**42**

votes

**4**answers

10k views

### Non-Borel sets without axiom of choice

This is a simple doubt of mine about the basics of measure theory, which should be easy for the logicians to answer. The example I know of non Borel sets would be a Hamel basis, which needs axiom of ...

**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 ...

**28**

votes

**4**answers

2k views

### Reference for the Gelfand-Neumark theorem for commutative von Neumann algebras

The Gelfand-Neumark theorem for commutative von Neumann algebras states that the following three categories are equivalent:
(1) The opposite category of the category of commutative von Neumann ...

**56**

votes

**2**answers

5k views

### Is every sigma-algebra the Borel algebra of a topology?

This question arises from the excellent question posed on math.SE
by Salvo Tringali, namely, Correspondence
between Borel algebras and topology.
Since the question was not answered there after some ...

**2**

votes

**2**answers

348 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 ...

**5**

votes

**2**answers

277 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 ...

**29**

votes

**2**answers

4k views

### Is there a category structure one can place on measure spaces so that category-theoretic products exist?

The usual category of measure spaces consists of objects $(X, \mathcal{B}_X, \mu_X)$, where $X$ is a space, $\mathcal{B}_X$ is a $\sigma$-algebra on $X$, and $\mu_X$ is a measure on $X$, and measure ...

**25**

votes

**2**answers

1k views

### Is there a finite family of functions such that the max of any two functions can be dominated by a third?

Is it true that for every $t$ there is an $n$ and there exists a finite function
family, $\cal F$, whose members are from $[n] \to \mathbb N$ (taking all different
values) and for any $f_1, \ldots, ...

**15**

votes

**2**answers

871 views

### Can one view the Independent Product in Probability categorially?

One can construct a category of probability spaces, but this category has no products. Now probability theory relies strongly on the ability to build independent products, the product measure. In a ...

**17**

votes

**5**answers

3k views

### Is there a natural measures on the space of measurable functions?

Given a set Ω and a σ-algebra F of subsets, is there some natural way to assign something like a "uniform" measure on the space of all measurable functions on this space? (I suppose first ...

**9**

votes

**5**answers

2k views

### Measure theory treatment geared toward the Riesz representation theorem

I'm looking for recommendations for books (or lecture notes) that develop measure theory in sufficient detail to state and prove the Riesz representation theorem (which is the characterization of the ...

**24**

votes

**2**answers

1k views

### A set that can be covered by arbitrarily small intervals

Let $X$ be a subset of the real line and $S=\{s_i\}$ an infinite sequence of positive numbers. Let me say that $X$ is $S$-small if there is a collection $\{I_i\}$ of intervals such that the length of ...

**4**

votes

**2**answers

390 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 ...

**10**

votes

**2**answers

500 views

### Is sigma-additivity of Lebesgue measure deducible from ZF?

Is sigma-additivity (countable additivity) of Lebesgue measure (say on measurable subsets of the real line) deducible from the Zermelo-Fraenkel set theory (without the axiom of choice)?
Note 1. ...

**6**

votes

**1**answer

186 views

### Darboux property of non-atomic sigma-additive nonnegative measures equivalent to the AC?

A result commonly, and probably erroneously, attributed to W. Sierpiński is that every non-atomic, countably additive, nonnegative measure $\mu: \Sigma \to \bf R$, where $\Sigma$ is a sigma-algebra on ...

**5**

votes

**3**answers

472 views

### Convex hulls of families of probability measures

Let $X$ be a standard Borel space, so that the space of Borel probability measures on $X$ is also a standard Borel space. We denote it by $\mathcal P(X)$.
In this paper for any family of probability ...

**3**

votes

**3**answers

598 views

### When is the graph of a function a dense set ?

Let f: R -> R be any function. When is the graph of f dense in R^2 ?
The only examples I know for this are for non-measurable functions, but is that a necessary condition ?

**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

354 views

### Quotients of standard Borel spaces

Let $X$ and $Y$ be standard Borel spaces: topological spaces homeomorphic to Borel subsets of complete metric spaces. Given a surjective Borel map $f:X\to Y$, we get an equivalence relation ...

**3**

votes

**1**answer

201 views

### reference request: Riesz/Newton potential and HLS inequality in L1.logL1

Let's consider in dimension $d\geq 3$ the Newton/riesz potential $f=I_2[g]$
$$
f(x)=\int_{R^d}\frac{1}{|x-y|^{d-2}}g(y)dy,
$$
which solves $-\Delta f=g$ (up to positive normalizing constants, which I ...

**0**

votes

**1**answer

137 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, ...

**81**

votes

**6**answers

10k views

### Why do probabilists take random variables to be Borel (and not Lebesgue) measurable?

I've been studying a bit of probability theory lately and noticed that there seems to be a universal agreement that random variables should be defined as Borel measurable functions on the probability ...

**42**

votes

**7**answers

5k views

### Demystifying the Caratheodory Approach to Measurability

Nowadays, the usual way to extend a measure on an algebra of sets to a measure on a $\sigma$-algebra, the Caratheodory approach, is by using the outer measure $m^* $ and then taking the family of all ...

**33**

votes

**7**answers

7k views

### Is there a measure zero set which isn't meagre?

A subset of ℝ is meagre if it is a countable union of nowhere dense subsets (a set is nowhere dense if every open interval contains an open subinterval that misses the set).
Any countable set ...

**49**

votes

**5**answers

4k views

### Why are abelian groups amenable?

A (discrete) group is amenable if it admits a finitely additive probability measure (on all its subsets), invariant under left translation. It is a basic fact that every abelian group is amenable. ...

**27**

votes

**7**answers

5k views

### What's the use of a complete measure?

A complete measure space is one in which any subset of a measure-zero set is measurable.
For what reasons would I want a complete measure space? The only reason I can think of is in the context of ...

**31**

votes

**2**answers

853 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 $N$?

**30**

votes

**2**answers

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" ...

**24**

votes

**1**answer

2k views

### Furstenberg's Conjecture on 2-3-invariant continuous probability measures on the circle

Hillel Furstenberg conjectured that the only $2$-$3$-invariant probability measure on the circle without atoms is the Lebesgue measure. More precisely:
Question: (Furstenberg) Let $\mu$ be a ...

**12**

votes

**11**answers

2k views

### Applications of Measure, Integration and Banach Spaces to Combinatorics

I'm going to be teaching a Master's level analysis course(measure theory, Lebesgue integration, Banach and Hilbert spaces, and if there's time, some spectral or PDE stuff) in the fall. My problem is ...

**9**

votes

**5**answers

3k views

### Projection of Borel set from $R^2$ to $R^1$

Hello
This should be easy to prove but i have no idea how to do it:
If $X \subseteq \mathbb{R}^2$ is borel then $f(X)$ is borel where $f(x,y) = x$
Thanks
Tobias

**16**

votes

**0**answers

733 views

### Which complete Boolean algebras arise as the algebras of projections of commutative von Neumann algebras?

Projections in an arbitrary commutative von Neumann algebra form a complete Boolean algebra.
Moreover, a morphism of commutative von Neumann algebras induces
a continuous morphism of the corresponding ...

**14**

votes

**6**answers

3k views

### Metrization of weak convergence of signed measures

Edit: Changed from "Hausdorff" to "metric" spaces.
Let $\mathcal{M}(\Omega)$ denote the space of signed regular Borel measures on a compact metric space $\Omega$. By Riesz-Markov, this is the dual ...

**12**

votes

**4**answers

1k views

### Fourier decay rate of Cantor measures

For $0<\theta<\frac{1}{2}$, denote by $C_\theta$ the Cantor set with dissection ratio $\theta$, i.e. the Cantor set obtained from dissection parttern $(\theta, 1-2\theta,\theta)$. It is known ...

**6**

votes

**1**answer

2k views

### Intuitive understanding of the Stieltjes transform

I have been using random matrix theory in signal processing and have some trouble understanding what the Stieltjes transform does.
The gist of my work is that I have an $N\times N$ true covariance ...

**25**

votes

**4**answers

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 ...

**14**

votes

**2**answers

726 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 ...

**10**

votes

**3**answers

474 views

### How can one prescribe the pairwise intersection measuress of $n$ sets?

Take $n\geq 1$, and $m_{ij}\in [0,1], 1\leq i,j \leq n$. Under what conditions is it possible to find measurable subsets $X_1,...,X_n$ of, say, $[0,1]$, such that $leb(X_i\cap X_j)=m_{ij}$?
Some ...

**21**

votes

**2**answers

741 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 ...

**16**

votes

**1**answer

483 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 ...

**13**

votes

**5**answers

2k views

### Proof of Krylov-Bogoliubov Theorem

Where can I find a proof (in English) of the Krylov-Bogoliubov theorem, which states if $X$ is a compact metric space and $T\colon X \to X$ is continuous, then there is a $T$-invariant Borel ...

**13**

votes

**8**answers

3k views

### Haar measure on a quotient, References for.

I remember reading Weil's "Basic Number Theory" and giving up after a while. Now I find myself thinking of it(thanks to some comments by Ben Linowitz).
Right from the very beginning, Weil uses the ...

**11**

votes

**4**answers

3k views

### Separable sigma-algebra: equivalence of two definitions

The two definitions alluded to in the title can be found here: http://en.wikipedia.org/wiki/Separable_sigma_algebra (one is that the $\sigma$-algebra is countably generated, the other is pretty much ...

**9**

votes

**2**answers

2k views

### Why pi-systems and Dynkin/lambda systems? On the relative merits of approaches in measure theory.

What is the point of $\pi$-systems and
$\mathcal{D}$ / Dynkin /
$\lambda$-systems?
I am an analyst in the process of consolidating my measure theory knowledge before moving on to ...

**7**

votes

**4**answers

2k views

### Zariski closed sets in C^n are of measure 0

This is related to another question in which it is proved that Zariski open sets are dense in analytic topology.
But it is intuitive that something more is true. Namely, that they are the sets where ...

**15**

votes

**3**answers

698 views

### A natural center of a convex weakly compact set in Banach space

Question: Let $S$ be a convex weakly compact set in Banach space $H$. Propose a natural way to define the unique center $O \in S$.
Motivation: A lot! For example, in game theory $S$ can be a set of ...

**12**

votes

**3**answers

656 views

### What fraction of n-point sets in the unit ball have diameter smaller than 1?

This question is inspired by a recent talk by Matt Kahle on random geometric complexes.
Some simple notation: let $\mathcal{B} \subset \mathbb{R}^d$ be the unit ball in $d$-dimensional Euclidean ...

**12**

votes

**5**answers

2k views

### Conditional probabilities are measurable functions - when are they continuous?

Let $\Omega$ be a Banach space; for the sake of this post, we will take $\Omega = {\mathbb R}^2$, but I am more interested in the infinite dimensional setting. Take $\mathcal F$ to be the Borel ...

**11**

votes

**4**answers

512 views

### Reference for a strong intermediate value theorem for measures

Let $\mu$ be a finite nonatomic measure on a measurable space $(X,\Sigma)$, and for simplicity assume that $\mu(X) = 1$. There is a well-known "intermediate value theorem" of Sierpiński that states ...

**9**

votes

**1**answer

525 views

### Can we change the Lebesgue measure by forcing?

Suppose $M$ is a model of ZFC, and $\mu^M$ is the Lebesgue measure on $\mathbb R^M$ such that $\mu^M(\mathbb R^M)=1$. It is known that if $r$ is a Cohen real over $M$ and $N=M[r]$ then $\mu^N(\mathbb ...