**2**

votes

**1**answer

48 views

### Post composition of integral

Setup:
If $\langle \Omega, \mathfrak{F},\mu \rangle$ is a measure space, $f:\Omega \rightarrow E$ is a weakly-measurable function to a Banach space $E$, $g: E \rightarrow E'$ is a diffeomorphism and ...

**6**

votes

**0**answers

89 views

### Cutting a piece of cake that $n$ people value as exactly $w$

Stromquist and Woodall (1985) study the problem of Sets on which several measures agree. There are $n$ non-atomic value measures on the unit circle, and a parameter $w\in(0,1)$. The goal is to find a ...

**0**

votes

**0**answers

22 views

### Constructing an additive set function from on a non-additive one

repost from math.se.
I was trying to generalize some results from measure theory to functions that are "almost" measures but not additive. Then, I thought it could be interesting to do this in a ...

**7**

votes

**5**answers

3k views

### Intuition for Haar measure of random matrix

What is an intuitive way to understand Haar measure as defined for random matrices, say, $N\times N$ orthogonal or unitary matrices?
My understanding for what Haar measure means for $U(1)$ is that it ...

**6**

votes

**1**answer

190 views

### Can we recover a topological space from the collection of Borel probability measures living on it?

Let $(X, \tau)$ be a topological space, and $\mathcal{P}(X, \tau)$ be the Borel probability measures living on $X$. Can we recover $(X, \tau)$ from $\mathcal{P}(X, \tau)$?

**2**

votes

**1**answer

37 views

### Bound for the generalised Rényi dimension of a measure

If $\mu$ is a measure on $\mathbb{R}^d$, and for each $r>0$ we let $\mathcal{M}_r$ denote the set of all ``cubes'' of the form $[j_1r,(j_1+1)r) \times \cdots \times [j_dr,(j_d+1)r)$ for ...

**4**

votes

**2**answers

173 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 $\mathcal{A}$ ...

**2**

votes

**1**answer

318 views

### Does Borel's proof for existence of normal numbers make an essential use of axiom of choice?

A normal number is a real number whose infinite sequence of digits in every base $b$ is distributed uniformly in the sense that each of the $b$ digit values has the same natural density $\frac{1}{b}$, ...

**21**

votes

**1**answer

4k views

### L1 distance between gaussian measures

L1 distance between gaussian measures: Definition
Let $P_1$ and $P_0$ be two gaussian measures on $\mathbb{R}^p$ with respective "mean,Variance" $m_1,C_1$ and $m_0,C_0$ (I assume matrices have full ...

**4**

votes

**1**answer

131 views

### Does $ZF$+$LM$+$A_{\lt2^{\aleph_0}}$ imply $\lnot$$WCH$?

In what follows, I will use the following acronyms:
$AS$:= Freiling's Axiom of Symmetry
$LM$:="Every set of reals is Lebesgue measurable."
$WCH$:="every uncountable subset of $\mathbf R$ can be put ...

**6**

votes

**1**answer

113 views

### Existence of a measurable map between metric spaces

Let $X$ and $Y$ be separable complete metric spaces (if necessary, they may be assumed to be compact). Let $R\subset X\times Y$ be a closed subset such that the projection of $R$ to $X$ is onto.
Is ...

**7**

votes

**0**answers

123 views

### A meager subgroup of the real line, which cannot be covered by countably many closed subsets of measure zero?

Is there a ZFC-example of a subgroup $H$ of the real line $\mathbb R$ such $H$ is meager, has zero Lebesgue measure, but cannot be covered by countably many closed subsets of measure zero in $\mathbb ...

**0**

votes

**0**answers

30 views

### Borel Measurable function approximation [closed]

Let $f : R \rightarrow R$ be Lebesgue measurable. Show that there exist Borel measurable functions $g, h : R \rightarrow R$ such that $g(x) \leq f(x) \leq h(x) \ \ \forall x\in R$ and $m(\{ x: g(x) ...

**20**

votes

**2**answers

622 views

### Antirandom reals

This is a crossposting of http://math.stackexchange.com/questions/1446602/anti-random-reals, which has not gotten any answers; after thinking about the problem, I've become more convinced that it ...

**4**

votes

**1**answer

177 views

### A question regarding a common critique of Freiling's Axiom of Symmetry

(In what follows, Freiling's Axiom of Symmetry is simply the following:
($A_{\aleph_0}$) :( $\forall$$f$: $\mathbf R$ $\rightarrow$$\mathbf ...

**3**

votes

**0**answers

138 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 ...

**3**

votes

**1**answer

245 views

### Proof of Pinelis (1992) - Banach space inequalities

I am reading Pinelis "An approach to inequalities for the distributions of infinite -dimensional martingales" and cannot follow his proof of Theorem 3:
Let $(f_n)$ be a martingale in a separable ...

**14**

votes

**1**answer

351 views

### Two strengthenings of “strong measure zero”

A set $X\subseteq\mathbb{R}$ is strong measure zero if, for every sequence $(\epsilon_i)_{i\in\mathbb{N}}$ of positive reals, there is a sequence $(I_i)_{i\in\mathbb{N}}$ of open intervals covering ...

**-1**

votes

**0**answers

49 views

### Integration according to push-forward of Lebesgue measure

Let $R_{\theta_1},R_{\theta_2}$ be rotation operators in $\mathbb{R}^2$. Let $\nu_1$ be the arc-length measure of a line segment in length $x$ which was rotated in $\theta_1$ radians, i.e. ...

**3**

votes

**0**answers

85 views

### Reference request: Darboux properties of real-valued set functions (measures, densities, etc.)

Fix a set $S$ and let $f: \mathcal P(S) \rightharpoonup \mathbf R$ be a real-valued partial function on the power set of $S$; denote by $\mathcal D$ the domain of $f$. We say that $f$ has:
(i) the ...

**21**

votes

**0**answers

510 views

### Relative null-ness

Here, "measure" always means Lebesgue measure on $\mathbb{R}$. This question is partly motivated by my answer ...

**2**

votes

**1**answer

54 views

### interpret of Picone inequality for non-regular functions

Assume $\Omega \subset \mathbb{R}^N$, $ N>4 $ is open set.
There is a well-known picone identity that says
Let $u,v \in C^2(\Omega)$ satisfy $v>0$ and $-\Delta v \geq 0$ in $\Omega$. The ...

**3**

votes

**1**answer

83 views

### Riemannian Measures, Densities and Radon–Nikodym Theorem

If $M$ is a smooth manifold and $\mu$ is a $1$-density thereon then we may define a Borel measure (on Borel sets $A$) on $M$ as:
\begin{equation}
\nu(A) = \int_M I_A \mu.
\end{equation}
My question ...

**7**

votes

**2**answers

378 views

### $\langle X\rangle_t = t$

Suppose $B_t$ is a standard Brownian motion in $\mathbb{R}^d$ and $X_t = |B_t|$. What is the easiest way to see that$$\langle X\rangle_t = t?$$I need this result for a simulation I am running...

**0**

votes

**1**answer

147 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

**1**answer

155 views

### Sets not containing the vertices of unit triangles (Question posed by Erdős)

Following this post, I have been thinking about the problem posed by Erdős,
Does there exist a constant $c > 0$ such that every subset $A$ of the plane of area more than $c$ contains the ...

**14**

votes

**2**answers

687 views

### A question of Erdős

In the following paper (pages 122-23), Erdős asks if there is a constant $c > 0$ such that every subset $A$ of plane of area more than $c$ contains the vertices of a triangle of unit area.
Is this ...

**5**

votes

**1**answer

255 views

### Strong measure zero sets and selection principles

A set of reals $X$ is strong measure zero if for any sequence of positive real numbers $ ( \epsilon_n ) _{n \in \omega }$ there is a sequence of open intervals $ ( a_n ) _{n \in \omega }$ which ...

**4**

votes

**1**answer

105 views

### Can the integral of a “generic” bounded measurable function be determined by its values on the rationals?

[This question is an extension of my question Does a positive-measure subset of the unit interval almost surely intersect a random translation of some countable subgroup of $\mathbb{R}$?. I'm asking ...

**1**

vote

**1**answer

27 views

### Multiplicity of a subcovering in spaces of given Hausdorff dimension

Let $X$ be a locally compact metric space of integer Hausdorff dimension $n$. Let $K\subset X$ be a compact subset. Let $\{B_i\}_i$ be a finite family of balls covering $K$. One may assume that all ...

**1**

vote

**1**answer

89 views

### Does a positive-measure subset of the unit interval almost surely intersect a random translation of some countable subgroup of $\mathbb{R}$?

Please forgive me if this is a very easy question.
Let $A \subset [0,1]$ be a Borel-measurable set with strictly positive Lebesgue measure. Does there necessarily exist a countable subgroup $G$ of ...

**0**

votes

**0**answers

45 views

### Example of an adapted measurable process which is not Progressively Measurable

In this question
Progressively measurable vs adapted, one finds a discussion on the subject of adapted processes versus progressively measurable processes.
Counter-examples can be readily given. We ...

**2**

votes

**1**answer

732 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

**0**answers

43 views

### the variation of the measure under a quasisymmeric homeomorphism [migrated]

Let f be a quasisymmetric homeomorphism from the unit circle S^{1} to S^{1}. Let A be a subset of S^{1} whose 1-dimensional Lebesgue measure is zero. My question is :
Does f(A) also have ...

**3**

votes

**1**answer

188 views

### “Lebesgue-measurable” cardinals and real-closed fields

I understand the motivation behind measurable cardinals is to ask the question: "is there any set large enough to admit a non-trivial measure on all of its subsets?"
Hence, it's also worthwhile to ...

**1**

vote

**2**answers

74 views

### The Levy measure of the compound Poisson distribution

The compound Poisson distribution is defined as(see Levy processes and infinitely divisible distributions page: 18):
Let $c>0$ and $\sigma$ be a measure on $\mathbb{R}$ with $\sigma(\{0\})=0$, a ...

**1**

vote

**1**answer

334 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

**1**answer

175 views

### How can I show that “almost all function” have property P?

The following is cross-posted from
http://math.stackexchange.com/questions/1391293/is-almost-all-function-a-well-defined-concept
since I didn't (yet) get an answer there.
(I hope that's okay?)
...

**0**

votes

**1**answer

70 views

### Spherical decreasing rearrangement on the sphere

On $\mathbb{R}^n$, we have the concept of spherically decreasing rearragement of a function, which means, given a function $f$, one can design a radial and decreasing function $f^*$ such that $\Vert ...

**0**

votes

**1**answer

223 views

### A question regarding the relation between Freiling's Axiom of Symmetry and real-valued measurable cardnals

A major argument against Freiling's Axiom of Symmetry is the following (this from the wikipedia article of the same name):
"The naive probabalistic notion used by Freiling tacitly assumes that there ...

**1**

vote

**1**answer

58 views

### General Markov Chains on same Probability Space?

A Markov chain $(X_i)_{i\in \mathbb{N}}$ on a measurable space $(E,\Sigma)$ is (see e.g. Revuz or Meyn/Tweedie) constructed on the following probabilty space.
$$ \Omega = \{ (x_l)_{l \in \mathbb{N}} ...

**3**

votes

**2**answers

220 views

### Example of measure of non-compactness

I can't understand the following example of measure of non-compactness, which was given in this article.
Definition: A non-negative function $\phi$ defined on the bounded subsets of $X$ will be ...

**1**

vote

**1**answer

78 views

### Estimate $\sup_n\left|\int_0^1 \left(1-e^{i\alpha_n x}\right) f(x)d\mu(x)\right|$

Let $\mu$ be a singular Borel probability measure on $[0, 1)$, and $f\in L^2(\mu)$. Estimate
$$\sup_n\left|\int_0^1 \left(1-e^{i\alpha_n x}\right) f(x)d\mu(x)\right|$$
where $\alpha_n\in\mathbb R$ and ...

**2**

votes

**0**answers

46 views

### Coupling Marginals of Distributions on the Sphere

Given a distribution $P_X$ on $\mathbb{R}$, when does there exist a coupling (i.e. joint distribution) $P_{X^n}$ of $X_1,...,X_n$, each distributed according to $P_X$, such that $\sum X_i^2 = n$ ...

**9**

votes

**1**answer

185 views

### Haar measurable sets and quotient maps

Let $G$ be a locally compact Hausdorff group with a Haar measure $\mu$, let $H$ be a closed normal subgroup of $G$, and let $q: G \to G/H$ be the quotient homomorphism. Let $\nu$ be a Haar measure ...

**4**

votes

**0**answers

199 views

### Area defined with $\pm$ closedness

Denote $B_n\subset\Bbb R^n$ to be unit ball at origin.
Denote $S\subset B_n$ to region of type $\mathsf I$ if it satisfies
$$s\in S\iff\forall t\in S, s+t\in S\mbox{ or }s-t\in S$$
I am convinced ...

**2**

votes

**2**answers

126 views

### Approximation of Borel sets by a countable collection of majorants

Is there a countable collection $(E_n)_{n \in \mathbf{N}}$ of Borel subsets of $I = [0,1]$ such that, for every Borel subset $E$ of $I$ and every $\epsilon > 0$ there exists $n,m$ with $E_n \subset ...

**1**

vote

**3**answers

405 views

### dual space of a subspace of the space of bounded measures

Let $\mathcal{M}=\mathcal{M}(\mathbb{R})$ be the space of bounded measures. Equipped with the weak convergence, the dual space of $\mathcal{M}$ is $\mathcal{C}_b(\mathbb{R})$ consisting of continuous ...

**0**

votes

**1**answer

85 views

### joining or coupling

given two shift invariant measures in the Bernoulli space $\{0,1\}^{\mathbb{N}}$, is there a way to construct joinings of them? It's very diffcult, in general, to find exactly the minimal joining i.e, ...

**0**

votes

**0**answers

46 views

### The union of weighted compact supported continuous function

Let $\Omega\subset \mathbb R^N$ be open. Given a weight function $v\geq 1$ such that $v\in L^1_{\text{loc}}(\Omega)$ and $l.s.c$. Also supposethere exists a Lipschitz continuous sequence $v_n$ such ...