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

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2
votes
0answers
74 views

Is a specific sequentially closed subset of $M([0,1])$ closed?

Let $M([0,1])$ be the set of finite signed measures on $[0,1]$ (with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all ...
0
votes
0answers
41 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 ...
4
votes
1answer
181 views

continuity of the Boltzmann entropy in the Wasserstein metric

For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let $$ ...
0
votes
1answer
121 views

Is the following “section-wise” defined function measurable in the product space?

I asked this question in mathstackexchange a couple of days ago. Almost right after posing it a partial (affirmative) answer came to my mind in the following form Proposition: Assume that ...
0
votes
1answer
66 views

Approximation of general measurable maps by simple functions [closed]

Let $f : (\Omega, \mathcal F) \to (\mathbb R, \mathcal B(\mathbb R)$ be a measurable map, then it is well-known that $f$ could be approximated by a sequence $(f_n)$ of simple measurable functions, ...
2
votes
1answer
58 views

Sub-$\sigma$-algebras and conditional expectation

Is it true that any sub-$\sigma$-algebra of a Rokhlin-Lebesgue space is induced (up to completion) by a measurable map into another Rokhlin-Lebesgue space? In other words, is it true that conditional ...
4
votes
2answers
182 views

Is the space of signed finite measures on a compact set $M([0,1])$ a sequential space?

Let $M([0,1])$ be the set of finite signed measures on $[0,1]$ (with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all ...
2
votes
2answers
172 views

How to show that there's a continuous function separating convex sets of Radon measures?

First, the setup: $X$ is a compact set. By Riesz's representation theorem $C(X)^*=${all Radon measures on $X$}. $K$ is a convex, closed set of probability measures. $m$ is a probability measure out of ...
5
votes
0answers
140 views

Sierpinski sets and extensions of Lebesgue measure

I am duplicating an old problem from stackexchange: Suppose that every countably generated sigma algebra extending the Borel sigma algebra on $[0, 1]$ admits a measure extending the Lebesgue measure ...
6
votes
2answers
234 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 ...
0
votes
1answer
173 views

Axiomatic explanation of why the volume of a parallelepiped is equal to the area of its base times its height [closed]

I asked this in MSE, it flashed and disappeared. Let $V_n$ be the volume on the set of polytopes in $\mathbb R^n$, defined axiomatically, i.e. a functional, that assigns to each polytope ...
0
votes
1answer
34 views

Convergence of generalized expectation under total variation norm

Consider the space of sub-distributions (i.e. positive measures of variation norm lower than 1) over a discrete subset $S$ of $\mathbb{R}$ (this set is measured by its powerset). Let $(\mu_n)_n$ be a ...
4
votes
0answers
217 views

Is $f(x,y)=\sum_{n\in\mathbb{Z}\backslash\{0\}}\frac{1}{n}e^{2\pi i(xn+yn^2)}$ essentially bounded?

Let $$f(x,y)=\sum_{n\in\mathbb{Z}\backslash\{0\}}\frac{1}{n}e^{2\pi i(xn+yn^2)} $$ Is it true that $\|f\|_{L^{\infty}(\mathbb{R}^2)}<\infty$? i.e. is $f$ essentially bounded?
1
vote
1answer
51 views

When is the hitting time of an open set a stopping time?

Let $(\Omega, \mathcal{F},P)$ be a probability space and $(\mathcal{F}_t)_{t \in [0,T]}$ a filtration. Consider an adapted, right-continuous process $X$ taking values in $\mathcal{X}$ and let $B$ be ...
2
votes
1answer
642 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
0answers
75 views

Any relationship between Hausdorff measures [migrated]

Let $ S_1= ( [0,1], d_1 ) $ and $ S_2 = ( [0,1], d_2 ) $ be two metric spaces, where $ d_1 = |x - y|$ and $d_2 = (1/2^i) $ where binary expansion of x and y matches upto $ i^{th} $ coordinate. Let $ ...
4
votes
1answer
195 views

Measure algebra of a total extension of Lebesgue measure

Solovay shows that the existence of a measurable cardinal is equiconsistent with the existence of a countably additive extension of Lebesgue measure that is defined on all sets of real numbers. Given ...
1
vote
1answer
294 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 ...
8
votes
1answer
183 views

Is the Jordan decomposition of a self-adjoint functional constructive?

Let $A$ be an abstract C*-algebra, and let $\varphi\colon A \rightarrow \mathbb C$ be a bounded linear function. Assuming the axiom of choice, there exist unique positive bounded linear functions ...
0
votes
0answers
33 views

The use of Haar measure in the Blichfeldt-Minkowski Lemma

I'm trying to understand a proof of the following result Theorem: Let $K$ be a number field, and $|| \cdot ||$ the idelic norm (product of the normalized absolute values at each place). There ...
-3
votes
0answers
47 views

invariant mesures and entropy

Fix {0,1}^{N} the Bernoulli space, the shift function S and pick two dynamical systems (S,m1) (S,m2) (m1,m2 S-invariant measures). Let's say you have entropies h1 and h2 for the dynamical systems. ...
2
votes
2answers
283 views

Can one estimate the distribution of eigenvalues of a matrix by its Cauchy/Stieltje transform?

Given a real symmetric $n$ dimensional matrix $A$, with eigenvalues $\lambda_i$ I am defining its Cauchy transform as the function, $f_A(z) = \sum_i \frac{1}{z-\lambda_i}\,$ Is there any information ...
2
votes
1answer
121 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 $< f,X>$ ...
0
votes
0answers
114 views

Finitely additive measure over integers [duplicate]

We know that, with Axiom of Choice (AC), it can be shown that there exists a finitely additive uniform distribution defined for all subsets of the integers (see, e.g., Hrbacek and Jech 1999, Ch. 11). ...
1
vote
1answer
69 views

First mean value theorem for integration and Lebesgue measureability

According to first mean value theorem for integration, if $G \ : \ [a,b] \to \mathbb{R}$ is a continuous function, there exists $x \in (a,b)$ such that $$\int_a^b G(t) dt = G(x)(b-a)$$ Assume $G$ is ...
1
vote
0answers
105 views

Is the implication ($f$ is Riemann integrable over $D_1$ and $D_2$) $\Rightarrow $ ($f$ is Riemann integrable over $D=D_1\cup D_2$) true?

Let $D_1,D_2$ be a bounded subset of $\mathbb{R}^n$ and $\partial D_1,\partial D_2$ are both of Lebesgue measure zero (that is to say: $D_1,D_2$ are Jordan measurable). Also, let $f:D_1\cup ...
6
votes
1answer
243 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 ...
1
vote
1answer
407 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
0answers
36 views

Interchange limit with integral for subsequence in subsequence of general distribution functions

I asked this question on math.stackexchange a few days ago but didn't get any response, so I thought I would try here. I'm trying to find a solution for the following problem: Let ...
0
votes
2answers
112 views

Continuity of an integral

Let $f \in L^1(\Omega)$, where $\Omega$ is a bounded set in $\mathbb{R}^n$ Let $Z = (z_1,z_2,\dots,z_k)$ denote a k-tuple where each $z_i \in \Omega$ Consider $$F(Z) = \int_\Omega f(y)\min_{1\leq i ...
5
votes
1answer
113 views

Simultaneous approximation of arbitrary functions in Hölder space and in $L^2(\mu)$ by a smooth function and its derivative

Let $\mu$ be a probability measure on the circle $S^1=\mathbb{R}/\mathbb{Z}$ which is singular with respect to the Lebesgue measure $\lambda$. Consider the functions spaces $L^2(\mu)$ on the one hand, ...
0
votes
3answers
142 views

When Banach indicatrix is measurable?

Let $f:X\to Y$ is a measurable function. Banach indicatrix $$ N(y,f) = \#\{x\in X \mid f(x) = y\} $$ is the number of the pre-images of $y$ under $f$. If there are infinitely many pre-images then ...
0
votes
0answers
35 views

convex function with distributional Hessian $D^2 f \leqslant \lambda$, $\lambda$-concave?

Let $f:R^n \to R$ be convex (may not $C^1$), $$[D^2f]=[D^2f]_{ac}+[D^2f]_s=[h_{ij}] L^n+[D^2f]_s$$ is the Lebesgue decomposition of the Hessian matrix. Where $[h_{ij}]$ is the density w.r.t the ...
4
votes
1answer
136 views

convergence of integral for each bounded function in probability

Let $\mu, \mu_1, \mu_2, \dots$ be random measures on a Polish space (separable completely metrizable topological space) $(S, {\mathcal S})$. Suppose I know that $$\int f d \mu_n \to \int f d\mu$$ ...
6
votes
1answer
215 views

Can ITTM recognize a non-measurable set?

Throughout the question ITTM refers to Hamkins' infinite Turing machines, though I will be interested in results related to stronger models. Recently I was wondering, is it consistent that there is ...
2
votes
0answers
47 views

Sequences of transition probability measures

Suppose that $X$ and $Y$ are compact metric spaces. A Borel probability measure $\mu$ on $X\times Y$ satisfies $$ \mu(A\times B)=\int_A\mu(B|x)\mu_X(dx), $$ for $A$ and $B$ Borel sets in $X$ and $Y$ ...
4
votes
2answers
630 views

Polish by compact is Polish?

Let $X,Y$ be separable and metrizable, with $Y$ Polish, and suppose there is a topological quotient map $f:X\to Y$ with compact fibers. Is $X$ Polish? I have a specific space in mind, so if the ...
5
votes
2answers
77 views

Accuracy of the truncated Hausdorff moment problem

For a sequence of real numbers $s = (s_i)_{i \in n}$ let $M_s$ be the collection of functions $f:[0,1] \to [0,1]$ such that $$(\forall i \leq n) \int_0^1 x^i f(x) dx = s_i$$ In other words, $M_s$ ...
7
votes
3answers
266 views

Borel coloring of a graph on the set of all functions $f:\mathbb{N}\to\mathbb{N}$

The following question was asked in a comment by Joel David Hamkins in Graph on the set of all functions $f:\mathbb{N}\to\mathbb{N}$. Let $V$ be the set of all functions $f:\mathbb{N}\to\mathbb{N}$. ...
0
votes
1answer
60 views

Convergence of measures to an absolutely continuous measure

Suppose that $\{\mu_n\}$ is a sequence of Borel probability measures on a compact metric space $X$ and suppose that $\{\mu_n\}$ converges weakly to a Borel probability measure $\mu$ on $X$. If $\mu$ ...
0
votes
1answer
110 views

topology of setwise convergence of measures

It is well known that if $X$ is, say, compact and metric, then the set of probability measures on the Borel subsets of $X$ endowed with the usual topology of weak convergence of measures has as a ...
8
votes
1answer
129 views

Specifying $L^p$ norms of derivatives

Given a sequence of positive numbers $\{a_n\}$ and $1 < p < \infty$, $p\neq 2$, is it possible to build a function $f\in C^\infty(\mathbb R)$ so that $\|f^{(n)}\|_{L^p(\mathbb R)} = a_n$? For ...
3
votes
1answer
94 views

Measurability and continuity for general topological spaces

Let $(X,\tau)$ be a topological space. We call $S\subseteq X$ saturated if $S=\bigcap\{U\in\tau: U\supseteq S\}$. Let $\sigma(X,\tau)$ be the $\sigma$-algebra generated by $\tau\cup\{K\subseteq X: K ...
6
votes
1answer
279 views

An indicator of a planar subset as an element of a tensor product

Denote $I=(0, 1)$, and let $\mu$ be the Lebesgue measure on $I$. Does there exist a function $f$ on $I\times I$ viewed as an element of the space $L^\infty(\mu\times\mu)$ such that $$ f^2=f $$ (that ...
12
votes
2answers
424 views

Is there a natural measurable structure on the $\sigma$-algebra of a measurable space?

Let $(X, \Sigma)$ denote a measurable space. Is there a non-trivial $\sigma$-algebra $\Sigma^1$ of subsets of $\Sigma$ so that $(\Sigma, \Sigma^1)$ is also a measurable space? Here is one natural ...
7
votes
1answer
288 views

Under $\neg CH$, have countable unions of rationally independent numbers inner measure zero?

In their 1943 paper On non-denumerable graphs, Erdos and Kakutani suggest as likely the following proposition. (EK*) Suppose CH fails and $\lbrace M_n : n \in \omega \rbrace$ is a countable family of ...
3
votes
2answers
195 views

When does a function space allow for point evaluations? [closed]

Consider a space of (generalized) functions $F$ defined on a measure space $\Omega$ and equipped with a topology. What are necessary and sufficient conditions for point evaluations at arbitrary $x ...
12
votes
1answer
1k views

Naive definition of surface area doesn't work?

A first stab at a definition of surface area might go like this: Let S be a surface. Select finitely many points from S and make a bunch of triangles having these points as vertexes. Add up the ...
1
vote
0answers
49 views

Pollard's construction of measures from set functions on lattices of sets

Theorem 12 in Appendix A of Pollard's A User's Guide to Measure Theoretic Probability gives conditions under which a set function defined on a family of sets $\mathscr{K}$ which is closed under finite ...
-1
votes
1answer
105 views

Continuity of function mapping $\mathcal{P}(\mathcal{P}(X))$ to $\mathcal{P}(X)$ [closed]

Given a topological space $Y$, let $\mathcal{P}(Y)$ be the set of all probability measures on $Y$, endowed with the weak* topology. Let $X$ be a topological space (for convenience, it might be Polish ...