All Questions
Tagged with compactness measure-theory
17 questions
1
vote
1
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215
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Compactness with respect to topology induced by total-variation distance
I've been working on a problem and at some point in the proof I need to show that the following set $$\left\{\mu \in \mathcal{P}_{ac}(\mathbb R^d): \int \varphi(x)\mu(\mathrm{d}x)\leq C\right\}$$
is ...
- 21
2
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1
answer
123
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Signed measures on algebras (fields) and their boundedness properties
I asked this question here on math.StackEchange, but it might be too technical so I re-post it here.
Let $X$ be a compact Hausdorff second countable topological space. Let $\mathcal{B}$ a countable ...
- 23
0
votes
0
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49
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Existence of sequence of regular projections
Reading the book :Krasnosel'skii, M.A.; Pustylnik, E.I.; Sobolevskii, P.E.; Zabreiko, P.P. (1976), Integral Operators in Spaces of Summable Functions, Leyden: Noordhoff International Publishing, 520 p....
0
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1
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104
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Sequential compactness of a sequence of curves of Borel probability measures
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\DeclareMathOperator*{\supp}{supp}
\newcommand{\bR}{\mathbb{R}}
\newcommand{\bT}{\mathbb{T}}
\newcommand{\bN}{\mathbb{N}}
\newcommand{\bP}{\mathbb{...
- 835
0
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0
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63
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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 ...
- 1
0
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1
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51
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A MNC with maximum property but not singular
Let $E$ be a Banach space, $\mathfrak{M}_E$ indicate the family of all nonempty bounded subset of $E$, $\mathfrak{N}_E$ the family of all relatively compact sets, and $Ker \mu=\{X\in \mathfrak{M}_E$ ...
- 291
0
votes
1
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268
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Tightness on a set $A$ implies tightness on a set $B$ where $A\subset B$?
From the book Billingsley - Convergence of probability measures, 1999, we have the following definitions of tightness and relative compactness and the Prohorov's theorem:
Tightness: Let $\Pi$ be a ...
- 657
8
votes
1
answer
207
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Subspaces of $L_p([0,1])$ whose unit ball is compact for the topology of convergence in measure
Any information about the following questions would be welcome.
I wonder whether there are (well-known or easy) closed and infinite dimensional subspaces of $L_p([0,1])$ ($1<p<\infty$) whose ...
- 81
2
votes
1
answer
650
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Compact embedding of space of signed Radon measures into Sobolev space $W^{-1,q}$ from Evans paper; Does it work in one space dimension?
Background: I work on a PDE problem where I have some approximating sequence of measure-valued functions and I need to compactly embed it into some negative Sobolev space $W^{-m,q}$ on the bounded ...
- 657
6
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2
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1k
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Is the separability of the space needed in the proof of the Prohorov's theorem?
The Section 5 of the book:
Billingsley, P., Convergence of Probability Measures, 1999,
studies Prohorov's theorem. A short reminder is given below.
Let $\Pi$ be a family of probability measures on ...
- 657
2
votes
1
answer
135
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A non-condensing operator with a power condensing
Let $\alpha$ to be the Kuratowski measure of non-compactness, in a Banach space $E$.
It's very easy to prove that $\alpha (D_1\times D_2)\leq \alpha (D_1)+\alpha (D_2)$, where $D_1$ and $D_2$ are ...
- 291
2
votes
1
answer
261
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Bounded ball measure on compact metric space
Fix $c>1$. Let $(X,d)$ be a separable compact metric space, does there necessarily exist a Borel probability measure $\nu$ on $(X,d)$ such that
$\operatorname{sup}_{x \in X,r>0}\frac{\nu(\...
- 5,405
7
votes
1
answer
856
views
Compactness of set of indicator functions
Let $\chi_A(x)$ denote an indicator function on $A\subset [0,1]$. Consider the set
$$K=\{\chi_A(x): \text{ A is Lebesgue measurable in }[0,1]\}.$$
Is this set compact in $L^\infty(0,1)$ with respect ...
- 395
7
votes
1
answer
850
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Weak*-convergence of signed measures
Let $X$ be a compact Hausdorff space and let $M(X)$ denote the space of signed measures that is naturally dual to $C(X)$, the space of continuous functions on $X$. I am interested whether the ...
- 105
0
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1
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675
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Upper bound for KL divergence on compact space
Let $(\Omega, \mathcal{F}, \mu)$ be a probability space and let $Q$ be the uniform distribution on $(\Omega, \mathcal{F})$ such that $q = dQ / d\mu$ exists. Then the KL-divergence for some probability ...
- 3
2
votes
0
answers
206
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Regularity of Dirac measure on Baire sets [closed]
Suppose $X$ is a locally compact Hausdorff space.
Define the Baire sets in $X$, denoted by $\mathcal Ba(X)$,
to be the smallest $\sigma$-algebra that contains all compact $G_\delta$ subsets of $X$.
...
- 373
3
votes
3
answers
895
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Compactness of sigma-algebra for the $L^1$ metrics
Consider a probability space $(X,F,\mu)$, and the quotient $G$ of the sigma-algebra $F$ by its null sets. Endow $G$ with the metric $d(A,B) = \mu(A \triangle B)$. Is $(G,d)$ a compact metric space?
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