**6**

votes

**4**answers

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 ...

**2**

votes

**1**answer

36 views

### How can dimension depend on the point?

Let $M$ be a metric space.
For any subset $A\subset M$ let $\dim(A)$ denote its Hausdorff dimension.
For $x\in M$, define the dimension of $M$ at $x$ by $\dim(x)=\lim_{r\to0}\dim(B(x,r))$; this limit ...

**3**

votes

**2**answers

114 views

### distributional Hessian for semiconvex functions on non-smooth manifolds

Let $f:R^n \to R$ be convex. Then there exist signed Radon measures $\mu^{ij}=\mu^{ji}$ such that
$$
\int_{R^n} f \frac{\partial^2 \varphi}{\partial x_i \partial x_j} dx= \int_{R^n} \varphi d\mu^{ij} ...

**3**

votes

**1**answer

280 views

### Notation: Categories of measur(abl)e spaces

Is there a common notation in the literature for
the category of measurable spaces and measurable maps?
the category of measure spaces and measure-preserving maps?
The nlab suggests ...

**0**

votes

**0**answers

54 views

### absolutely continuous of two probability measures

Suppose $X_t$ satisfies
$$X_t=\int_0^t b(X_s)ds+ L_t,\quad t\in[0,1]$$ where $L_t, t\in[0,1]$ is a $\alpha-$stable process. Let $P_L$ be the law of $L$, $P_X$ be the law of $X$. ($P_L, P_X$ are ...

**-4**

votes

**0**answers

45 views

### Differentiability of a function [on hold]

Can someone help me out to give a bound of the first derivative w.r.t. $x$ of the function $\min_{x,y\in\Omega}\{1,\frac{d(x,\partial\Omega)d(y,\partial\Omega)}{|x-y|^2}\}$?. ...

**2**

votes

**1**answer

134 views

### Reading Ratner's paper “Ragunathan's conjectures for SL(2,R)”

Hello everyone (interested),
I am trying to read Marina Ratner's paper "Ragunathan's conjectures for $SL_{2}(R)$" (Israel Journal of Mathematics 80 (1992), 1-31). There is a claim right at the end of ...

**-1**

votes

**0**answers

54 views

### Is countably complete lattice bounded? [on hold]

I wonder if countably complete lattice is bounded and, if it is why ?

**8**

votes

**0**answers

293 views

### Finitely additive measures on $\mathbb Z_2^\omega$ with invariance and independence constraints

Let $G = \mathbb Z_2^\omega$, with pointwise addition. Assume the Axiom of Choice. I am interested in finitely additive probability measures $\mu$ defined on all of $\mathcal PG$ that can be ...

**1**

vote

**1**answer

533 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 $f(x)=e^{-|x|}$, ...

**0**

votes

**1**answer

41 views

### Injective inclusion map from RKHS function space to $L_p(\mu)$

Let $X$ be a measurable space, $\mu$ be a $\sigma$-finite measure on $X$, and $H$ be a separable reproducing kernel Hilbert space over $X$ with a measurable kernel $k$.
At a certain part in a proof I ...

**5**

votes

**2**answers

1k views

### Baire Category Theorem Application

In Antoine Henrot Michel Pierre -
Variation et optimisation de formes, Une analyse geometrique, a book I'm studying I found an interesting problem. The problem is listed below. The first 3 points of ...

**1**

vote

**1**answer

265 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

**1**answer

146 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

**0**answers

109 views

### Finding density of Haar measure relative to the Liouville volume measure on $\frac{G^{\mathbb{C}}}{P}$

Let $G$ be a connected compact Lie group and $G^{\mathbb{C}}$ be the complexification of the Lie group $G$ then we know that by polar decomposition we can write $G^{\mathbb{C}}\cong G\times ...

**2**

votes

**2**answers

142 views

### Nonatomic probability measures

It is known that for a compact metric space $X$ without isolated points the set of nonatomic Borel probability measures on $X$ is dense in the set of all Borel probability measures on $X$ (endowed ...

**2**

votes

**2**answers

146 views

### Can a continuous surjection from a Hilbert cube to a segment behave bad wrt Lebesgue measures?

Suppose $\hat{I}=[0,1]^\mathbb{N}$ is a Hilbert cube and $I=[0,1]$.
Consider Lebesgue measures $m_1$ and $m_2$ on $\hat{I}$ and $I$ correspondingly. By Lebesgue measure on the Hilbert cube I mean the ...

**13**

votes

**3**answers

776 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 ...

**0**

votes

**1**answer

145 views

### Volume of randomly changing sphere follows beta distribution

We are given $X,X_1,\ldots,X_N$ independent and identically distributed $k$-dimensional vectors. For a given query point $X_q\in\mathbb{R}^k$ assume without loss of generality that $X_1,\ldots,X_m$ ...

**1**

vote

**1**answer

324 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
...

**0**

votes

**1**answer

85 views

### Boundedness of a singular integral operator on $L^p(\mathbb{R})$, $1<p<\infty$

My singular integral operator is defined by
\begin{align}
Sf(x)=-\int_{-\infty}^{\infty}f(t-x) \frac{dt}{2\sinh\frac{\pi}{2}t},
\end{align}
that is, a convolution $-\frac{1 }{2\sinh\frac{\pi}2x}\ast ...

**5**

votes

**0**answers

74 views

### Support of a Measure with Characteristic Functional Continuous in $L_p$, $1\leq p <2$?

Let $\mathcal{S}(\mathbb{R})$ be the space of smooth and rapidly decaying functions and $\mathcal{S}'(\mathbb{R})$ its dual, the space of tempered distributions. Let $\mu$ be a probability measure ...

**4**

votes

**1**answer

124 views

### Function and its Gradient with Prescribed Norms

I'm not sure if the following question is too elementary for Mathoverflow. I'm sorry if it is the case.
Question:
Let $n\in\mathbb{N}$ and let $1\leqslant p<\infty$. Let $\alpha,\beta>0$. ...

**5**

votes

**2**answers

170 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 ...

**2**

votes

**1**answer

75 views

### Measurability of functions with multiple parameters

For a formalisation of the Giry monad in a theorem prover, I think I require some notion of measurability of “curried” functions. I.e. I have measure spaces $A$, $B$, and $C$ and a function $f: A ...

**30**

votes

**2**answers

728 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 $N$?

**4**

votes

**1**answer

100 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

**0**answers

171 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

**0**answers

41 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 ...

**7**

votes

**2**answers

336 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

**2**answers

334 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

**1**answer

359 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.
...

**6**

votes

**1**answer

173 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 ...

**7**

votes

**1**answer

162 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

**1**answer

295 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

**2**answers

273 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

**1**answer

106 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 ...

**5**

votes

**3**answers

408 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

**0**answers

123 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

**0**answers

36 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

**4**answers

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

**1**answer

79 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

**0**answers

128 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 $\mu_{n}(U)=\max_{t\in S^{1}}\frac{1}{n}\cdot|\{k\in\{1,...,n\}|t\cdot e^{\frac{2\pi ik}{n}}\in U\}|$. ...

**0**

votes

**0**answers

78 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 ...

**13**

votes

**1**answer

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

**1**answer

274 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

**0**answers

83 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

**0**answers

59 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

**1**answer

108 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

**0**answers

58 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 ...