All Questions
738 questions
25
votes
6
answers
15k
views
Does every distribution define a Radon measure?
On the one hand, Wikipedia suggests that every distribution defines a Radon measure:
http://en.wikipedia.org/wiki/Distribution_(mathematics)#Functions_as_distributions (revision from February 2010, ...
- 12.9k
-3
votes
0
answers
69
views
Exercise generalizing (related to) Hölder's inequality
I came across this exercise and feel absolutely stuck:
Let $p, q, r \in (1, \infty]$ be such that $1/p + 1/q = 1 + 1/r$. Suppose that $F : \mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ satisfies ...
- 12.9k
1
vote
1
answer
294
views
Regarding subspace generated by the polynomial multiples of outer functions
Let $\mathbb{D}$ and $\mathbb{T}$ denote the open unit disk and unit circle in $\mathbb{C}$ respectively. We write $Hol(\mathbb{D})$ for the space of all holomorphic functions on $\mathbb{D}.$ The ...
CommunityBot
- 1
12
votes
1
answer
394
views
Is $X\times X$ homeomorphic to $X$ for a space of probability measures?
Let $\mathcal M_1(S)$ be the (compact, metrizable) space of probability Borel measures on the circle $S=\{z\in\mathbb C: |z|=1\}$ with its weak $*$ topology, so $\mu_n\to\mu$ if and only if
$$
\int_S ...
- 4,461
0
votes
0
answers
42
views
questions on stochastic kernels and pushforward operator
Let $f:X \rightarrow \Delta (Y)$ and $g:X \rightarrow \Delta (X)$ be two kernels. For any bounded measurable function $h_Y:Y \rightarrow \mathbb{R},$ define $F(h_Y):X \rightarrow \mathbb{R}$ such that ...
- 1
3
votes
1
answer
128
views
Comparing two different principles of premeasure-to-measure extension
It is well-known that a premeasure $\mu_0$ (possibly taking infinite values) on a ring of subsets $\Omega_0$ of a set $X$ can be extended to a complete measure space $(X, \Omega_C, \mu_C)$ ($C$ for ...
CommunityBot
- 1
3
votes
0
answers
130
views
A Talagrand inequality for the supremum of partial sums over function classes under dependence. (Reference request)
As a consequence to the Talagrand concentration inequality, it is well known that for a measurable space $(S,\mathcal{S})$ and an i.i.d. sample $X_1,...,X_n$ of $S$-valued random variables, if $\...
- 141
0
votes
0
answers
113
views
Are measures singular with respect to all representing measures in $\mathbb{D}^n$ always concentrated on null-sets?
Let $\mu$ and $\nu$ be two measures on the $\sigma$-Borel set $\mathcal{B}(\mathbb{D}^n)$.
We say that $\mu$ is a representing measure for some point $z \in \mathbb{D}^n$, if
$$\forall_{u \in A(\...
- 1
3
votes
1
answer
1k
views
Borel-Cantelli lemma for general measure spaces (those with infinite measure)
The Borel-Cantelli lemma is often stated for a probability space or spaces with finite measure.
But it seems to me that it still holds if the space $X$ is of infinite measure. I seem to be able to ...
CommunityBot
- 1
0
votes
1
answer
169
views
Existence of a "universal" measure-preserving transformation on the unit interval
Let $I = [0,1]$ be the unit interval equipped with the Lebesgue measure $\lambda$. Let $\mathcal{M}$ be the set of all Lebesgue measure-preserving transformations $T: I \to I$. We say a transformation ...
- 23.2k
1
vote
2
answers
117
views
If $f\in C([0,\infty))$, does $\delta>0$ and $g\in C^1((0,\delta))\cap C([0,\delta])$ s.t. $g\geq f$ on $[0,\delta]$ and $g(0)=f(0)$ exist?
The question is the following:
Suppose $f : [0,\infty) \rightarrow \mathbb{R}$ is a continuous function. Can I find $\delta \in (0,\infty)$ and a function $g : [0,\delta] \rightarrow \mathbb{R}$ such ...
- 128k
1
vote
1
answer
183
views
Metric currents on singular measures in $\mathbb R^d$
Unless I am misunderstanding a lot of works, it is my understanding that a finite and non negative measure $\mu=g\mathcal{H}^\alpha$, where $\mathcal{H}^\alpha$ is the $\alpha$-Haudorff measure, ...
2
votes
1
answer
149
views
Show that $\|P(f\circ\varphi_{\lambda})-\widetilde{f}(\lambda)\|_p=\|P(f\circ\varphi_{\lambda}-\overline{P(\overline{f}\circ\varphi_{\lambda}}))\|_p.$
Let $\Omega = \mathbb B_n,$ the unit ball in $\mathbb C^n$ and $L^2_a(\Omega)$ be the Bergman space endowed with the normalized volume measure on $\Omega.$ Let $k_{\lambda}$ be the associated Bergman ...
CommunityBot
- 1
0
votes
0
answers
38
views
Are measures singular with respect to all representing measures in $\mathbb{D}^n$ always concentrated on null-sets? Will it also be a Henkin measure?
Let $\mu$ and $\nu$ be two measures on the $\sigma$-Borel set $\mathcal{B}(\mathbb{D}^n)$.
We say that $\mu$ is a representing measure for some point $z \in \mathbb{D}^n$, if
$$\forall_{u \in A(\...
- 63
1
vote
0
answers
176
views
If $f \in L^p(\Omega)$, then $f \in L^q(\Omega)$ for some $q < p + \epsilon$?
Loosely speaking, I would like to know whether membership in some Lebesgue space $L^p$ is stable under small perturbations of the exponent $p$.
Let $\Omega \subseteq \mathbb R^n$ be a bounded domain ...
- 4,461
5
votes
1
answer
774
views
Question/References on the Skorokhod M1 topology
Let $D(0,T)$ be the space of right continuous functions with left limits defined on $[0,T]$. Consider the Skorokhod M1 topology on $D(0,T)$, see e.g. S. Ledger, Skorokhod’s M1 topology for ...
CommunityBot
- 1
0
votes
0
answers
78
views
What properties does representing measure $\mu$ for $z\in\mathbb{D}^n$ has to satisfy so that $\nu=0$ is the only measure singular with respect to it?
Let $\mu$ and $\nu$ be two measures on the $\sigma$-Borel set $\mathcal{B}(\mathbb{D}^n)$.
We say that $\mu$ is a representing measure for some point $z \in \mathbb{D}^n$, if
$$\forall_{u \in A(\...
- 63
2
votes
1
answer
670
views
Integral on level sets
Let $g_\epsilon : K \subset \mathbb{R}^d \rightarrow \mathbb{R}$ (more regularity can be assumed if necessary) be defined on a compact set (with regular boundary) $K \subset \mathbb{R}^d$, and the ...
CommunityBot
- 1
5
votes
0
answers
160
views
Hartman uniform distribution of means
Background: for a discrete abelian group $G$, a character of $G$ is a homomorphism $\chi:G\to \mathbf S^1$, $\mathbf S^1$ being the circle group $\{z\in \mathbb C:|z|=1\}$ with ordinary multiplication....
5
votes
1
answer
183
views
What is a natural interpretation of the commutator of the conditional expectation operator?
Notation: We denote by $\mathbb E_{\mathcal F} X$ the conditional expectation of the random variable $X$ with respect to the $\sigma$-algebra $\mathcal F$.
Given two $\sigma$-algebras $\mathcal G, \...
- 12.9k
1
vote
1
answer
40
views
Envelopes of functions with respect to some convex cone $\mathcal{F}$
Let's say we are given a function $f:\mathbb R ^d\to \mathbb R$ continuous. Assume that $\mathcal F$ is a convex cone of continuous functions ($\mathbb R^d$ to $\mathbb R$) closed under maxima. I am ...
- 1,724
3
votes
1
answer
109
views
Literature request: Covariance operators for Gaussian measures
I am looking to answer the question:
If $\mathcal{B}$ is a separable Banach space and $R: \mathcal{B}^*\to\mathcal{B}$ is a symmetric and positive operator, then $\phi: \mathcal{B}^*\to\mathbb{R}, \...
- 869
1
vote
1
answer
215
views
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 ...
- 192
3
votes
1
answer
79
views
Closed linear span of the range of $\boldsymbol f$ and Pettis integrals of $\boldsymbol f$
Let $X$ be a noncompact locally compact topological space, let $H$ by a complex Hilbert space and let $\boldsymbol f:X\to H$ be a continuous function vanishing at infinity whose support is equal to $X$...
- 407
2
votes
1
answer
141
views
(Sub)Optimality of random transport
Problem Setup: Consider the intervals $I_R = [a_R, b_R]$ and $I_B = [a_B,b_B]$. Let $F_R$ and $F_B$ denote the CDF of distributions with support on the intervals $I_R$ and $I_B$. I draw $k$ red and ...
- 6,001
0
votes
0
answers
20
views
Decomposition of measures orthogonal to the algebra $R(K_1 \times \ldots \times K_n)$ - Can it be done via projection-preserving products of bands?
See "Measures orthogonal to tensor products of function algebras" by Marek Kosiek. Here, it is described for the two-dimensional case. It uses another, more general, approach to OB Bekken's ...
- 63
3
votes
0
answers
117
views
Which sigma-ideals in a sigma-algebra are contained in an ideal of null sets?
Let $X$ be a Polish space and $\mathcal{B}(X)$ be the $\sigma$-algebra of Borel subsets of $X$. Given a Borel probability measure $\mu$ on $X$, we write $\mathcal{N}(\mu) := \{ B \in \mathcal{B}(X) : \...
20
votes
2
answers
7k
views
Question about functional derivatives
This page on Wikipedia defines the so-called functional derivative as follows: "Given a manifold $M$ representing (continuous/smooth) functions $\rho$ (with certain boundary conditions, etc.) and a ...
- 6,367
3
votes
1
answer
176
views
Are measurable maps with countably separated image in a Banach space always strongly measurable?
Let $(E,\|.\|)$ be a (not necessarily separable) Banach space and $\Sigma_E$ the Borel $\sigma$-algebra (w.r.t. the norm topology). Let $(\Omega,\Sigma_\Omega)$ be a measurable space (which we can ...
- 285
2
votes
0
answers
103
views
A question from a proof of an inequality in Sobolev space $W^{1,1}$
I try to understand the proof the lemma given at page 54 in Ladyzhenskaya et al (1968) - Linear and Quasilinear Elliptic Equations. Here it is a screenshot:
Here is what I did:
$$-u(x)=u(y)-u(x)=\...
- 1,759
2
votes
0
answers
57
views
Mappings that preserve local or global minimum
In the most general form, I'm interested in any non-trivial results of the following question.
Consider metric space $X$ and $Y$, denote all real valued functions on $X$ and $Y$ as $\mathbb{R}^{X}$ ...
- 275
3
votes
1
answer
176
views
Question about Lebesgue Bochner spaces
Let $T>0$ and $\Omega\subset\mathbb{R}^N$ be a bounded domain. Also $p\in (1,\infty)$ is any number.
I know that $u\in L^{p}((0,T);L^p(\Omega))$ and $\nabla u\in L^{p}((0,T);L^p(\Omega))^N$. How ...
- 2,670
2
votes
1
answer
117
views
Special density on $L^2$
Let $\Omega\subset\mathbb{R}^N$ be a bounded domain, and $u\in L^2(\Omega)$ with $0\leq u(x)\leq 1$ a.e. on $\Omega$. It is well known that $C^{\infty}_c(\Omega)$ is dense in $L^2(\Omega)$. Because $C^...
- 29.8k
0
votes
0
answers
59
views
Decomposition of a contractive representation into an orthogonal sum for the $n$-dimensional case. Has this been done yet?
I know that it has been done for the two-dimensional case. Marek Kosiek showed it in his work "Decomposition of operator representations of the algebra $R(K_1 \times K_2)$" and "...
- 63
3
votes
1
answer
177
views
Compactness of set of measurable functions between compact subspaces of real numbers
Let $X$ be a compact subset of $\mathbb{R}^n$ and $Y$ be a convex and compact subset of $\mathbb{R}^p$. Consider $\mathcal{F}$ the set of all measurable functions from $X$ to $Y$. Can I find ...
- 11
2
votes
0
answers
126
views
Identification of Maharam extension
All definitions used in this post are from Björklund, Kosloff, and Vaes - Ergodicity and type of nonsingular Bernoulli actions. This post is inspired by the beginning of Section 2.2 in the same paper, ...
- 307
1
vote
2
answers
209
views
Approximate simple function $f$ by a sequence of continuous functions on $\mathbb{R}^d$ such that $\|f_n\|_\infty\leq \|f\|_\infty$
Let $f=\sum_{i=1}^n c_i 1_{\Delta_i}$ be a simple function on $\mathbb{R}^d$, where $c_i\in\mathbb{C}$. Then we can find sequnces of continuous functions $\{f_k^{(i)}\}$ for each $i=1,\ldots,n$ such ...
- 6,367
2
votes
0
answers
29
views
Steiner symmetrization of smooth function on non-simply connected regions
Given a smooth function $u$ defined on $\mathbb{R}^2$, restrict $u$ to a subset $\Omega \subset \mathbb{R}^2$ (possibly not simply connected) foliated by level sets of a smooth function $\psi: \Omega \...
- 434
1
vote
1
answer
151
views
Some operators on spheres
Let $S_2$ be the unit sphere in $\mathbb R^3$ equipped with normalized Haar measure. For a continuous function f and $\delta\in (-1,1)$ define $T_\delta f(x):=\int_{\{y:<x,y>=\delta\}}f(y)d_\...
- 6,035
2
votes
0
answers
94
views
Nemytskij operator for Lebesgue variable UNBOUNDED exponent spaces
Let $f:\Omega\times\mathbb{R}\to\mathbb{R}$ be a Caratheodory function (i.e. $f(x,\cdot)$ is continuous for a.a. $x\in\Omega$ and $f(\cdot,t)$ is measurable for all $t\in\mathbb{R}$), where $\Omega\...
- 60.5k
0
votes
1
answer
123
views
Proving a Fourier transform inequality for functions with mixed variable bounded support
I'm working on a problem involving the Fourier transform and have encountered an inequality that I am unsure how to prove. I would greatly appreciate any help or guidance you can provide.
Let $\gamma\...
- 131
0
votes
0
answers
85
views
Measurable selection for the mean value theorem
When we use the mean value theorem we come across the problem of measurability of the argument. The problem is somehow like that:
Let $f:\Omega\times [0,1]\to\mathbb{R}$ be a Caratheodory function (i....
- 1,759
2
votes
0
answers
84
views
Question about the Nemytsky operator on $L^p$ space
Let $\Omega\subset\mathbb{R}^N$ be a bounded open set, $f:\Omega\times\mathbb{R}\to\mathbb{R}$ be a Caratheodory function, i.e. $f(x,\cdot)$ is continuous for a.a. $x\in\Omega$ and $f(\cdot,t)$ is ...
- 3,425
-1
votes
2
answers
251
views
$p$-norm of random variables and weighted $L^p$ space resemblance
I noticed a very similar relationship between weighted $L^p$ space (denoted $L_w^p$) and normed vector space of random variables. I want to unify these two spaces but there always seems to be a ...
- 12.9k
5
votes
2
answers
517
views
Functions whose product with every $L^1$ function is $L^1$
Let $\mu$ be a probability measure and $f$ a measurable function whose
product with any integrable function is integrable: $$
\int|g|\,{\rm{d}}\mu<\infty\implies \int|fg|\,{\rm{d}}\mu<\infty. $$
...
- 578
0
votes
0
answers
97
views
Heine-Borel property for (probability) measures on $\mathcal{S}'$?
For Euclidean space $\mathbb{R}^n$, it is a well-known fact that the Schwartz space $\mathcal{S}(\mathbb{R}^n)$ is a Montel space. Moreover, the space of tempered distributions $\mathcal{S}'(\mathbb{R}...
- 3,477
0
votes
0
answers
39
views
Comonotone solution for Optimal Transport problems with supermodular surplus
In Alfred Galichon's book Optimal Transport Methods in Economics the foollowing result is stated for OT problems on the real line.
Theorem 4.3.(i) Assume that $\Phi$ is supermodular. Then the primal ...
0
votes
0
answers
107
views
Does the sequence of bounded symmetric square integrable holomorphic functions have a convergent subsequence?
Let $f$ be a bounded holomorphic function on $\mathbb D^2$ and $s : \mathbb C^2 \longrightarrow \mathbb C^2$ be the symmetrization map given by $s(z) = (z_1 + z_2, z_1 z_2),$ for $z = (z_1, z_2) \in \...
- 41
0
votes
0
answers
49
views
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....
- 869
2
votes
1
answer
148
views
Is projection of a closed subspace Borel?
Specifically, letting $E$ be a separable infinite-dimensional real Banach space, and $D_2$ in $E\times E$ a closed linear subspace, is then $\{\,x:\exists\,y\,;(x,y)\in D_2\}$ a Borel set in $E\,$? ...
- 3,584