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2 votes
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Are the extensions of the expected value, below, finite for all functions in only a shy subset of all measurable functions?

This is a follow up to this post, where I wish to verify whether one of the statements (in the post) is true but first let's recap the definitions: Let $(X,d)$ be a metric space. If set $A\subseteq X$,...
Arbuja's user avatar
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1 vote
0 answers
739 views

Finding a unique and finite expected value for almost all measurable functions?

Let $(X,d)$ be a metric space. If set $A\subseteq X$, let $H^{\alpha}$ be the $\alpha$-dimensional Hausdorff measure on $A$, where $\alpha\in[0,+\infty)$ and $\text{dim}_{\text{H}}(A)$ is the ...
Arbuja's user avatar
  • 63
2 votes
1 answer
145 views

Expected matrix created from two random orthogonal-projection matrices

Consider an arbitrary finite set of orthogonal-projection matrices (symmetric, idempotent, etc.) in $\mathbb{R}^{n\times n}$. We draw two matrices $Q,P$ uniformly and i.i.d. from this set. Question: ...
Itay's user avatar
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