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

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42
votes
4answers
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
4answers
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
4answers
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 ...
58
votes
2answers
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
2answers
370 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
2answers
304 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
2answers
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
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, ...
15
votes
2answers
891 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
5answers
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
5answers
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
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 ...
4
votes
3answers
662 views

When is the graph of a function a dense set?

Let $f: \mathbb R \to \mathbb R$ be any function. When is the graph of $f$ dense in $\mathbb R^2$? The only examples I know for this are for non-measurable functions, but is that a necessary condition?...
4
votes
2answers
396 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
2answers
511 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
1answer
193 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 ...
4
votes
1answer
203 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 ...
3
votes
1answer
379 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 $\sim_f\...
0
votes
1answer
148 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, ...
85
votes
6answers
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 ...
34
votes
7answers
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 ...
29
votes
7answers
6k 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
2answers
865 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
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" ...
16
votes
6answers
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 ...
25
votes
1answer
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 ...
16
votes
0answers
741 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 ...
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 ...
12
votes
4answers
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 ...
9
votes
5answers
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
6
votes
1answer
3k 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
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 ...
14
votes
2answers
738 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
1answer
2k views

Progressively measurable vs adapted

I often see in stochastic calculus books the terms 'adapted process' and 'progressively measurable process'. I know there is a small difference between them (every progressively measurable process is ...
10
votes
3answers
475 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 ...
9
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 harder/newer ...
16
votes
1answer
492 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 $X$...
13
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 ...
13
votes
8answers
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
4answers
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 ...
7
votes
4answers
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 ...
20
votes
2answers
761 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 ...
15
votes
3answers
717 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 ...
13
votes
5answers
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 $\...
12
votes
3answers
658 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 ...
11
votes
4answers
533 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 ...
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 ...
9
votes
1answer
533 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 ...
8
votes
3answers
483 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 ...
5
votes
6answers
1k 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 ...