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

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2
votes
0answers
31 views

Existence of a measure-preserving bijection

Let $f, g \, \colon \mathbb{R}^n \rightarrow \mathbb{R}$ be two Borel-measurable functions such that $f$ is non negative and g is radially symmetric, the function $ (0, \infty )\ni t \mapsto g ...
1
vote
0answers
44 views

Outer measure preserving bijection

Suppose X is a Sierpinski set (So X is uncountable and every null subset of X is countable). Let f be a bijection on X. Must/Does there exist a non null subset Y of X such that for every subset W of ...
2
votes
1answer
175 views

Lebesgue measure of set of $y\in\mathbb{R}^n$ such that $x,y,Ay$ are linearly dependent

I've asked this question here on math.stackexchange, but I have been unable to solve this yet, so I'm hoping I can get some advice here. Consider a vector $x\in \mathbb{R}^n$ and a real $n\times n$ ...
1
vote
1answer
566 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 $f(x)=e^{-|x|}$, ...
1
vote
1answer
277 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 ...
2
votes
1answer
78 views

Criterion for weak convergence of probability measures on S' or D'

Let $X_n$ in $S'$ and $\mu_n$, $\mu$ in $M(S')$. $S'$ is the space of tempered distributions. I'm looking for a reference that says if $< f, X_n >$ converges in distribution to $< f,X>$ ...
4
votes
2answers
205 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 ...
22
votes
2answers
387 views

Mid point free sets

Given a subset X of unit interval, can we find a subset Y of X of same outer measure as X such that Y does not contain three points of the form x, y and (x+y)/2? I can do this assuming CH but can we ...
5
votes
3answers
189 views

Is the space of all borel measures on $\mathbb R^n$ isomorphic to the tensor product of spaces of borel measures on $\mathbb R$?

Similarly to the decomposition $L_2(\mathbb R^n) = L_2(\mathbb{R})^{\otimes n}$ as vector spaces (and even as Hilbert spaces) , do we have $bm(\mathbb{R^n}) = bm(\mathbb{R})^{\otimes n}$ where ...
2
votes
2answers
106 views

On the mesurability of a VItali set w.r.t. a Lebesgue absolutely continuous measure

I've seen two kinds of demonstrations of Vitali's sets being not measurable (for example, answer number 2 here: http://math.stackexchange.com/questions/137949/the-construction-of-a-vitali-set, I ...
4
votes
3answers
294 views

Measure with `somewhere dense' support

Let $X$ be a compact Hausdorff (but not necessarily metrizable) space. Is it always true that there exists a probability Borel measure $\mu$ and an open set $U$ such that any nonempty open set ...
3
votes
1answer
84 views

Existence of doubling non-Polish metric measure spaces

Let $(X,d,\mu)$ be a metric measure space (i.e. $(X,d)$ is a metric space and $\mu$ is a Borel measure on $X$). Let's say that $X$ is doubling if there exists a constant $C \geq 1$ such that $0 < ...
1
vote
1answer
344 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 ...
2
votes
0answers
95 views

Transitive closure of balanced bounded mass transport

Given two $\sigma$-finite measures $\mu$ and $\nu$ on $\mathbb{R}^n$, write $\mu \sim \nu$ iff there exist countable decompositions $\mu = \mu_1 + \mu_2 + \cdots$ and $\nu = \nu_1 + \nu_2 + \cdots$ ...
2
votes
2answers
161 views

Is a sigma-finite Borel measure over $\mathbb R$ determined by its values on the continuous functions? [closed]

Suppose that $\mu$ and $\nu$ are sigma-finite measures on the Borel sigma-algebra over $\mathbb R$ such that $\int_{\mathbb R}f\,d\mu=\int_{\mathbb R}f\,d\nu$ for all nonnegative continuous functions ...
2
votes
1answer
107 views

Is every set of small measure contained in an open set of small measure with null boundary?

Let $\lambda( \cdot )$ denote Lebesgue measure on $[0,1]$. Let $(A_n)_{n=1}^\infty$ be a decreasing sequence of Borel subsets of $[0,1]$ such that $\bigcap_{n=1}^\infty A_n = \emptyset$. Given ...
4
votes
1answer
156 views

Hausdorff measure of the graph

Is there any example of a real valued function on the real line whose domain has Lebesgue measure zero but the graph (in the plane) has positive one dimensional Hausdorff measure? Of course if such ...
3
votes
1answer
74 views

Criteria for Compactness of a Closed in $L^2$ Spaces [closed]

$(X, \mathcal{B}, \mu)$ is a measure space. Is there any well-known criteria for compactness of a closed set in $L^2(X, \mu)$? If the answer is negative what about $L^2(\mathbb{R}^n,\mu)$(in this ...
4
votes
2answers
163 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 ...
6
votes
4answers
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 ...
3
votes
2answers
190 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
1answer
319 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
0answers
71 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 ...
2
votes
1answer
164 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 ...
8
votes
0answers
299 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 ...
0
votes
1answer
45 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
2answers
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
0answers
111 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
2answers
150 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
2answers
149 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
3answers
798 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
1answer
155 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 $X_1,\ldots,X_m$ ...
0
votes
1answer
89 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
0answers
81 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
1answer
134 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
2answers
173 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
1answer
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
2answers
749 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
1answer
109 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
175 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
43 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
2answers
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
2answers
336 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
371 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
1answer
176 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
1answer
166 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
304 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
277 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
107 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
3answers
413 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 ...