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

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1
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1answer
56 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
0answers
37 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 $\sum X_i^2 = n$ ...
3
votes
1answer
151 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...
9
votes
1answer
180 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
0answers
190 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
2answers
118 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
3answers
386 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
1answer
60 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
0answers
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 ...
3
votes
1answer
225 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 ...
3
votes
2answers
112 views

Failure of a push-forward to be sigma-finite

Let $X$ and $Y$ be locally compact, second countable spaces, and let $φ:X→Y$ be a measurable function. Let $μ$ be a sigma-finite measure on $X$. In general, the push-forward $\phi_{*}\mu$ is not ...
6
votes
0answers
203 views

A Banach-Tarski game

This is partially inspired by the question http://math.stackexchange.com/questions/1383397/cutting-a-banach-tarski-cake, which I find intriguing if unclearly written. A paradoxical family of subsets ...
2
votes
1answer
695 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 $f(x)=e^{-|x|}$, ...
4
votes
1answer
170 views

Is the space of vectorial functions that are Dunford integrable complete?

Let $X$ a Banach Space and $(\Omega, \Sigma, \mu)$ a measure space. A function $F:\Omega\rightarrow X$ is Dunford integrable if $x^\ast\circ F$ is $\mu$-integrable for every $x^\ast\in X^\ast$. The ...
1
vote
1answer
326 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
1answer
117 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?) ...
5
votes
3answers
255 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
2answers
213 views

Hausdorff dimension of a Cantor-like set

Suppose $K$ is a subset of $[0,1]$ with the following property: for almost $x,y \in K$, we have $$\frac{x+y}{2} \not\in K.$$ (Here, "almost in $K$" means "in $K$ except for a countable subset"). ...
2
votes
0answers
39 views

A canonical example of the non-existence of predictive probability distribution

Section 3 of Fortini et al. (2000) states that Given $(X^\infty, \mathcal X^\infty,P)$, a predictive probability distribution of $x_n$ given $(x_1, \dots, x_{n-1})$ with respect to $P$ need not ...
1
vote
1answer
434 views

Uniform $L_1$ convergence implies uniform convergence pointwise a.e.

Let $\Omega$ be a measure space (which can be assumed to be an interval with Lebesgue measure). It is well known that for a sequence $(f_n)$ in $L^1(\Omega)$ which converges to zero (in ...
-1
votes
0answers
37 views

Markov operator with unique invariant measure

If a Markov operator has unique nontrival invariant measure in $L_{1}$ norm, and then I constructing a iteration series from this Markov operator and obtain a function series. Can I assert that this ...
9
votes
2answers
1k views

Good examples of random variables whose image is not a measurable set?

Are their simple/natural examples of real-valued Borel-measurable random variables whose image is not a Borel set? Something that occurs "naturally"? I am teaching Doob's lemma (for two real-valued ...
2
votes
1answer
47 views

Is there a curve on a surface where an integrable function is pointwise bounded?

I consider $\Sigma:=S^2$, as a unit radius sphere in $\mathbb R^3$ so that it has an induced metric, measure etc on it. Is the following statement true? For a large constant $K$, there exist ...
25
votes
4answers
1k views

Does every set of reals contain a measure-zero set of the same cardinality? Does it contain a meager set of the same cardinality?

This question arises from an issue in my post on Ashutosh's excellent question on Restrictions of the null/meager ideal. Question 1. Does every set of reals contain a measure-zero subset of the same ...
3
votes
0answers
44 views

Are functions whose partial derivatives are simple functions dense in $W^{1,\infty}$?

In a 2D domain, are the functions whose partial derivatives are simple functions dense in $W^{1,\infty}$ ?
5
votes
2answers
175 views

If $f : [-a,a] \rightarrow \mathbb{IR}$ is Scott continuous, why are $f^-$ and $f^+$ measurable?

In "A domain theoretic account of Picard's theorem" (http://www.doc.ic.ac.uk/~dirk/Publications/icalp2004.pdf), the authors assert the following. Let $\mathbb{IR}$ be the interval domain $\lbrace ...
0
votes
1answer
134 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 ...
11
votes
1answer
520 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 ...
1
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0answers
92 views

Measurable selections of a finite familiy of measures

EDIT. I'm adding a missing hypothesis and a really TL;DR version of the core problem. Warning: This short statement is the strongest form of what I want, hence not as plausible as the original form. ...
4
votes
2answers
320 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 ...
6
votes
2answers
304 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
0answers
150 views

What does the following space look like?

Pick fixed $a=(a_1,a_2,\dots,a_d)\in\{\pm1\}^d$. Consider map $F_a:\underbrace{\Bbb R^n\times\dots\times \Bbb R^n}_d\rightarrow\Bbb R^n$ given by $F(x_1,\dots,x_d)=\sum_{i=1}^da_ix_i$. Denote ...
1
vote
1answer
84 views

Entropy, Convergence

imagine you have a sequence $\eta_{n}$ of (shift) invariant measures in the Bernoulli space $\{0,1\}^{\mathbb{N}}$ that satisfy the following: there are a $0<\delta <1$ and an $N$ such that $$n ...
30
votes
2answers
1k views

Measurability and Axiom of choice

In some situations, you need to show Lebesgue-measurability of some function on $\mathbb{R}^n$ and the verification is kind of lengthy and annoying, and even more so because measurability is "obvious" ...
0
votes
0answers
150 views

Question on product measure

Let $(\Omega_1,\Sigma_1,\mu_1)$ and $(\Omega_2,\Sigma_2,\mu_2)$ be two totally finite measure spaces (which implies that $\Sigma_1$ and $\Sigma_2$ are $\sigma$-algebras). (As usual ...
1
vote
1answer
123 views

Is it true that for dimension d=3, if $v\in H_0^1(\Omega)$ but $v\notin L_\infty(\Omega)$ then exponent of v or -v is not summable?

I have the following Question: 1) Is it true that if $\Omega\subset\mathbb R^3$, $\Omega$ - bounded, $v\in H_0^1(\Omega)$ but $v\notin L_\infty(\Omega)$ implies $\int\limits_{\Omega}{e^vdx}=+\infty$ ...
5
votes
0answers
44 views

Measure-minimizing simplex with fixed inradius

Let $\Delta^n$ be an $n$-simplex in $\mathbb{R}^n$. Let $V$ be the volume and $r$ the inradius (radius of the inscribed sphere) of $\Delta^n$. There is a well-known result that $$ V \geq ...
24
votes
5answers
3k views

Nonstandard analysis in probability theory

I am quite new at nonstandard analysis, and recently I became aware of its use in probability theory mainly through the following two books: Nelson (1987). Radically Elementary Probability Theory ...
4
votes
0answers
121 views

Equidistribution of spheres in $\mathbb{R^2}/\mathbb{Z^2}$

Let $\mathbb{H^2}$ be the hyperbolic upper half place, and let $\Gamma$ be a lattice in $SL(2,\mathbb{R})$ acting on $\mathbb{H^2}$. A proof of the equidistribution of spheres on $\mathbb{H^2/\Gamma}$ ...
4
votes
2answers
158 views

Is taking the product of signed measures weakly continuous?

For a Polish space $X$, let $C_b(X)$ denote the real Banach space of bounded continuous real-valued functions on $X$. Let $M(X)$ denote the space of all finite signed Borel measures on $X$, equipped ...
2
votes
2answers
199 views

Commutative von Neumann algebras and localizable measure spaces

This is not my subject so I apologize if my question is too obvious or understood from other pages. I read some pages such as Reference for the Gelfand-Neumark theorem for commutative von Neumann ...
8
votes
2answers
649 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?
0
votes
0answers
63 views

What does the Plancherel theorem say about positive-definite distributions?

I'm trying to understand the answer to this MO question: Bochner's theorem for measures of positive type, which suggests a relationship between Bochner's theorem and the Plancherel theorem. The ...
0
votes
0answers
46 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
191 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
74 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
77 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
212 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
181 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
147 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 ...