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

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2
votes
2answers
79 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 ...
0
votes
1answer
424 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 $f(x)=e^{-|x|}$, ...
12
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 ...
11
votes
1answer
559 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 ...
7
votes
1answer
239 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( ...
1
vote
1answer
228 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 ...
0
votes
0answers
47 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 ...
1
vote
1answer
252 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 ...
3
votes
0answers
59 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
63 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
196 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
73 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 ...
1
vote
0answers
92 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 ...
0
votes
0answers
76 views

Defining density of a random function using Radon-Nikodym Theorem

Let $(\Omega,\mathbb{F},P)$ be a probability space and $E$ be an infinite dimensional Banach space and $\mathbb{B}$ be the $\sigma$-algebra of Borel subset of $E$. Let $X$ be random function defined ...
8
votes
3answers
285 views

Reference for a strong intermediate value theorem for measures

Let $\mu$ be a finite nonatomic measure on a measurable space $(X,\Sigma)$, and for simplicity assume that $\mu(X) = 1$. There is a well-known "intermediate value theorem" of Sierpiński that states ...
0
votes
1answer
79 views

Are the natural numbers a disjoint union of infinite sets of zero asymptotic density? [closed]

Suppose $\mathbb{N}=\bigsqcup_{i\in\mathbb{N}}E_i$ with $\#E_i=\infty$ for each $i$. Is it possible that $\limsup_{N\to\infty}\frac{1}{N}\#(E_i\cap\{1,\ldots,N\})=0$ for all $i$, which would mean ...
1
vote
0answers
59 views

Measurability of solution of diffusion equation in sub sigma algebra

I want to solve the following problem: Get $\omega \in \Omega \subset \mathbb{R}$, $x \in D \subset \mathbb{R}^2$ and $0<a_i\leq a(.,.)\leq a_x<\infty$. Let $a( x;. )$ and $f(x;.)$ be ...
3
votes
2answers
113 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 $\mathcal{A}$ ...
6
votes
2answers
295 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 ...
10
votes
1answer
699 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 ...
7
votes
1answer
116 views

Space of Borel measurable maps

That's a question from MSE (here) that did not receive any answer for some days. I migrate it to MO. Let $X$ and $Y$ be two standard Borel spaces and consider the set $M(X,Y)$ of measurable maps $f: ...
6
votes
0answers
144 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
0answers
41 views

Finding a general form of the density function when we have a four dimensional random variable

Consider a subject having time of the specific event $T_i$, which is a single sample from a distribution $F_i$ with density $f_i$ and support $[t_{\min},t_{\max}]$, for $i= 1,\ldots,n$. Let these ...
1
vote
1answer
131 views

How does Azuma's Inequality result from Pinelis Inequality?

According to [1] Let $(\mathcal{X},||\cdot||)$ be a separable Banach space and let $S(\mathcal{X})$ denote the class of all sequences $f=(f_j)=(f_0,f_1,...)$ of Bochner-integrable random ...
0
votes
1answer
89 views

Is it possible to define the density of the logistic map for $x<0$?

Probability density functions (PDF's) have inherent connections to the field of Dynamical Systems. The motivation for this question can be found in: ...
2
votes
0answers
72 views

McDiarmid's inequality on normed spaces

McDiarmid's inequality says if a function $f: \mathcal{X}^n\to\mathbb{R}$ has the property that $$ \sup_{x_1,\dotsc,x_n,x'_i\in\mathcal{X}} ...
0
votes
0answers
54 views

existence of locally translation-invariant Borel measure on Frechet manifolds

It is well known that the only locally finite, translation-invariant Borel measure on an infinite-dimensional, separable Frechet space is the trivial measure. I am wondering about an analogous ...
1
vote
0answers
113 views

Hausdorff densities

I've been stuck on this one for a while now. Given an $\mathcal{H}^{s}$ measurable subset $E\subset \mathbb{R}^n$ with $0<\mathcal{H}^{s}(E)<\infty$, we let $\overline{D}^{s}(E,x)$ denote the ...
0
votes
1answer
161 views

Aronszajn measure

In a geometric measure theory (GMT) course I'm following this year, the professor told us about the Aronszajn measure, and asked us to go check by ourselves what it reprensents (the course was about ...
3
votes
1answer
123 views

About the Caratheodory class.

Let $X$ a set, and $\mathcal{P}(X)$ the class of its subset's. Let $\mathcal{A}\subset \mathcal{P}(X)$, we call a map $L: \mathcal{P}(X)\to[0, \infty]$ $\mathcal{A}$-regular if for any $S\subset X$ ...
1
vote
1answer
103 views

Hoeffding's inequality for vector valued random variables

Is there a version of Hoeffding's inequality for vector valued random variables? This seems to be hard to find and I wonder why. I suppose it is difficult to show Hoeffding's lemma, since the proof ...
4
votes
0answers
86 views

Large Deviations: Exponential decay in normed spaces

Let $(X_1,X_2,\cdots)$ be a sequence of independent and identically distributed random variables taking values in some general normed space $(V,||\cdot||)$. Denote $\mu=E[X_1]$ and ...
6
votes
0answers
130 views

Cramer's theorem in Hilbert spaces

I am interested under what conditions Cramer's theorem applies in random variables taking values in Hilbert spaces. Following these lecture notes, but using a Hilbert space: Let $X_1,X_2,\cdots$, be ...
0
votes
1answer
68 views

Functional representation of adapted jointly measurable stochastic processes

It seems like the question stated here in MSE has no answer yet and seems therefore for me to be not of a basic question type. For this reason I move it to MO. Let $X_t : \Omega \to E, \ t \geq 0$ be ...
-1
votes
2answers
156 views

conditional expectation under convex combinaison of probability measures(II)

Let $(\Omega,\mathcal{F})$ denote some measurable space. Let $P_1$ and $P_2$ denote respectively two probability measures. Now let $\mathcal{G}$ be some sub sigma-algebra of $\mathcal{F}$. Given a ...
5
votes
0answers
191 views

Approximating a measurable function from a second-countable, locally compact Hausdorff group to a separable Banach space

Let $ G $ be a second-countable, locally compact Hausdorff group and $ B $ a separable Banach space. We say that a function $ f: G \to B $ is Bochner-measurable if and only if it is the everywhere ...
3
votes
0answers
67 views

How to define Product of Conditional Measures?

I have been wondering how to define the product of conditional measures as defined by Renyi-Popper. I spell the details below. If $(X,\Sigma)$ is a measurable space, then the function $\mu : ...
2
votes
0answers
81 views

Regularity of measures in the theorem of Riesz

There are two concurrent theories of measure/integration on a locally compact topological spaces: either as positive linear forms on the space of continuous functions with compact support, or as Borel ...
3
votes
0answers
64 views

Measurability for disintegration of a kernel

Let $(x, A) \mapsto P(x, A)$ be a probability kernel whose "target" (wikipedia terminology) is a product space $Y \times Z$, and say both $Y$ and $Z$ are compact metric spaces. For every $x$ there is ...
2
votes
2answers
262 views

If $ F(x,\bullet) \in {L^{2}}(G,B) $ for all $ x \in G $, then is $ x \mapsto F(x,\bullet) $ strongly measurable?

This question is related to something that I asked yesterday: If $ F(x,\bullet) \in {L^{\infty}}(G,B) $ for all $ x \in G $, then is $ x \mapsto F(x,\bullet) $ strongly measurable? Pietro Majer ...
2
votes
1answer
92 views

Why do rotationally ordered configurations have well defined distributon function?

Let $u=(u_{j})_{j \in \mathbb{Z}}$ where $u_{j}\in \mathbb{R}$ for all $j \in \mathbb{Z}$ be a rotationally ordered configuration i.e. $S_{n,m}u>u$ or $S_{n,m}u<u$ or $S_{n,m}u=u$ where ...
2
votes
3answers
415 views

Simple functions on a product measure space

Let $ (X,\mathcal{F},\mu) $ and $ (G,\mathcal{G},\nu) $ be two measure spaces with $ \mu $ and $ \nu $ being $ \sigma $-finite. Per definition, the linear span of $$ \{ \mathbf{1}_{C} ~|~ C \in ...
4
votes
1answer
108 views

If $ F(x,\bullet) \in {L^{\infty}}(G,B) $ for all $ x \in G $, then is $ x \mapsto F(x,\bullet) $ strongly measurable?

Let $ (X,\Sigma,\mu) $ be a $ \sigma $-finite measure space and $ B $ a Banach space. A function $ f: X \to B $ is said to be strongly $ \mu $-measurable iff it is the almost-everywhere pointwise ...
4
votes
0answers
160 views

Total variation and Hellinger distance inequality between truncated Gaussians

We know that the total variation distance, $d_{TV}(P,Q) = \frac{1}{2}\left|\left|P-Q\right|\right|_1$, between any two distributions $P$ and $Q$ is lower bounded by their squared Hellinger distance, ...
3
votes
1answer
119 views

Wiener measure of hitting sets A,B but not C (or easier hitting A but not C)

I am trying to formulate the measure of event $E=\{B[0\infty)\cap A,B \neq \varnothing$ and $B[0\infty)\cap C= \varnothing\}$, where $B[0\infty)$ is a Brownian path and $A,B,C$ are pairwise ...
5
votes
1answer
108 views

The Notion of Strong Measurability for Separable Banach Spaces

Let $ (X,\Sigma,\mu) $ be a measure space and $ B $ a Banach space. According to my understanding, a function $ f: X \to B $ is said to be strongly $ \mu $-measurable if and only if it is the ...
0
votes
0answers
80 views

Reference: Bochner Integral`

What would be an easily accessible book dealing with Bochner integration as applied to probability theory (I'm looking to understand random elements and their basic related concepts in a formal yet ...
14
votes
3answers
603 views

A natural center of a convex weakly compact set in Banach space

Question: Let $S$ be a convex weakly compact set in Banach space $H$. Propose a natural way to define the unique center $O \in S$. Motivation: A lot! For example, in game theory $S$ can be a set of ...
2
votes
1answer
652 views

Lebesgue measure of boundary of Caccioppoli set

Can anything be said about the measure of the topological boundary of a Cacciopoli set in $R^n$? Of course, the reduced boundary has finite (n-1)-dimensional Hausdorff measure, but this does not say ...
1
vote
0answers
54 views

Inversion of Fourier transform of a multivariate gamma distribution in polar form?

Let $\mathbb{S}^{N-1}$ be the unit sphere in $\mathbb{R}^N$ under the Euclidean norm $||\cdot||$. Let $\mu$ be an infinitely divisible Borel measure. If there exists a finite measure $\alpha$ on ...