**85**

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 ...

**67**

votes

**23**answers

24k views

### Why should one still teach Riemann integration?

In the introduction to chapter VIII of Dieudonné's Foundations of Modern Analysis (Volume 1 of his 13-volume Treatise on Analysis), he makes the following argument:
Finally, the reader will ...

**58**

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 ...

**55**

votes

**8**answers

8k views

### Why is Lebesgue integration taught using positive and negative parts of functions?

Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...

**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. ...

**43**

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 ...

**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 ...

**34**

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 ...

**34**

votes

**1**answer

3k views

### Do invariant measures maximize the integral?

Update: The negative answer to the following question has been provided by Matthew Daws, who won, but also rejected, the bounty of 100 euro that I set over the question.
Let $\mathcal M(\mathbb Z)$ ...

**31**

votes

**2**answers

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

**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" ...

**29**

votes

**7**answers

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 ...

**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 ...

**28**

votes

**14**answers

3k views

### What are interesting families of subsets of a given set?

Motivation
The usual starting point of both Topology and Measure Theory is the definition of a family of subsets of a set $S$.
Indeed, one defines a topology on $S$ to be a family of subsets ...

**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 ...

**27**

votes

**5**answers

6k views

### Do sets with positive Lebesgue measure have same cardinality as R?

I have been thinking about which kind of wild non-measurable functions you can define. This led me to the question:
Is it possible to prove in ZFC, that if a (Edit: measurabel) set $A\subset \mathbb{...

**25**

votes

**17**answers

37k views

### Suggestions for a good Measure Theory book

I have taken analysis and have looked at different measures, but I am currently looking at realizing a certain problem in a different light and feel that I need a better background in various measures ...

**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 ...

**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, ...

**25**

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 ...

**24**

votes

**5**answers

3k views

### Nonstandard analysis in probability theory

I am quite new at nonstandard analysis, and recently I became aware of its use in probability theory mainly through the following two books:
Nelson (1987). Radically Elementary Probability Theory
...

**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 ...

**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 ...

**24**

votes

**2**answers

2k views

### Most significant results in motivic integration theory?

I am thinking about reading a course on motivic integration. I have already read certain introductions to the subject; yet I am not sure that they mention all the significant parts of the theory. So, ...

**24**

votes

**2**answers

488 views

### Mid point free sets

Given a subset X of unit interval, can we find a subset Y of X of same outer measure as X such that Y does not contain three points of the form x, y and (x+y)/2?
I can do this assuming CH but can we ...

**23**

votes

**2**answers

766 views

### Codimension of Measurable Sets

I am currently teaching an advanced undergraduate analysis class, and the following question came up.
Intuition suggests that "most" subsets of $[0,1]$ are not Lebesgue measurable. However, the ...

**23**

votes

**1**answer

2k views

### Is every smooth function Lebesgue-Lebesgue measurable?

This is motivated by pure curiosity (triggered by this question). A map $f:\mathbb R^n\to\mathbb R^m$ is said to be Lebesgue-Lebesgue measurable if the pre-image of any Lebesgue-measurable subset of $\...

**22**

votes

**4**answers

6k views

### Product of Borel sigma algebras

If $X$ and $Y$ are separable metric spaces, then the Borel $\sigma$-algebra $B(X \times Y)$ of the product is the the $\sigma$-algebra generated by $B(X)\times B(Y)$. I am embarrassed to admit that ...

**22**

votes

**4**answers

1k views

### Is every probability space a factor space of the Haar Measure on some group?

Let P be an arbitrary probability space.
I would like to find a compact topological group $G$ so that the Haar probability measure on $G$ admits a measurable map to the probability space $P$.
By a ...

**21**

votes

**2**answers

2k views

### construction of nonmeasurable sets

I have a history question for which I've had trouble finding a good answer.
The common story about nonmeasurable sets is that Vitali showed that one existed using the Axiom of Choice, and Lebesgue et ...

**21**

votes

**2**answers

5k views

### L1 distance between gaussian measures

L1 distance between gaussian measures: Definition
Let $P_1$ and $P_0$ be two gaussian measures on $\mathbb{R}^p$ with respective "mean,Variance" $m_1,C_1$ and $m_0,C_0$ (I assume matrices have full ...

**21**

votes

**0**answers

551 views

### Relative null-ness

Here, "measure" always means Lebesgue measure on $\mathbb{R}$. This question is partly motivated by my answer http://math.stackexchange.com/questions/1444498/is-there-a-categorizaiton-system-for-null-...

**20**

votes

**3**answers

3k views

### Dual of bounded uniformly continuous functions

Let $(X,d)$ be a metric space, and let $C_u(X)$ be the Banach space of bounded uniformly continuous functions on $X$ (with the uniform norm). How can I characterize its dual space $C_u(X)^*$?
I ...

**20**

votes

**2**answers

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 ...

**20**

votes

**2**answers

2k views

### What are the obstructions for a Henstock-Kurzweil integral in more than one dimension?

I have recently come across the book The Kurzweil-Henstock Integral and its Differentials by Solomon Leader, in which, if I understand correctly, the HK integration process is modified in a way that ...

**20**

votes

**2**answers

680 views

### Nonseparable disintegration theory: references

I mean a theorem of the following kind. Let $A$ be a C*-algebra, and let $\pi: A\to B(H)$ be its representation. Then there exist a set $P$ with a positive measure $\mu$, a field of Hilbert spaces ...

**20**

votes

**0**answers

614 views

### A question about small sets of reals

In ZFC, does there exist an uncountable set of reals $A$ such that for every closed measure zero set of reals $B$, we have that $ A + B = \{a+b : a \in A, b \in B\} \neq \mathbb{R}$?
This question is ...

**19**

votes

**4**answers

2k views

### Is a random subset of the real numbers non-measurable? Is the set of measurable sets measurable?

One might say, "a random subset of $\mathbb{R}$ is not Lebesgue measurable" without really thinking about it. But if we unpack the standard definitions of all those terms (and work in ZFC), it's not ...

**19**

votes

**3**answers

3k views

### Is arbitrary union of closed balls in $\mathbb{R}^n$ Lebesgue measurable?

Is an arbitrary union of non-trivial closed balls in the Euclidean space $\mathbb{R}^n$ Lebesgue measurable? If so, is it a Borel set?
@George
I still have two questions concerning your sketch of ...

**19**

votes

**1**answer

728 views

### A collection of intervals that can cover any measure zero set

This is a follow-up to this question (in fact, this is what originally motivated me to ask that one.)
Let's say that a sequence $\{s_i\}$ of positive reals covers a set $X\subset\mathbb R$ if there ...

**19**

votes

**3**answers

3k views

### Weak and Strong Integration of vector-valued functions

This is probably an elementary question, but outside my area of expertise, and I was unable to find any suitable reference:
Suppose $f:X\to E$ is a continuous function from a compact spaces (endowed ...

**19**

votes

**2**answers

2k views

### Can a Vitali set be Lebesgue measurable? (ZF)

Here is the definition of Lebesgue measure.
The standard proof that Vitali sets are not Lebesgue measurable uses countable additivity of Lebesgue measure, which is not a theorem of ZF. (In ...

**17**

votes

**3**answers

3k views

### Is the sum of 2 Lebesgue measurable sets measurable?

Is the sum of two measurable set measurable? I think it is not...

**17**

votes

**4**answers

2k views

### measure spaces as presheaves?

I recently had the idea that maybe measure spaces could be viewed as sheaves, since they attach things, specifically real numbers, to sets...
But at least as far as I can tell, it doesn't quite work -...

**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 ...

**17**

votes

**1**answer

602 views

### anti-measureable function

(ZFC)
Does there exist a function $f : \mathbb{R} \to \mathbb{R} \hspace{.1 in}$ such that for all $B$, if $B \subsetneq \mathbb{R}$ and $B$ is a nonempty Borel set, then $\lbrace x \in \mathbb{R} : ...

**17**

votes

**1**answer

572 views

### How strong is “all sets are Lebesgue Measurable” in weaker contexts than ZF?

Famously, Solovay showed that, if $\textrm{ZFC}$ plus $\textrm{IC}$ (the existence of an inaccessible cardinal) is consistent, then so is $\textrm{ZF}$ plus $\textrm{DC}$ (dependent choice) plus $\...

**17**

votes

**1**answer

1k views

### Bochner integral of stochastic process = path by path Lebesgue integral?

After some helpful comments, I realized that I had to repost this question in a more systematic way.
On a complete probability space, let $\mathcal{H}_0$ denote the Hilbert space of square ...

**16**

votes

**3**answers

4k views

### sets with positive Lebesgue measure boundary

Consider a compact subset $K$ of $R^n$ which is the closure of its interior. Does its boundary $\partial K$ have zero Lebesgue measure ?
I guess it's wrong, because the topological assumption is ...

**16**

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 ...