**2**

votes

**0**answers

250 views

### Measure of the Attractor of Critical Points of a Manifold

Let $f: \mathbb{R}^d \rightarrow \mathbb{R}$ be a smooth function and consider the $d$-manifold $M = \{(x, f(x)): x \in \mathbb{R}^d\} \subset \mathbb{R}^{d+1}$. Let $P$ be a property of some subset ...

**4**

votes

**1**answer

191 views

### Weil's Haar measure construction from below

Weil's construction of a Haar measure on a locally compact group rests on approximating a function from above by sums of translates of another function.
I would need to know something similar for an ...

**0**

votes

**0**answers

64 views

### Weak formulation of a nonlinear problem with test functions in a dense subspace of $H_0^1$

Let $\Omega\subset \mathbb R^{d=3}$ is a bounded and Lipschitz domain. Let $u\in H_g^1(\Omega)$ satisfy the weak formulation
$$a(u,v)+\int\limits_{\Omega}{f(u)vdx}=0,\,\forall v\in H_0^1(\Omega)\cap ...

**7**

votes

**2**answers

112 views

### List of Bernoulli chaotic systems

Which discrete chaotic systems are known to be Bernoulli (i.e. measure theoretically isomorphic to a Bernoulli shift, one-sided or two-sided)?
I am aware that it is known for some uniformly ...

**-1**

votes

**0**answers

36 views

### conformal measures - definitions, examples and references

I would like to know the exact definition of conformal measure in compact and non compact spaces and not compact, as well as examples of conformal measures
Also, if someone can refer me to literature ...

**6**

votes

**1**answer

161 views

### Definitions of Hilbert Bundles

I have some doubts regarding definitions and conventions on Hilbert Bundles. Some authors like Peter Kuchment (Floquet Theory for Partial Differential Equations) and Serge Lang (Differential and ...

**3**

votes

**2**answers

112 views

### Extreme couplings

Let $X,Y$ be Polish spaces, and $\mu$ and $\nu$ are probability measures on $X$ and $Y$ respectively. We say that $M$ is a coupling of $\mu$ and $\nu$ if it is a probability measure on $X\times Y$, ...

**0**

votes

**0**answers

56 views

### Lower bound on the diameter of a ball contained in the stable manifold of a critical point

Let $f: \mathbb{R}^d \rightarrow \mathbb{R}$ be a smooth function and consider the $d$-manifold $M = \{(x, f(x)): x \in \mathbb{R}^d\} \subset \mathbb{R}^{d+1}$. Consider the negative of the gradient ...

**1**

vote

**1**answer

59 views

### Set of General Linear Position with Nonzero Measure

I came to the following question, but I don't have quite a good idea how to approach.
Can a set $A\subset \mathbb{R}^n , n\ge 2$ with nonzero measure be in a general linear position?
I believe ...

**4**

votes

**2**answers

210 views

### Error estimate in the spectral theorem of compact operators on a Hilbert space

Given a compact self-adjoint operator $K$ mapping $L^2(\mathbb{R}^d) \rightarrow L^2(\mathbb{R}^d)$ as $f \rightarrow \int K(x,y) f(y) d\mu(y)$, let us define its eigenvalues $\lambda_i$ and ...

**2**

votes

**1**answer

118 views

### Visualizing ANOVA Decomposition [on hold]

Let $f \in L^2[0,1]^d$ be a measurable function where $d \in \mathbb{N}$. For a given subset $u \subseteq D := \{1,2,\ldots,d\}$ consider the projections $P_u : L^2[0,1]^d \to L^2[0,1]^{|u|}$ given ...

**1**

vote

**0**answers

18 views

### Bivariate integration with the range of one variable shrinking to a point

Let $f(x,y)$ be a measurable function defined on $(\mathbb{R}^2, \mathcal{B}(\mathbb{R}^2))$. Define $C_{\epsilon} = \{y:d(y, y_0)\leq \epsilon\}$, then can we say for sure that the integration
$$
...

**14**

votes

**1**answer

530 views

### Example of a quasi-Bernoulli measure which is not Gibbs?

Let $X=\{0,1\}^{\mathbb{N}}$. For simplicity I consider measures on $X$ only.
A measure $\mu$ is quasi-Bernoulli if there is a constant $C\ge 1$ such that for any finite sequences $i,j$,
$$
C^{-1} ...

**13**

votes

**1**answer

1k views

### surprisingly difficult filtration problem

I am interested in a proof of the following statement which seems intuitive, but is somehow really tricky:
Let $X$ be a stochastic process and let $(\mathcal{F}(t) : t \geq 0)$ be the filtration ...

**4**

votes

**1**answer

68 views

### Conditions for existence of dominating $\sigma$-finite measure for all conditional distributions

Suppose $X$ and $Y$ are two real-valued random variables with a specified joint probability distribution $P_{X,Y}.$ I wish to determine if there is a $\sigma$-finite measure $\mu$ on the real line ...

**1**

vote

**0**answers

193 views

### Existence of probability distributions/measures/spaces and mathematical expectations in some functional spaces [closed]

Please see my questions:
What's the probability distribution of a deterministic signal? (functional integrals in probability theory)
Is there a Bayesian theory of deterministic signal? Prequel ...

**3**

votes

**1**answer

44 views

### Measurable $\epsilon$-optimal selection with an analytically measurable stochastic kernel

Let $(X, \mathcal{X})$ and $(A, \mathcal{A})$ be standard Borel spaces, $D \subseteq X \times A$ be an analytic set, and $D_x := \{a \in A : (x, a) \in D\}$ denote the $x$-section of $D$ at $x \in X$.
...

**2**

votes

**1**answer

81 views

### Measurability of integrals with respect to different measures

Let $Y$ be a locally compact Hausdorff topological space (further assumptions like metrizability, separability, etc., may be added if necessary) and let $\mathscr Y$ denote the Borel $\sigma$-algebra ...

**2**

votes

**2**answers

190 views

### How to generalize normal number theorem

The Borel number theorem states that with respect to Lebesgue measure, almost all real numbers are normal numbers. It is sometimes stated in the context of the compact interval $[0,1]$, where one ...

**0**

votes

**0**answers

42 views

### similarity measure (characteristics vector) from discrete lattice system to continuous [on hold]

The question is motivated from a physics problem:
Let's first discuss the 1D infinitely long discrete system on a lattice, a system can look like:
system 1:
...(ABAC)(ABAC)(ABAC)...
this leads to ...

**8**

votes

**1**answer

568 views

### Sort-of Converse of Kolmogorov Zero-One Theorem

Let $(\Omega, \mathscr F, \mathbb P)$ be a probability space. The Kolmogorov Zero-One Theorem states that
Suppose we have independent random variables $X_1, X_2, ...$. Then $\forall \ A \in ...

**4**

votes

**1**answer

260 views

### $\forall g\in L^2(\Omega)$ exists $g_n\in H_0^1(\Omega)$ and $\epsilon>0$ s.t $g_n(x)\to g(x),\,a.e$ and $|g_n(x)|\leq |g(x)|+\epsilon$

I asked this question on MSE here some time ago, but I couldn't get an answer. There was a suggestion in the comments for a counterexample using a fat Cantor set, but I couldn't show a contradiction ...

**3**

votes

**1**answer

285 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 ...

**2**

votes

**1**answer

926 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 $f(x)=e^{-|x|}$, ...

**2**

votes

**1**answer

405 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 ...

**15**

votes

**1**answer

466 views

### Is there a class of mathematical structures with non-isomorphic natural representations as a standard Borel space?

Background. The field of Borel equivalence relation theory
provides a robust, unifying theory that organizes most of the
classification problems of classical mathematics into a hierarchy,
allowing us ...

**0**

votes

**1**answer

115 views

### Counterexample: weak convergence doesn't imply $L^1-$convergence [closed]

I'm not sure my question is of research level, but I cannot find the answer in the existing reference. Let $\mu_n$ be a sequence of probability measures on $\mathbb R$ satisfying
$$\int_{\mathbb ...

**3**

votes

**0**answers

138 views

### A strongly open set which is not measurable in the weak operator topology

Let $H$ be a non-separable Hilbert space and $\{e_i\}_{i\in I}$ be an orthonormal basis for $H$. Let $J$ be a uncountable proper subset in $I$.
Let us put $$E=\{x\in B(H): \lVert xe_j\rVert <1: ...

**1**

vote

**1**answer

113 views

### Integration against Borel measures on compact Hausdorff spaces

I am studying the properties of integration against Borel measures and Baire measures. And I am not sure whether the following proposition is correct and I tried to give a proof.
Suppose that $X$ ...

**4**

votes

**2**answers

247 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 $\mathcal{A}$ ...

**12**

votes

**2**answers

254 views

### Are finitely generated amenable groups positively finitely generated?

Let $G$ be a finitely generated amenable group.
Is there a positive integer $n$ such that $n$ random elements of $G$ generate it with positive probability?
Being more formal, note that $G^n$ is ...

**3**

votes

**1**answer

124 views

### A linear functional on $C(K)^*$ continuous on each $L_1(\mu)$

I asked this at math.stackexchange, but nobody answered.
Let $K$ be a (Hausdorff) compact topological space, ${\mathcal C}(K)$ the usual Banach space of continuous functions $x:K\to{\mathbb C}$, ...

**2**

votes

**1**answer

144 views

### Non-completeness of the Borel-Lebesgue measure and countable choice

Is it possible to prove the non-completeness of the Borel-Lebesgue measure on $\mathbb{R}$ (restricted to the Borel $\sigma$-algebra) without the full axiom of choice, but still with Countable Choice ...

**5**

votes

**1**answer

309 views

### Does every (generalized?) Markov chain admit transition probabilities?

To pose the question let us start by recalling the following notions:
Transition Probabilities. A transition probability matrix between two measurable spaces $(S,\mathcal{S})$ and ...

**9**

votes

**3**answers

2k views

### Pullback measures

Why do all measure theory textbooks present the concept of push-forward measure, but never the concept of pull-back measure? Doesn't the latter exist?
It's true that the naive treatment of such a ...

**1**

vote

**0**answers

25 views

### Pointwise convergence of a sequence of approximate limits of BV functions

So, let $\Omega\subset \mathbb R^2$ bounded and consider a sequence of functions $\{u_k\}_{k\in\mathbb N}\subset BV(\Omega)$ and $u\in BV(\Omega)$ such that $u_k\rightarrow u$ weakly* in $BV(\Omega)$. ...

**3**

votes

**1**answer

285 views

### Invariant probability on a unit ball of a Banach space

Let $\Gamma$ be a discrete group acting on an infinite-dimensional Banach space $X$ by linear isometries.
Is there a probability measure (non-atomic, not supported on a finite dimensional subspace) ...

**5**

votes

**0**answers

232 views

### Equivalence of the Banach-Tarski paradox

I am working on the Banach-Tarski paradox and the fact that the Hahn-Banach theorem implies that paradox. The proof involves the equivalence of the Hahn-Banach theorem and the fact that for every ...

**0**

votes

**0**answers

64 views

### Hausdorff dimension and Hausdorff measure

Let us consider a curve $E\subset \mathbb{R}^2$ which is a $(\delta,R)$- Reifenberg flat domain and suppose also that it holds the following estimate on the Hausdorff dimension:$\mbox{ ...

**1**

vote

**2**answers

171 views

### Is there a name for this metric on a Borel sets

Consider a finite measure space $(X,\Sigma,\mu)$.
Consider the function $d:\Sigma \times \Sigma \to [0,1]$ given by
$$d(\sigma_1,\sigma_2) = \mu \left\{ (\sigma_1^c \cap \sigma_2) \cup (\sigma_1 \cap ...

**3**

votes

**1**answer

92 views

### Restrictions on spectral measure

Given any Borel measure $\mu$ on $\mathbb{R}$, define a map that sends any $f\in C_c(\mathbb{R})$ to $$T_\mu(f)(y)=\int \langle\exp(-i x \lambda),f(x)\rangle\exp(iy\lambda)d\mu(\lambda).$$
Here ...

**9**

votes

**0**answers

312 views

### Uniform closure of subspaces of Baire class 1

Describe a uniformly closed linear subspace $A \subset C([0,1])$ such that the space $B_1(A)$ is not uniformly complete. Here $B_1(A)$ is the set of all bounded functions $f$ which are pointwise ...

**0**

votes

**1**answer

121 views

### Countably generated $\sigma$-algebra

Let $(\Omega,\Sigma,\mu)$ be a countably generated probability space. Must $(\Omega,\Sigma,\mu)$ be isomorphic modulo null sets to a standard probability space?
I assume not, so here is a more ...

**0**

votes

**0**answers

70 views

### Measurable sets of probability measures $\{\mu \in M: (\mu \times \mu)(A) \in B\} \in \mathscr{M}$

Let $(X,\mathscr{F})$ be a measurable space, and let $M$ be the set all probability measures $\mu: \mathscr{F} \to [0,1]$. Let us denote with $\mathscr{M}$ the $\sigma$-algebra on $M$ generated by the ...

**6**

votes

**1**answer

217 views

### Completion of spaces of measures w.r.t. weak norms

For the sake of concreteness denote by $M_0(X)$ the linear space of all signed Borel measures $\sigma$ with $\sigma(X)=0$ on some metric space $(X,d)$ and fix some base point $x_0\in X$. On this space ...

**24**

votes

**4**answers

6k views

### When is $L^2(X)$ separable?

I have never studied any measure theory, so apologise in advance, if my question is easy:
Let $X$ be a measure space. How can I decide whether $L^2(X)$ is separable?
In reality, I am interested in ...

**3**

votes

**2**answers

130 views

### Convex combinations of Bernoulli Measures

How big is the weak-* closure of the set of all (finite) convex combinations of Bernoulli measures among all invariant probability measures?
I mean, we are in the symbolic space ...

**0**

votes

**0**answers

85 views

### Bounds on Wasserstein (Kantorovich) distance

Let $X$ be a Polish space endowed with a bounded metric $\rho_X$. Let $\mu, \mu'$ be two probability measures, and $\kappa, \kappa'$ be two stochastic kernels on $X$. Assume that $\kappa, \kappa'$ are ...

**3**

votes

**0**answers

43 views

### measure of an image under an argmax function

I am trying to find any techniques to analyze the measure of an image of a set under an argmax function.
For example, let $\Omega\subset\mathbb{R}^n$ be compact and $\phi:\Omega\to\mathbb{R}$ be ...

**2**

votes

**1**answer

94 views

### Do we have independence if we let the indices of the events increase?

Let $(\Omega, \mathscr F, \mathbb P)$ be a probability space.
Consider events indexed by $m, n \in \mathbb N$:
$ \ \ \ \ \ \ \ \ \ \ \ A_{1,n}, A_{2,n}, A_{3,n} ...$ are n-wise independent.
...