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

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7
votes
2answers
232 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 ...
2
votes
2answers
118 views

Product of Lebesgue and counting measures

Let $\mathbb R$ be endowed with the standard Euclidean topology and let $\widetilde {\mathbb R}$ denote the line endowed with the discrete topology. Let $\mu$ and $\nu$ denote the Lebesgue and ...
3
votes
2answers
63 views

Is this generating family of a measurable space of point measures a pi-system?

I'm learning some probability and measure theory and working my way through the first few paragraphs of [1]. My question is perhaps too basic for Math Overflow, but I hope it is welcome here. Point ...
-1
votes
0answers
156 views

Translation is continuous in measure space [closed]

Let $\mu\in L^1[T]$ be a positive function and $f\in L_\mu^1[T]\cap L^\infty(T)$, where $T$ is the unit circle and define $g(t)=f(e^{it})$. Is the following function continuous $$R\ni s \to g_s \in ...
2
votes
0answers
56 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 ...
3
votes
0answers
115 views

Embedding probability spaces in the completion of $[0,1]^K$

Question: Can every probability space $(X,\scr F,\mu)$ be $\sigma$-embedded in the completion of the space $[0,1]^K$ (equipped with a product of Lebesgue measure) for some set $K$? Here, $f:\scr F\to ...
2
votes
0answers
45 views

Uniformization/measurable selection theorems

Let $X,Y$ be measurable spaces and $F\subseteq X\times Y$. We say that $f:X\to Y$ is a uniformization map for $F$ if $(x,f(x))\in F$ for each $x\in \pi_X(F)$ where $\pi_X$ is the left projection map. ...
5
votes
0answers
201 views

Existence of an universally measurable pullback

Let $X,Y$ and $Z$ be standard Borel spaces: topological spaces homeomorphic to Borel subsets of complete separable metric spaces. Let $K\subseteq X\times Y$ be analytic. Assume that $K_x$ is not ...
2
votes
0answers
46 views

Stronger version of linearity for functions of measures

Let $X$ be a standard Borel space, and $P(X)$ be space of Borel probability measures on $X$. It is also a standard Borel space if endowed with the topology of weak convergence, so we can integrate ...
3
votes
0answers
42 views

Progressively measurable vs adapted

I often see in stochastic calculus books the terms 'adapted process' and 'progressively measurable process'. I know there is a small difference between them (every progressively measurable process is ...
3
votes
1answer
175 views

Quotients of standard Borel spaces

Let $X$ and $Y$ be standard Borel spaces: topological spaces homeomorphic to Borel subsets of complete metric spaces. Given a surjective Borel map $f:X\to Y$, we get an equivalence relation ...
2
votes
1answer
163 views

Inverse of a Borel surjection

Let $X$ and $Y$ be standard Borel spaces, and let $f:X\to Y$ be a surjective Borel map. Does there exist a Borel inverse of $f$, that is a Borel map $g:Y\to X$ such that $f\circ g = \mathrm{id}_Y$. ...
4
votes
1answer
96 views

Analytic enlargement of an analytic set

Let $X,Y$ be Borel spaces and $A\subseteq X\times Y$ be an analytic set. Let $\pi:X\times Y \to X$ denote the projection map onto $X$. Does there always exist a set $B$ such that $\pi(B) = X\setminus ...
0
votes
1answer
148 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 ...
11
votes
6answers
1k views

Metrization of weak convergence of signed measures

Edit: Changed from "Hausdorff" to "metric" spaces. Let $\mathcal{M}(\Omega)$ denote the space of signed regular Borel measures on a compact metric space $\Omega$. By Riesz-Markov, this is the dual ...
9
votes
3answers
566 views

measure with given push-forwards

Let $X,Y$ be locally compact spaces (in my specific case, they are locally compact groups). Suppose that we are given a measure $\mu$ on $X$ and a finite number of quotient maps ...
4
votes
0answers
194 views

Why does it seem that $rca=rba$? [closed]

The following paradox has got me stumped. I'm hoping someone can point out the error. Take a locally compact metric space $X$ and define the $C_b(X)$ and $C_0(X)$ as the spaces of continuous ...
2
votes
0answers
39 views

Almost everywhere in a rectangle [duplicate]

I would like to ask a question about the product (Lebesgue) measure on rectangle. I tried to solve the problem but I couldn't. Let $S$ be a subset of a region, say $R$ which is enclosed by a ...
1
vote
2answers
137 views

Measures, orthogonal to holomorphic functions

Let $G$ be a domain in $\mathbb{C}^{d}$ and let $H\left(G\right)$ be the space of all holomorphic functions on $G$. My question is how to characterize all such (Radon) measures $\mu$ on $G$, that ...
1
vote
1answer
140 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 ...
1
vote
2answers
87 views

Volume of normal cone of a simplex (at a vertex)

This question is related to an orthant-type simplex in $\mathbb{R}^n$, which can be defined as $$ S = \{x\in\mathbb{R}_{+}^n: \sum_{i=1}^nx_i \leq 1\}=\overline{\mbox{conv}}(0,e_1,\ldots,e_n). $$ For ...
4
votes
1answer
98 views

Regularity of Patterson-Sullivan Length function

Let $(M,g)$ be a negatively curved, closed Riemannian manifold. I'll ask the question first, then explain the involved players. This data defines the Patterson-Sullivan length function, ...
1
vote
0answers
94 views

Make this marginalization statement rigorous

Intuition tells me that $$ p(x\,|\,y) = \int p(x,\theta\,|\,y) \; d\theta$$ by the "law of marginalization", pretty much for any object $\theta$. I would like to make this statement rigorous, ...
-1
votes
0answers
53 views

Integrability of the logarithm wrt a finite Borel measure [migrated]

I have a finite Borel measure $d\phi$ on $(0,1)$, i.e. $\int_0^1 d\phi(x) < \infty$. Is it also true that $\int_0^1 \log (x) d\phi(x) < \infty$? The function $\log$ is integrable at 0, so ...
3
votes
1answer
140 views

Extension of a bilinear functional

Does any one know an example of a bilinear functional $B:C(X)\times C(Y)\to {\bf R}$ ($X$ and $Y$ are open subsets of Euclid spaces) which cannot be extended continuously to a measure $\mu:C(X\times ...
3
votes
1answer
128 views

Uncountable family of random variables

Let $\{ \xi _a \}_{a \in [0;1]}$ be a family of independent uniformly distributed on $[0;1]$ random variables on some probability space $(\Omega, \mathscr{F},P)$, indexed by a continuous parameter. ...
10
votes
3answers
2k views

Counterexamples to differentiation under integral sign?

I'm exploring differentiation under the integral sign (I want to be much faster and more assured in doing this common task). So one thing I'm interested in is good counterexamples, where both ...
5
votes
2answers
173 views

Relationship of Euler product to coprimality densities for arbitrary sets of primes

Continuing the curiosity of my last couple questions: Is it the case that for every set of primes $F$, the asymptotic density of the integers coprime to all of $F$ is $\displaystyle \prod_{p \in F} (1 ...
1
vote
1answer
43 views

Additivity of asymptotic density of periodic sets

It is well known that the asymptotic density of an infinite union of disjoint sets of integers may not be the sum of their individual asymptotic densities. Can this failure of countable additivity ...
1
vote
1answer
47 views

Integral representation of joint projection valued measures

Given two positive $\sigma$-finite measures $\mu_{1/2}$ on the spaces $X_{1/2}$ one can define the product measure $\mu_1\otimes\mu_2$ on the product space $X_1\times X_2$. It can be proved that the ...
3
votes
1answer
108 views

For Every Measure Zero Set $E$ There Exists a Positive Measure with Lower Lebesgue Density 0 and Upper Lebesgue Density 1

This is related to a question asked on mathstackexchange http://math.stackexchange.com/questions/831184/for-every-null-set-e-there-is-a-measurable-set-f-with-different-upper-and-lo. This question is ...
1
vote
2answers
209 views

Question on separability of a measure

Following this question here this question come to mind. Consider a measured σ-algebra $(S,\mu)$ . Assume that μ is normalized to have total weight 1, and that S is complete (contains all subsets of ...
0
votes
0answers
40 views

Approximate of binary function by indicator functions of one variable

Let $(X,F,u)$ and $(Y,G,v)$ be two probability spaces. I know a result that the indicator functions of product measurable sets can be approximated by indicator functions of one variable. That is, for ...
1
vote
3answers
278 views

Simple functions in the product space

Dear all, Let $(X,\mathcal{F},\mu)$ and $(G,\mathcal{G},\nu)$ be two measure spaces with $\mu$ and $\nu$ s$\sigma$-finite. Per definition linear combinatoins of $$ \mathbb{1}_C(x,y)$$ for $C\subset ...
6
votes
1answer
106 views

Minimal generator of an algebra or a sigma-algebra

I may be asking a trivial question, but I am a bit confused about it. I have tried to search for the concept of a minimal generator of an algebra or a sigma-algebra on a set, but have found this ...
4
votes
1answer
155 views

Homeomorphisms that admit a decomposition

Let $I^n:=[0,1]^n$ and $T$ be a homeomorphism on $I^n$. If $T$ admits a decomposition of $I^n=A\cup B\cup C$ with $A,B,C$ Lebesgue measurable and mutually disjoint such that $$T(A)=B, T(B)=A \ ...
6
votes
2answers
96 views

How does one prove that $L_1(\mu)$ is weakly sequentially complete for any measure?

It is a theorem of Steinhaus that for any finite measure $\mu$, the Banach space $L_1(\mu)$ is weakly sequentially complete. Using the Radon-Nikodym theorem one can extend this easily to ...
2
votes
1answer
146 views

reference request: Riesz/Newton potential and HLS inequality in L1.logL1

Let's consider in dimension $d\geq 3$ the Newton/riesz potential $f=I_2[g]$ $$ f(x)=\int_{R^d}\frac{1}{|x-y|^{d-2}}g(y)dy, $$ which solves $-\Delta f=g$ (up to positive normalizing constants, which I ...
2
votes
0answers
44 views

Justification of the convolution operation of $L^1(G)$ functions where $G$ is a LCA group (measurability)

Suppose $G$ is a locally compact abelian Hausdorff group (LCA), and $\lambda$ is the Haar measure on it. We all know the convolution of two $L^1(\lambda)$ functions $f$ and $g$ on $G$ is defined as ...
3
votes
1answer
118 views

Multivariate monotonic function

Let $f(x_1, \dots, x_n)$ be a real function on the $n$-dimensional unit cube (that is, mapping $[0,1]^n \mapsto \mathbb{R}$). Assume furthermore that $f$ is monotonic in every coordinate, and that $f$ ...
0
votes
1answer
109 views

Laplacian on space of measures

Let $X$ be a compact Riemannian manifold and let $\mathcal{M}(X)$ be the space of regular finite Borel measures with the total variation as norm. The Laplace-Belrami-Operator $\Delta$ on $X$ with ...
2
votes
0answers
31 views

Where to read about this kind of “measure of irredundancy” of a set from a family of sets?

Studying a very practical problem from psychometrics, I encountered the following construction. Let $(X,\mu)$ be a measure space; if preferred, you can presume $\mu$ is a probability measure. In any ...
0
votes
1answer
168 views

A very natural question in weak* topology [closed]

Can you provide me a counter example for this. Suppose that I have a sequence of probability measures $(\mu_{r,t})_{r,t>0}$ on a compact space metric $X.$ Suppose additionally that: there exists ...
3
votes
1answer
77 views

Metric density theorem in most general setting?

It's a consequence of Lebesgue's theorem that every measurable $E\subset\mathbb{R}^n$ has a metric density that's $1$ a.e. on $E$ and $0$ a.e. on $\mathbb{R}^n\setminus E$. What are the most general ...
9
votes
0answers
303 views

Ultrafilter theorem and translation invariant measures

The usual Vitali construction of a non-Lebesgue measurable set generalizes to a proof that there are no (non-trivial) translation invariant measures on $\mathcal P\mathbb R$. On the other hand, there ...
1
vote
1answer
102 views

Ergodic decomposition and integral representation of functions that depends on a measure

Let $X$ be a compact metric space, $T:X \to X$ continuous, $M_T(X)$ the set of borel measure that are $T$-invariant and $E_T(X)\subseteq M_T(X)$ the set of ergodic measures. The ergodic decomposition ...
8
votes
1answer
166 views

Besicovitch Covering Lemma on Manifolds

The classical Besicovitch covering lemma (BCL) asserts that for any $d \geq 1$, there is a constant $N(d)$ with the following property. If $A \subset \mathbb{R}^d$ is any subset and $r : A \to (0,R]$ ...
4
votes
2answers
234 views

The borel $\sigma-$algebra of the set of probability measures

Let $X$ be a compact metric space and $M(X)$ the set of all Borel probability measures on $X$. It is know that $M(X)$ is a convex compact metric space endowed with the weak-* topology i.e. $(\mu_n)_n ...
5
votes
0answers
163 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
0answers
78 views

On the proof of a $W^{2,p}$ estimate - regularity on eliptic PDE

I see this proof on http://www.math.uiowa.edu/~lwang/cccalderon.pdf and I couldn't understand what he did. If $||f||_{L^p(B_{4})} = \delta$ is small and the measure $|\{ x \in B_1; ...