q_n)_{n \in \mathbb{N}}$ be a uniformly bounded family of operators on $L^p(\Omega)$, i.e. there exists ...
13
votes
4answers
2k views

Is there a natural measures on the space of measurable functions?

Given a set Ω and a σ-algebra F of subsets, is there some natural way to assign something like a "uniform" measure on the space of all measurable functions on this space? (I suppose first ...
7
votes
1answer
245 views

A conjecture about the measure estimates of a trigonometric polynomial

Formulation of the Conjecture Let $\Omega =(0,\pi)\times (0,2\pi)\subset\mathbb R^2$ and let $\psi:\Omega\to \mathbb{R}$ defined by $$\psi(x,t)=\sum_{k\in S \,j\in S'} \sin(kx)\left( ...
0
votes
0answers
56 views

Question about the representation of Skorokhod

I have a question about Skorokhod's representation theroem. Let $\Omega=R^m$ and define the canonical process $X=(X_1, ..., X_m)$, i.e. $X(\omega):=\omega$ for any $\omega=(\omega_1,..., \omega_m)\in ...
3
votes
0answers
65 views

Reasoning about dependent and independent quantities by “degrees of freedom”

In his classic textbook Foundations of the Theory of Probability Kolmogorov defines Independence a little bit differenent then it is usually done today. He denotes a probability space by $(E, \mathcal ...
0
votes
1answer
69 views

Extend product sigma-algebra to cross-constant sets

We have two probability spaces $(\Omega_1,\mathcal{F_1},P_1)$ and $(\Omega_2,\mathcal{F_2},P_2)$. Is it possible to construct probability space $(\Omega=\Omega_1\times\Omega_2,\mathcal{F},P)$ such ...
7
votes
0answers
239 views

Two questions about universally measurable sets

I have two questions about universally measurable sets: (1) Is there a universally measurable set of reals which does not have the Baire property? (2) Is there a universally measurable set of reals ...
0
votes
0answers
80 views

What is the sigma field of the derivative of a process?

When $t\to X_t$ is an absolutely continuous process ($X_t= X_0+ \int_0^t Y_s dt$ for some measurable process $Y_t$) we have for all $t$ $$\sigma(Y_t) \subset \cap_{\epsilon >0}\sigma(X_{s}, s\in ...
2
votes
0answers
101 views

Lebesgue point and regularity of functions

A known theorem says that for $f \in L_{loc}^1(\mathbb{R}^d)$, almost every point is a Lebesgue point. I know too a theorem saying that for $f \in W_{loc}^{1,p}(\mathbb{R}^d)$ , every point is a ...