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

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44
votes
2answers
3k 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 ...
19
votes
3answers
4k 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 ...
25
votes
2answers
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, ...
8
votes
5answers
1k 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 ...
17
votes
2answers
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 ...
2
votes
1answer
146 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 ...
36
votes
5answers
3k 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
4answers
7k 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 ...
22
votes
1answer
1k 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
11answers
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 ...
11
votes
3answers
2k 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 ...
23
votes
3answers
764 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 ...
11
votes
4answers
706 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 ...
10
votes
3answers
401 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 ...
10
votes
4answers
2k 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 ...
13
votes
7answers
2k 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 ...
12
votes
5answers
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 ...
11
votes
6answers
1k 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 ...
8
votes
2answers
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 ...
4
votes
6answers
966 views

Spectra of $C^*$ algebras

Gelfand-Naimark structure theorem for $C^* $ algebras gives a canonical isometric * isomorphism between any commutative unital $C^* $ algebra $A$ and the algebra of continuous complex-valued functions ...
13
votes
2answers
448 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 ...
11
votes
5answers
1k 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 ...
8
votes
3answers
287 views

reference request : constructive measure theory

As the title said, I would like to know if constructive measure theory has been developed somewhere ? I am more precisely interested in the (constructive) theory of completely continuous valuation on ...
4
votes
4answers
1k 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 ...
3
votes
4answers
825 views

Amenable exponential growth

Dear forum members, Does anyone have a clear example of an amenable group with exponential growth? Is real that if G is virtually amenable (has an amenable subgroup of finite index) then it is ...
0
votes
1answer
150 views

The dual space of the Dirac measures on an Abelian group

Let $G$ be a Hausdorff locally-compact Abelian group and $L^2(G)$ the Hilbert space of two-integrable complex functions on the group. Question. What would be natural vector space $\mathcal{R}$ ...
15
votes
2answers
769 views

Borel set plus a closed set = Borel

Hi, Let $R$ be equipped with the usual Borel structure. Let $F$ be a Borel subset and $E$ be a closed subset of $R$. Then $F+E=(f+e: f\in F, e \in E \)$ is Borel? If yes, is it true for any locally ...
10
votes
1answer
389 views

Restrictions of null/meager ideal

Let I denote the null (resp. meager) ideal on reals. Is it consistent that for any pair of non null (resp. meager) sets A and B, there is a null (resp. meager) preserving bijection between A and B? In ...
10
votes
2answers
2k views

How to show that x-y is Lebesgue-Lebesgue measurable

Which is the cleanest way to show that the difference, $d:R^n\times R^n\rightarrow R^n$, $d(x,y)= x-y$, is Lebesgue-Lebesgue measurable? (i.e. foreach A lebesgue measurable in $R^n$, $d^{-1}(A)$ is ...
7
votes
5answers
2k 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
2
votes
1answer
164 views

Inverse of a Borel surjection

Let $X$ and $Y$ be standard Borel spaces, and let $f:X\to Y$ be a surjective Borel map. Does there exist a Borel inverse of $f$, that is a Borel map $g:Y\to X$ such that $f\circ g = \mathrm{id}_Y$. ...
2
votes
1answer
156 views

$X$ Polish geodesic implies $(P_2(X), W_2)$ geodesic

If $X,d$ is a complete and separable space then the space of Borel probability measures with finite second moment on $X$ endowed with the Wasserstein distance $W_2$ is geodesic. I am looking for ...
0
votes
1answer
169 views

A very natural question in weak* topology [closed]

Can you provide me a counter example for this. Suppose that I have a sequence of probability measures $(\mu_{r,t})_{r,t>0}$ on a compact space metric $X.$ Suppose additionally that: there exists ...
0
votes
2answers
230 views

Weak convergence of the image of a weakly $L^1$ converging sequence

This is a follow-up on another question. Can something be said about the image of a weakly converging sequence in $L^1$? More precisely $u_k\ge 0$ $\|u_k\|_{L^1}=\int u_k=1$ $u_k$ converges to $u$ ...
4
votes
1answer
172 views

Uncountable atomless subalgebras of the Boolean algebra of all Jordan measurable sets in [0,1]

Definition: Suppose $\mathcal A$ is the Boolean algebra of all Jordan measurable sets in $I=[0,1]$ (i.e $\mathcal A=\{A\subseteq I: \mu(\partial(A))=0\}$, where $\mu$ is the Lebesgue measure and ...
4
votes
2answers
592 views

Are all models of ZF + DC + “All set of reals are lebesgue measurable” also models of CH? [duplicate]

Possible Duplicate: Lebesgue Measurability and Weak CH I have studied a little set theory and I found that Solovay constructed a model of ZF+DC+"All set of reals are Lebesgue measurable" and ...
3
votes
1answer
178 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
2answers
313 views

Riesz's representation theorem for non-locally compact spaces

Every version of Riesz's representation theorem (the one expressing linear functionals as integrals) that I have found so far assumes that the underlying topological space is locally-compact. (For ...
3
votes
1answer
413 views

Topological conditions of Kolmogorov Extension Theorem

KET is often used to construct stochastic processes in continuous time when the state space is $\Bbb R^d$. As far as I am familiar with its proof, it uses standard monotonic class-like arguments ...
2
votes
1answer
149 views

Empirical estimator fot the total variation distance on a finite space

I have two probability measures $p$ and $p'$ on a finite set $X$ which I do not know precisely, but which I can sample from. I would like to estimate their total variation (omitting multiplier $2$): ...
2
votes
2answers
292 views

Existence of rearrangements of functions in $L^p([0,1])$ when given a measure preserving map

Given a funtion $f \in L^p([0,1])$ (take $p=\infty$ if you'd like), and also a measure preserving map $s:[0,1] \to [0,1]$ (meaning $s$ pushes Lebesgue measure forward to itself) I would like to know ...
1
vote
0answers
149 views

When does a proper Zariski closed set have measure zero with respect to a conditional measure?

Assume we have a probability measure $\mu$ over $\mathbb{R}^d$ that is absolutely continuous with respect to Lebesgue measure. Given $m$ polynomials $p_1,\ldots,p_{m}\in \mathbb{R}[x_1,\ldots,x_d]$ ...
1
vote
2answers
576 views

Change of time or change of measure

Consider simple diffusion $dX_t = \sigma dw_t$ and a parameter $a>0$ and $X_0=x$. Let us denote $Y_t = X_{at}$ - thus we made a change of time. Let us denote an original measure as $P$. How to find ...