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
54 views

Measurable isomorphism between two non-totally ergodic systems

Suppose $(X,\mathcal A,\mu,T)$ is a finite measure-preserving system. Then we define a new measure system $(X^{(K)},\mathcal A^{(K)},\mu^{(K)},T^{(K)})$ defined by $X^{(K)}=X\times \{1,2,...,K\}$ for ...
2
votes
1answer
62 views

Meaningful formalization of a continuum of Bernoulli random variables [on hold]

I was wondering if there is a meaningful formalization for a continuum of Bernoulli random variables. Informally speaking, consider the interval $[0,1]$, and let's say that for every $x \in [0,1]$, ...
3
votes
2answers
112 views

How many cuts are required for a weighted-proportional cake-cutting?

In proportional cake-cutting, there are $n$ agents with equal entitlements to a "cake" (an interval). Each agent $i$ has a nonatomic value measure $V_i$ over the cake, and it is required to create a ...
1
vote
0answers
123 views

A certain measure on Banach algebras

According to the comments of Nate Eldredge I did revise the question. In particular I change "$C^{*}$ algebras" to "Banach algebras". Is there a reference who introduce the following measure on ...
5
votes
2answers
280 views

About a construction of Borel $\sigma$-algebra associated to a lattice

Let $(\mathcal{A}, \cup, \cap)$ a lattice (with minimum and maximum elements $\bot$ and $\top$). Let $X\subset \mathcal{A}$ a generator set (a set of minimal cardinality that generate $\mathcal{A}$ i....
5
votes
2answers
122 views

A question on invariant measures

Let $(X, \mathcal{B}, T)$ be a topological dynamical system and $M(X, T)$ be the set of all invariant measures. I do not know is there some nice functional characterization of the following set $\{...
1
vote
0answers
92 views

Order statistics of iid uniform RV and Pólya's urn model. Question about a.s. convergence

Let $U_1,U_2,U_3,\dots$ be IID uniform on $[0,1]$. For each $n\geq 1$ let $$U_{1:n}<U_{2:n}<\dots<U_{n:n}$$ be the order statistic of $(U_1,\dots,U_n)$. Independent of the $U$ process there ...
6
votes
4answers
473 views

Speed of convergence in Lebesgue's density theorem

Let $\lambda=\text{unif}([0,1])$ be uniform distribution on $[0,1]$ and $B$ be any Borel set. Lebesgue's density theorem states that for $\lambda$-almost all $x\in[0,1]$ the limit $$\lim_{\epsilon\...
1
vote
1answer
152 views

Could I affirm that $f$ is not identically 0?

Consider the following situation: Let $\Omega =l^{\infty}(\mathbb{R})$ be the space of all bounded sequences of real numbers. We will consider in $\Omega$ the metric: $ d(x,y)=\sum_{i\geq 1}\frac{|...
1
vote
1answer
89 views

Some integrals with respect to a Gaussian measure on a Hilbert space

Assume that $(H,\langle\cdot,\cdot\rangle)$ is a real separable Hilbert space equipped with a Gaussian measure $\mu$ with a mean $m$ and a covariance operator $C$. Let $x\in H$ be a fixed vector. What ...
-1
votes
0answers
85 views

Are the theorems of Ergodic Theory valid for non-probability spaces?

The theorems in Ergodic Theory have assumed a probability measure, always. I am interested to know if they hold even when the space is not equipped with a probability measure. In other words, if my ...
12
votes
1answer
321 views

Does there exist a ``continuous measure'' on a metric space?

Let $X$ be a separable complete metrizable space. Does there exist a complete metric $d$ and a Borel measure $\mu$ such that (a) $\mu(B_r(x))<\infty$ for every open ball $B_r(x)$ of radius $r>...
1
vote
0answers
72 views

Can we always extract a proper Hausdorff measurable subset from a Hausdorff measurable set?

I also put this question on MSE here Let $\Gamma\subset \Omega\subset \mathbb R^N$ be such that $\mathcal H^{N-1}(\Gamma)<+\infty$ (this also implise that $\Gamma$ is Hausdorff measurable). Let $\...
16
votes
1answer
572 views

Example of a quasi-Bernoulli measure which is not Gibbs?

Let $X=\{0,1\}^{\mathbb{N}}$. For simplicity I consider measures on $X$ only. A measure $\mu$ is quasi-Bernoulli if there is a constant $C\ge 1$ such that for any finite sequences $i,j$, $$ C^{-1} \...
2
votes
0answers
63 views

Characterizing the optimimum over the space of probability measures

Consider the following optimization problem: \begin{equation} \max_{\mu \in \mathcal{M}} \int \log\left( \int e^{\alpha U(x,y)} d\mu(y) \right) d\nu(x) \end{equation} where $\mathcal{M}$ is the space ...
4
votes
1answer
80 views

Measurable $\epsilon$-optimal selection with an analytically measurable stochastic kernel

Let $(X, \mathcal{X})$ and $(A, \mathcal{A})$ be standard Borel spaces, $D \subseteq X \times A$ be an analytic set, and $D_x := \{a \in A : (x, a) \in D\}$ denote the $x$-section of $D$ at $x \in X$. ...
1
vote
1answer
66 views

Results for Hausdorff Measure after Linear Transformation

For the Sierpinski Triangle, $S$, the $d$ dimensional Hausdorff measure is given by, $H^{d}(S)$. If a linear transformation, $W$ is applied to $S$, with $$W(x,y)=\begin{bmatrix} 1/2 & 0 \\ 0 &...
3
votes
1answer
61 views

Usable Change-of-Variables Formula for Hausdorff Measure

Let $H^{s}$ be the $s$-dimensional Hausdorff measure, let $D$ be a nonsingular matrix. Consider the change of measure formula: $$ \int\limits_{A} f(Dx) \; \mathrm{d}H^{s}(x) = \int\limits_{ D A} f(y)...
3
votes
0answers
39 views

Does there exist $\lambda_{\sigma(1)}$ such that $\mu(A\cap\{\lambda_{\sigma(1)}\neq0\})>0$?

Let $(\mathcal F,\Omega,\mu)$ be a measure space and $A\subseteq\Omega$ such that $\mu(A)>0$. Let $L^0$ be the space of all measurable functions. We say $X_1,\ldots,X_k\in(L^0)^d=\prod_{k=1}^dL^0$...
4
votes
1answer
412 views

Cameron Martin space

I have seen two definitions of Cameron Martin space of a Gaussian measure $\nu$ on a Banach space (say $W$) and am unable to establish their equivalence. Any help would be appreciated. 1) It is the ...
2
votes
2answers
736 views

Change of time or change of measure

Consider simple diffusion $dX_t = \sigma dw_t$ and a parameter $a>0$ and $X_0=x$. Let us denote $Y_t = X_{at}$ - thus we made a change of time. Let us denote an original measure as $P$. How to find ...
3
votes
1answer
346 views

About the generating structure of Borel field

This is a graduate-level measure theory problem. I have thought throught it and asked on math.SE but received no satisfying answer. On P.32 of [P.Billingsley] Probability and Measure, 3ed, 1993, the ...
4
votes
1answer
64 views

sequence of graphs converge in the sense of varifold to multiplicity 2 plane

Say in $R^3$, is there a sequence of smooth graphs $f_n$ over some plane P, such that the graphs as submanifolds in $R^3$ converge in the sense of varifold (as Radon measures on $R^3 \times Gr(2,3)$ ) ...
2
votes
1answer
963 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 $f(x)=e^{-|x|}$, ...
3
votes
0answers
189 views

The projection of density $1$ point on a rectifiable set

I posted this question on MSE but I received no reply. So I repost this here for better luck. Thank you! Let $\Gamma\subset \mathbb R^N$ be $\mathcal H^{N-1}$-rectifiable. Then we know that $\mathcal ...
5
votes
0answers
175 views

Topology on the space of Borel measures

Let $ B $ be the set of all measures $ \phi $ of $ \mathbf{R}^{n} $ such that every open set is $ \phi $-measurable (sometimes these measures are called Borel measures). Note the measures in $ B $ are ...
1
vote
0answers
64 views

Tensor product of sigma-algebra?

Does there exist an explaination of the product of 2 sigma-algebra in terms of of tensor product ? Which could explain the tensor product sign for the product of 2 sigma-algebra. In particuliar, does ...
2
votes
1answer
432 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 ...
3
votes
1answer
119 views

$\nu$ is a Dirac delta

Let $X$ be an locally compact Hausdorff space and $m$ a positive regular Borel probability measure where $m(Y)$ is 0 or 1 for any Borel set of $X$. Does it necessarily follow that $m$ is a Dirac delta?...
1
vote
0answers
63 views

Reference for a simple fact in measure theory (semi-algebras)

What is the textbook where the following simple fact can be found: A measure defined on a semi-algebra S can be extended to a sigma-algebra generated by S. In the texbooks that I have looked into ...
1
vote
1answer
74 views

Metrizability of the space of probability measures endowed with the topology of setwise convergence

Let $X$ be a separable completely metrizable space, let $\mathscr{B}(X)$ denote the Borel $\sigma$-algebra on $X$, and let $\mathscr{P}(X)$ denote the space of all probability measures on $(X, \...
0
votes
0answers
45 views

The density one properties of $\mathcal H^{N-1}$-rectifiable set

Let $S\subset \mathbb R^N$ be a $\mathcal H^{N-1}$-rectifiable set. Then we know that there exist countably many Lipschitz $N-1$-graphs $\Gamma_i\subset \mathbb R^N$ such that $$ \mathcal H^{N-1}\...
7
votes
1answer
177 views

Product of limit $\sigma$-algebras

Let $X$ and $Y$ be Polish (i.e. Borel subsets of separable completely metrizable) spaces. For a Polish space $Z$, let $\mathscr{S}(Z)$ denote the limit $\sigma$-algebra on $Z$, i.e. the smallest $\...
6
votes
2answers
228 views

Can a nowhere differentiable function preserve measurability?

I want to know whether a continuous nowhere differentiable function $f: \mathbf{R} \to \mathbf{R}$ can map Lebesgue measurable sets to Lebesgue measurable sets. More generally I'm interested to know ...
1
vote
0answers
55 views

Converge of measures [closed]

Good night, we have the following: Let $(X,d)$ is a general metric space, $\mathcal{M}(Y)$ is the set of finite Borel measures on $Y$ and $C_B(Y)$ denotes the Banach space of bounded continuous ...
5
votes
1answer
208 views

A variant of Freiling's Axiom of Symmetry and a weak form of the Continuum Hypothesis in models where all sets of reals are Lebesgue measurable

Consider the following variant of Freiling's Axiom of Symmetry, $\mathsf{AS}$, which will be denoted $A_{< 2^{\aleph_0}}$: given any function $f$ from $\mathbb{R}$ into the families of of subsets ...
19
votes
3answers
3k views

Is arbitrary union of closed balls in $\mathbb{R}^n$ Lebesgue measurable?

Is an arbitrary union of non-trivial closed balls in the Euclidean space $\mathbb{R}^n$ Lebesgue measurable? If so, is it a Borel set? @George I still have two questions concerning your sketch of ...
0
votes
0answers
33 views

Generalizing Integration by parts for general bounded continous measure

Consider a probability measure $d\mu = w(t) dt$ with $w(t)\in L^1(I)$, $I =\left[ 0,1\right]$. What are the minimal assumption I can take on two functions $f,g:I\ \to \mathbb{R}$ so that an ...
4
votes
3answers
661 views

When is the graph of a function a dense set?

Let $f: \mathbb R \to \mathbb R$ be any function. When is the graph of $f$ dense in $\mathbb R^2$? The only examples I know for this are for non-measurable functions, but is that a necessary condition?...
2
votes
1answer
185 views

Extension of a function from almost everywhere to everywhere

The informal general question is: let $f$ be a "sufficiently nice" function, defined "almost everywhere". Can we develop a method to uniquely extend $f$ to the "remaining" points? Example: Let $f(x)=\...
0
votes
1answer
166 views

Formula for an integration on $\mathbb{Q} \cap [0,1]$

In order to work with functions defined on $\mathbb{Q} \cap [0,1]$ I would like to define an adapted "integration" formula on this set. I though that following definition could be interesting: $$ \...
3
votes
0answers
200 views

An inequality for $L^p$-functions [closed]

I am interested in the following inequality: \begin{equation} \int\limits_\Omega \left\vert f_1 - f_2 \right\vert^p ~ d\mu \le C_p \left[ \int\limits_\Omega \left\vert f_1 \right\vert^p ~ d\mu + \int\...
2
votes
0answers
257 views

Measure of the Attractor of Critical Points of a Manifold

Let $f: \mathbb{R}^d \rightarrow \mathbb{R}$ be a smooth function and consider the $d$-manifold $M = \{(x, f(x)): x \in \mathbb{R}^d\} \subset \mathbb{R}^{d+1}$. Let $P$ be a property of some subset ...
4
votes
1answer
230 views

Weil's Haar measure construction from below

Weil's construction of a Haar measure on a locally compact group rests on approximating a function from above by sums of translates of another function. I would need to know something similar for an ...
7
votes
2answers
128 views

List of Bernoulli chaotic systems

Which discrete chaotic systems are known to be Bernoulli (i.e. measure theoretically isomorphic to a Bernoulli shift, one-sided or two-sided)? I am aware that it is known for some uniformly ...
6
votes
1answer
182 views

Definitions of Hilbert Bundles

I have some doubts regarding definitions and conventions on Hilbert Bundles. Some authors like Peter Kuchment (Floquet Theory for Partial Differential Equations) and Serge Lang (Differential and ...
3
votes
2answers
118 views

Extreme couplings

Let $X,Y$ be Polish spaces, and $\mu$ and $\nu$ are probability measures on $X$ and $Y$ respectively. We say that $M$ is a coupling of $\mu$ and $\nu$ if it is a probability measure on $X\times Y$, ...
0
votes
0answers
58 views

Lower bound on the diameter of a ball contained in the stable manifold of a critical point

Let $f: \mathbb{R}^d \rightarrow \mathbb{R}$ be a smooth function and consider the $d$-manifold $M = \{(x, f(x)): x \in \mathbb{R}^d\} \subset \mathbb{R}^{d+1}$. Consider the negative of the gradient ...
1
vote
1answer
63 views

Set of General Linear Position with Nonzero Measure

I came to the following question, but I don't have quite a good idea how to approach. Can a set $A\subset \mathbb{R}^n , n\ge 2$ with nonzero measure be in a general linear position? I believe that,...
4
votes
2answers
219 views

Error estimate in the spectral theorem of compact operators on a Hilbert space

Given a compact self-adjoint operator $K$ mapping $L^2(\mathbb{R}^d) \rightarrow L^2(\mathbb{R}^d)$ as $f \rightarrow \int K(x,y) f(y) d\mu(y)$, let us define its eigenvalues $\lambda_i$ and eigen-...