Questions tagged [measure-theory]

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

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Population-level measurable function from samples

Consider a set of points $\{(x_i, y_i)\}_{i=1}^\infty$, where $x_i \sim X$ for some random variable $X$. Let’s say they are all in $[0, 1]$. We may assume $x_i$ are dense in $[0,1]$. Is it generally ...
Athere's user avatar
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-1 votes
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Positiveness of a measure in the unit circle [closed]

Assume that $\mu$ is a positive measure in the unit circle and assume that $\mu = \eta +\delta$, where $\delta$ is Dirac measure. Whether in general $\eta$ is a positive measure. I see this argument ...
Pikala's user avatar
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reference request: product measures defined by a subsequence of measures

Suppose $\{\mu_n\}_{n\in\mathbb{N}}$ is a sequence of pairwise equivalent probability measures, each of which is defined on $\mathbb{R}$. Let $\bigotimes_n\mu_n$ be the product measure defined on $\...
Sanae Kochiya's user avatar
2 votes
1 answer
58 views

From convergence of sequences to uniform convergence in probability

For $n=1, 2,\ldots$ consider a sequence of sets of ascending integers $I_n=\{\underline{i}_n,\underline{i}_n+1, \ldots, \overline{i}_n\}$, with $\underline{i}_n \to \infty$ and $\underline{i}_n=o(\...
Jack London's user avatar
2 votes
0 answers
36 views

If a probability measure is a mixture of products of its marginals, does it have finite moments?

Let $\mu$ be a Borel probability measure on $\mathbb{R}^n$. For a linear subspace $E\subset \mathbb{R}^n$, let $\mu_E$ denote the marginal of $\mu$ on $E$. The usual orthogonal complement of $E$ is ...
Tom's user avatar
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27 views

Deterministic multifractal measure with quadratic singular spectrum?

For a non-negative locally finite measure $\mu$ on a bounded metric space $(\Omega,\mathcal{B})$, its local Holder exponent $f(x)$ is defined as $$f(x)=\lim_{r\downarrow 0}\frac{\mu(B(x,r))}{\log r}$$ ...
MikeG's user avatar
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1 answer
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On the existence of a complicated fractal-like set of finite perimeter

Let $f\in BV(\Bbb R^n)$ be an integer-valued function that maps into $\{0, 1\}$ and is identically $0$ outside some bounded set in $\Bbb R^n$. In particular, $f$ determines a bounded Caccioppoli set $...
BigbearZzz's user avatar
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2 votes
1 answer
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For a closed Riemannian manifold $M$, must the set of points with non-unique closest points to a closed submanifold $S$ of $M$ be of 0 volume measure?

Let $(M,g)$ be a closed (compact without boundary) Riemannian manifold of finite dimension, with the volume measure $\mu:= \mu(E):=\int_{E}dvol_g \forall E \in \mathcal{B}(M),$ the Borel sigma algebra ...
Learning math's user avatar
1 vote
0 answers
98 views

Density of absolutely continuous measures on a Polish Space

Consider the set of all probability measures on a Polish space $X$ (equipped with the Borel $\sigma$-field $\mathcal{B}(X)$). I am wondering if there exist conditions under which a subset of measures ...
d.k.o.'s user avatar
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Does local convergence in $L^p$ follow from weak convergence of measures and uniform $L^p$ boundedness?

On page 610 in Sur les mesures de Wigner by P.-L. Lions and T. Paul, the authors claim the following: Let $\mathcal{M}_{w-*}$ be the space of bounded positive measures on $R^d$, equipped with the weak*...
Jakob Möller's user avatar
1 vote
3 answers
153 views

Graph on $\mathbb{N}$ where almost every vertex is shy

The following question is loosely based on the friendship paradox. Let $G=(V,E)$ be a simple, undirected graph. For $v\in V$, we let the neighborhood of $v$ be $N(v) = \big\{w\in V:\{v,w\}\in E\big\}$ ...
Dominic van der Zypen's user avatar
1 vote
1 answer
101 views

A question about the maximal function

Let $n>4$, $f\in C^{\infty}(\mathbb{R}^{n})$ and 0 denote the origin of $\mathbb{R}^{n}$. We define a weighted maximal function by $$Mf(x)=\sup_{0<r<1}r^{4-n}\int_{B_{r}(x)}|f|$$ which is ...
Xin Qian's user avatar
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1 answer
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On the definition of symmetric rearrangement

For a measurable function $u:\mathbb{R}^{n}\to \mathbb{C}$ one usually defines the symmetric rearrangement $u^{*}:\mathbb{R}^{n}\to \mathbb{R}^{+}$ as follows: \begin{equation*} u^{*}(x)=\int_{0}^{\...
Piero D'Ancona's user avatar
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1 answer
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Decay rate of $\lim_{|z| \to \infty} \|1_{B(z, 1)} f\|_{L^p} =0$

We fix $p \in [1, \infty)$. We have for every $f \in L^p (\mathbb R^d)$ that $\lim_{|z| \to \infty} \|1_{B(z, 1)} f\|_{L^p} =0$. I wonder if there is an estimate of above decay, i.e., Is there a ...
Akira's user avatar
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6 votes
1 answer
201 views

Subset of the reals with zero inner measure and "full" outer measure in $\mathsf{ZF}+\mathsf{DC}$

Working in $\mathsf{ZF}+\mathsf{DC}$ (that is, we are allowed to use Dependent Choice but not full choice), suppose that there exists a non-measurable subset of the unit interval $[0,1]$ (just non-...
David Fernandez-Breton's user avatar
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1 answer
166 views

Does weak convergence in $L^2$ imply convergence a.e. of a subsequence? [closed]

The title pretty much explains it all. Let $u_n\in L^2(\mathbb{R}^n)$ be a sequence converging weakly in $L^2$ to some $u\in L^2(\mathbb{R}^n)$, that is $\int u_k v \to \int u v$ for all $v\in L^2(\...
No-one's user avatar
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1 vote
1 answer
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Maximal element w.r.t. abolute continuity of measures

Suppose that $\mu$ is a $\sigma$-finite measure on $\mathcal{X}\equiv\bigotimes_{i=1}^n\mathcal{X}_i$. Let $\Pi$ denote the set of all $\sigma$-finite product measures on $\mathcal{X}$. Define $$ \...
d.k.o.'s user avatar
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0 answers
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Some stability and estimate of the optimal transport map (Brenier map)

Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution ...
mnmn1993's user avatar
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44 views

Existence of derivative of distribution of exponential family?

Suppose $(X, \mathcal{F})$ is a measurable space and $\left\{F_\theta, \theta \in \Theta\right\}$ is a distribution family on $(X, \mathcal{F})$. When $\left\{F_\theta, \theta \in \Theta\right\}$ is ...
Jaimin Shah's user avatar
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An auxiliary problem while constructing the system of Jordan sets on a plane

Let $\mathfrak{S}$ be a system of rectangles in $R^2$ of the form $[a,b]\times [c,d]$ where $a,b,c, d \in R$, $a<b$, $c<d$. Let $\mathfrak{A}$ be a system of simple sets based on $\mathfrak{S}$. ...
Alexander's user avatar
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0 answers
165 views

The set of continuous bounded functions $f:X\to Y$ is dense in $L^p(X,Y)$ where $X,Y$ are Polish

It is well known that the set of real-valued continuous functions with compact support is dense in $L^p(\mu)$ where $\mu$ is a Radon measure (see e.g. [Folland, Proposition 7.9]) Clearly, the set of ...
Kaira's user avatar
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4 votes
1 answer
231 views

Does a generic linear map admit a vector whose iterates span $V$?

We say a linear map $T$ on a finite dimensional vector space $V$ admits spanning vectors if there exists some vector $v \in V$ whose iterates $v, Tv, T^2 v, \dots$ under $T$ span $V$. Question: ...
Nate River's user avatar
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0 votes
1 answer
85 views

Lower bounds for truncated moments of Gaussian measures on Hilbert space

Let $\mu_C$ be a centered Gaussian probability Borel measure on a real separable Hilbert space $\mathcal{H}$ with covariance operator $C$. Denote the ball with radius $r$ in $\mathcal{H}$ centered at ...
S.Z.'s user avatar
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1 vote
1 answer
91 views

Interchange the deterministic and stochastic integrals

We fix $T >0$ and let $\mathbb T$ be the interval $[0, T]$. Let $(X_t, t \in \mathbb T)$ be a continuous adapted process on some filtered probability space $(\Omega, \mathcal A, (\mathcal F_t)_{t \...
Analyst's user avatar
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Existence of a measurable maximizer

Let $F$ be a continuous cdf with full support on $[0,1].$ Let $A$ be a compact subset of $\mathbb{R}$ and $\mathcal{M}$ be the set of measurable functions $\alpha:[0,1]\rightarrow A.$ Let $\bar \alpha ...
FeleMath's user avatar
2 votes
0 answers
73 views

Can we control the Wasserstein metric between $\mu$ and $\nu$ by their moment difference?

Fix $p \in [1, \infty)$. Let $(\mathcal P_p(\mathbb R^d), W_p)$ be the Wasserstein space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. Let $D_p$ be the collection of ...
Analyst's user avatar
  • 637
2 votes
1 answer
111 views

On a density property of signed singular measures

Suppose that $\mu$ is a signed finite Borel measure which is singular with respect to the Lebesgue measure in $[0,1]$. Is it true that there always exist a point $x\in [0,1]$ such that \begin{equation*...
an_ordinary_mathematician's user avatar
1 vote
1 answer
294 views

Is the Borel-Cantelli Lemma applicable here? [duplicate]

Consider $(X_{n})_{n\in\mathbb{N}}$ a sequence of random variables taking values in the set $\mathbb{Z}_{\geq 0}$ where $\mathbb{P}(X_{n} = i) > 0 $ for every $i\in\mathbb{Z}_{\geq0}$ which are ...
user1234's user avatar
  • 159
8 votes
1 answer
1k views

Worst of both worlds?

It's well known that $\mathsf{AC}$ implies the existence of non-measurable sets. And it's also true that, if all sets are measurable, then $|\mathbb{R}/\mathbb{Q}| > |\mathbb{R}|$. But is there a ...
Zemyla's user avatar
  • 309
0 votes
1 answer
72 views

Same occupation measure $\Rightarrow$ same trajectory

Let $f$ be a $\mathcal{C}^1$ vector field (VF) on a compact subset $M \subset \mathbb{R}^n$. $M$ inherits the Euclidean metric. We define a dynamical system by $$\dot{x}(t)=f(x(t))$$ The occupation ...
NicAG's user avatar
  • 247
18 votes
1 answer
346 views

Is defining measures as functionals ever insufficiently general in practice?

Crossposting from Math Stack Exchange, as it has yet to receive any answers there; the original question is here. The way I learned measures was as set functions on a $\sigma$-algebra with certain ...
Justin Toyota's user avatar
0 votes
1 answer
109 views

Some continuity issues of the optimal transport map (Brenier map)

Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution ...
mnmn1993's user avatar
1 vote
0 answers
78 views

Measurability of the union of cut loci along a curve

Let $(M,g)$ be a Riemannian symmetric space and $\alpha(s)$ be a geodesic. Define $$ U(t)=\cup_{s\in[0,t]}{\rm Cut}(\alpha(s)) $$ as the union of the cut loci ${\rm Cut}(\alpha(s))$ along the curve $\...
Hengchao Chen's user avatar
2 votes
0 answers
136 views

The Hausdorff measure of intersection of annulus and conformal curve

Recently I came across a problem in my research. Let $g:[0,1]\to\mathbb{C}$ be a restriction of a conformal map that is defined in a simply connected domain $\Omega\subseteq\mathbb{C}$ that include $[...
mathematics is all's user avatar
1 vote
1 answer
129 views

Strongly regular binary sequences

Let $\mathbb{N} = \{0,1,2,\ldots\}$ denote the set of non-negative integers. If $n\in\mathbb{N}$ we let $[n] = \{0,\ldots,n-1\}$. For $A \subseteq \mathbb{N}$ we let $$\mu^+(A) = \lim\sup_{n\to\infty}\...
Dominic van der Zypen's user avatar
2 votes
2 answers
302 views

Existence of the limit of periodic measures

Let $T: X \to X$ be a continuous map over a compact metric space. We say that a measure $\mu$ is $T$-invariant if $T_{\ast} \mu= \mu$. We denote by $M(X, T)$ the space of all $T$-invariant Borel ...
Adam's user avatar
  • 1,001
9 votes
1 answer
322 views

Disintegration measures and differential forms

Let $X$ and $Y$ be smooth oriented manifolds of dimension $m$ and $n$, and let $f\colon X\to Y$ a proper smooth map. There is a theorem called the "Disintegration Theorem" which says ...
Ben Webster's user avatar
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2 votes
1 answer
86 views

Does left-invariance imply right-invariance for closed unimodular normal subgroups?

Suppose we have a locally compact group $G$ and a closed unimodular normal subgroup $N$. Let $\mu$ be a Borel probability measure on $G$ which is left $N$-invariant. Does it follow that $\mu$ is right ...
Kim's user avatar
  • 4,034
2 votes
2 answers
223 views

Preimage of null sets under a monotone increasing function

Let $I\subseteq \mathbb{R}$ be a closed bounded interval and $f:I \to I$ a monotonic increasing function and $S$ the countable set of points $s$ such that $|f^{-1}(s)| > 1$. Is the following ...
Julian's user avatar
  • 113
0 votes
1 answer
122 views

Relation between the convergence of measures and the evolution of their supports

Let a sequence of Borel probability measures $\mu_n$ converges to $\mu$ in the weak*-topology. Are there any related results on the evolution of the support of $\mu_n$? For example, in which case, the ...
Panrui Ni's user avatar
0 votes
0 answers
65 views

Is a bounded measurable convex function above its interior lower semi-continuous convex envelope?

Let $E$ be a locally convex topological vector space, let $C$ be a convex set which matches the closure of its relative interior $\mathring C=\{ x\in C : \forall y\in C,\exists z\in C,~x\in\mathopen]y,...
P. Quinton's user avatar
0 votes
0 answers
36 views

Weak convergence of Gibbs measures with converging energy functions

Let $H$ be a continuous energy function defined on a compact subset $A\subset \mathbf{R}^n$ and let $Q$ be a fixed probability measure on $A$. For each $\theta>0$, define the probability ...
John's user avatar
  • 483
1 vote
1 answer
93 views

Convergence of ODE with uniform $L^\infty \cap L^1$ bound on nonlinearity

Consider the IVP $$ \left\{ \begin{aligned} \frac{d}{dt} \Phi_n(t,x) &= f_n(\Phi_n(t,x)) && \forall t \in \mathbf{R}_+ \\ \Phi_n(0,x) &= x && \forall x \in \mathbf{R} \end{...
zelda's user avatar
  • 73
1 vote
2 answers
250 views

An integral inequality?

Let $v \in C^\infty(\mathbb R)$ such that $1 \ge v \ge 0$ and $\int_{\mathbb R} v \, dx = 1$. I want to show that if $$\int_{\mathbb R} v |v''|^2 \, dx < + \infty. \tag{$\star$}$$ then $$ \int_{\...
aaragon's user avatar
  • 73
1 vote
1 answer
113 views

Can functions with "big" discontinuities be in $H^1$?

How can I prove that the function: $$u:\Omega\to\mathbb{R},\ u(x)=\begin{cases} 0, x\in\omega \\[3mm] v(x), x\in\Omega\setminus\omega\end{cases}$$ is not in $H^1(\Omega)$, knowing that $v\geq 1$ is ...
Bogdan's user avatar
  • 1,330
11 votes
3 answers
1k views

Every function on reals a sum of two surjective real functions?

From this question, and the answer thereof, we can see that every real valued function on reals is a sum of two injective functions. Is the same true if we replace injectivity by surjectivity. For ...
vidyarthi's user avatar
  • 2,007
1 vote
1 answer
123 views

Is a bounded convex function $g$ that is non-negative on this particular convex set also non-negative on the its closure?

Setup : Let $S$ be the simplex on $\mathbb N$, i.e. the set of probability distribution on the natural numbers. Suppose we have $p\in S$ such that, for all $n\geq 1$, $p_n > 0$. For any $\emptyset\...
P. Quinton's user avatar
1 vote
1 answer
108 views

Properties of the relatively bounded probability distributions on the simplex over the natural numbers

Setup : Let $S$ be the simplex over $\mathbb N$, i.e. the set of probability distribution over $\mathbb N$. Let $p\in S$ be such that $0 < p_n$ for all $n\in \mathbb N$. Let $H$ be the Hilbert ...
P. Quinton's user avatar
7 votes
2 answers
585 views

Countably representing all closed sets of positive measure

This may be a naive question, but I don't see an immediate argument. Question: Does there exist a sequence $\{C_m\}_{m=1}^\infty$ of Borel subsets of $[0,1]$ with positive Lebesgue measure $|C_m|>0$...
Bedovlat's user avatar
  • 1,939
1 vote
0 answers
95 views

If we have $\mu_{xy}$, why can we only construct the spectral measure if $\| \mu_{xy} \| \le \| x \| \|y \|$?

Definitions Representation Let $X \subset \mathbb{C}^N$ and $\mathcal{A}$ be an algebra in $\mathcal{C}(X)$. Also, we denote $L(H)$ as the set of all linear operators on HIlbert space $H$. We call $\...
S-F's user avatar
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