All Questions
738 questions
53
votes
3
answers
13k
views
Pullback measures
Why do all measure theory textbooks present the concept of push-forward measure, but never the concept of pull-back measure? Doesn't the latter exist?
It's true that the naive treatment of such a ...
- 5,407
41
votes
4
answers
16k
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 $\sigma$-algebra generated by $B(X)\times B(Y)$. I am embarrassed to admit that I ...
- 31.5k
40
votes
5
answers
10k
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 ...
- 1,475
29
votes
1
answer
4k
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 ...
- 25.5k
28
votes
7
answers
13k
views
Regular borel measures on metric spaces
When teaching Measure Theory last year, I convinced myself that a finite measure defined on the Borel subsets of a (compact; separable complete?) metric space was automatically regular. I used the ...
- 18.7k
27
votes
3
answers
5k
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 ...
- 741
26
votes
3
answers
7k
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 ...
- 29.8k
26
votes
3
answers
11k
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 ...
- 833
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, ...
- 2,895
23
votes
2
answers
7k
views
What is a Gaussian measure?
Let $X$ be a topological affine space. A Gaussian measure on $X$ is characterized by the property that its finite-dimensional projections are multivariate Gaussian distributions.
Is there a direct ...
- 8,512
21
votes
2
answers
3k
views
A measure on the space of probability measures
This question was originaly posted in the stackexchange https://math.stackexchange.com/questions/1226701/a-measure-on-the-space-of-probability-measures but since it only got a comment I decided to ...
- 361
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 ...
- 3,515
18
votes
1
answer
3k
views
How bad can the second derivative of a convex function be?
One can easily construct an example of a measurable function $f:(a,b)\to \mathbb{R}$ which satisfies the following property:
$$\label{p}\tag{P}
f\notin L^1(I),\ \mbox{for each interval}\ I\subset (a,...
- 409
18
votes
4
answers
1k
views
Reference for a strong intermediate value theorem for measures
Let $\mu$ be a finite nonatomic measure on a measurable space $(X,\Sigma)$, and for simplicity assume that $\mu(X) = 1$. There is a well-known "intermediate value theorem" of Sierpiński that states ...
- 5,407
18
votes
1
answer
11k
views
Is every continuous function measurable?
This question has already been asked on Math StackExchange here, but was too old to be migrated, and I think will be more appropriate to MathOverflow.
In non-Hausdorff topology it is standard to ...
- 321
17
votes
3
answers
3k
views
Which sigma-ideals in a sigma-algebra are ideals of null sets?
My question is motivated, to be somewhat vague, by an attempt to see how much a measure space is defined by the set of null sets. In other words, assume we are not given a concrete measure on a space ...
17
votes
5
answers
3k
views
Conditional probabilities are measurable functions - when are they continuous?
Let $\Omega$ be a Banach space; for the sake of this post, we will take $\Omega = {\mathbb R}^2$, but I am more interested in the infinite dimensional setting. Take $\mathcal F$ to be the Borel $\...
- 8,512
16
votes
4
answers
2k
views
Is there a maximum to the amount of disjoint non-measurable subsets of the unit interval with full outer measure?
This question arose a few years back when I was an assistant teacher on a course of basic (Lebesgue) measure theory, but I didn't find an answer or anyone able to solve the problem. The setting of the ...
- 588
16
votes
4
answers
7k
views
Good book for measure theory and functional analysis
I have taken advanced courses both in measure theory and also in functional analysis (Banach and Hilbert spaces, spectral theory of bounded and unbounded operators, etc.)
The connections between the ...
16
votes
3
answers
1k
views
A natural center of a convex weakly compact set in Banach space
Question: Let $S$ be a convex weakly compact set in Banach space $H$. Propose a natural way to define the unique center $O \in S$.
Motivation: A lot! For example, in game theory $S$ can be a set of ...
- 161
16
votes
5
answers
3k
views
Measure theory treatment geared toward the Riesz representation theorem
I'm looking for recommendations for books (or lecture notes) that develop measure theory in sufficient detail to state and prove the Riesz representation theorem (which is the characterization of the ...
- 21.5k
15
votes
3
answers
2k
views
Riesz's representation theorem for non-locally compact spaces
Every version of Riesz's representation theorem (the one expressing linear functionals as integrals) that I have found so far assumes that the underlying topological space is locally-compact. (For ...
- 5,407
15
votes
3
answers
2k
views
Disintegrations are measurable measures - when are they continuous?
This is a sequel to another question I have asked.
The notion of disintegration is a refinement of conditional probability to spaces which have more structure than abstract probability spaces; ...
- 8,512
15
votes
1
answer
1k
views
Krein Milman theorem without the axiom of choice
The Krein-Milman theorem asserts that in a locally convex topological vector space, a nonvoid compact convex subset is the closed convex envelope of its extreme points. But I would like to know when ...
- 1,616
14
votes
2
answers
2k
views
Is this property equivalent to Lusin's property (N) for continuous functions?
A function $F:[0,1]\rightarrow\mathbb{R}$ satisfies Lusin's (N) property if for every measure zero set $A\subseteq [0,1]$, $F(A)$ has measure zero. (This includes the assertion that $F(A)$ is ...
- 1,601
13
votes
6
answers
3k
views
Sets with equal positive measure in every interval
Hi,
I want to write a proof that relies on the fact that:
There are Borel Sets $A$ and $B$ contained in $\mathbb{R}$ such that
$A \cap B = \emptyset$ and $\lambda(A \cap (x,y)) = \lambda(B \cap (x,...
- 133
13
votes
4
answers
5k
views
What is known about the Gaussian measure of the unit ball in a Hilbert Space?
Let $X$ be an infinite dimensional separable Hilbert Space with norm $||\cdot||$ and let $\mu$ be a Gaussian measure on $X$ such that $\mu(X) = 1$. What do we know about $\mu(B(0,1))$, where $B(0,1)$ ...
- 617
13
votes
3
answers
2k
views
A characterization of $L_1(\mu)$ in $L_\infty(\mu)^*$
Let $\mu$ be a finite positive measure on a set $M$:
$$
\mu(M)<\infty.
$$
As is known, the Banach dual space $L_\infty(\mu)^*$ to the space $L_\infty(\mu)$ contains $L_1(\mu)$, but (excluding some ...
- 7,426
13
votes
1
answer
3k
views
Does this metric have an official name? Lévy metric? Ky Fan metric?
Let $X$ and $Y$ be random variables taking values in a separable metric space $(S,d)$. The metric I have in mind is
$$\rho(X,Y) = \mathbb{E}[\min\{d(X,Y),1\}]$$
if $X$ and $Y$ take values in the a ...
- 6,287
12
votes
1
answer
1k
views
What is the structure associated to almost-everywhere convergence?
Let $M(X)$ be the vector space (actually it's an algebra) of all equivalent classes of measurable functions $X\to \mathbb{C}$ (where $X$ is a measured space) modulo equality almost-everywhere.
One ...
- 549
12
votes
4
answers
11k
views
The image of a measurable set under a measurable function.
Let $f:X \rightarrow (Y, \mathcal{Y})$ be an abstract function, with $\mathcal{Y}$ a $\sigma$-algebra on $Y$. Endow $X$ with $f^{-1}(\mathcal{Y})$. Is then $f(X)$ a measurable set in $Y$? If not, are ...
- 5,407
12
votes
3
answers
870
views
Measure theory in nuclear spaces
Much of the literature on measure theory in linear spaces focuses on the case of normed linear spaces (e.g., the outstanding book by Vakhania, or its sequel). However, nuclear linear spaces "as far ...
- 8,512
12
votes
3
answers
1k
views
Drawing conclusions by NOT using AC.
The existence of non-measurable subsets and functions on $\mathbb{R}$ require the use of the axiom of choice. That is, there exist models of ZF in which all subsets of (and hence all functions defined ...
- 4,790
12
votes
1
answer
394
views
Is $X\times X$ homeomorphic to $X$ for a space of probability measures?
Let $\mathcal M_1(S)$ be the (compact, metrizable) space of probability Borel measures on the circle $S=\{z\in\mathbb C: |z|=1\}$ with its weak $*$ topology, so $\mu_n\to\mu$ if and only if
$$
\int_S ...
- 24.2k
12
votes
1
answer
1k
views
Riesz–Markov–Kakutani representation theorem for compact non-Hausdorff spaces
Let $X$ be a compact Hausdorff topological space, and $\mathcal C^0 (X) = \{f:X\to\mathbb{R}; \ f \text{ is continuous }\}$. It is well known that for any bounded linear functional $\phi: \mathcal C^...
- 333
12
votes
2
answers
2k
views
How to think about dual space of a certain space of Lipschitz functions
Consider the following Banach space (for concreteness):
$$X=Lip(\bar{\mathbb{B}}^n)=\{f\in C^0(\bar{\mathbb{B}}^n): \Vert f \Vert_L<\infty \}$$
where
$$
\bar{\mathbb{B}}^n=\{\mathbf{x}\in \mathbb{...
- 2,478
12
votes
1
answer
838
views
A measure theory question
Here's an interesting problem one can formulate for a student. This problem arises when considering special ergodic theorems:
On a finite dimensional manifold $M$ with a Lebesgue measure $\mu$, does ...
- 1,143
12
votes
1
answer
353
views
smooth Luzin theorem
For measurable functions $f(x)$, $g(x)$ on $[0,1]$ define the distance $\rho(f,g)$ as a Lebesgue measure of the set $\{x:f(x)\ne g(x)\}$. Then Luzin's famous theorem states that $C[0,1]$ is dense with ...
- 109k
12
votes
3
answers
3k
views
Infinitesimal generators of stochastic processes
What's the $L^1$ analogue of Stone's theorem saying that any strongly continuous 1-parameter unitary groups has a unique self-adjoint generator?
More precisely: let $X$ be a measure space ($\sigma$-...
- 22.3k
12
votes
1
answer
859
views
Who first found this characterization of Lebesgue integration?
Write $L^1$ for the Banach space $L^1([0, 1])$. Given $f \in L^1$, define $f_1, f_2 \in L^1$ by
$$
f_1(x) = f(x/2),
\qquad
f_2(x) = f((x + 1)/2).
$$
Let $I = \int_0^1$. Then $I$ is the unique ...
- 27.7k
12
votes
1
answer
1k
views
List of all known Riesz representation theorems
Due to the history and development of measure and integration theory and different mathematical schools, there is a huge variety and inconsistency of definitions for concepts like tightness of a ...
- 1,773
12
votes
0
answers
435
views
Uniform closure of subspaces of Baire class 1
Describe a uniformly closed linear subspace $A \subset C([0,1])$ such that the space $B_1(A)$ is not uniformly complete. Here $B_1(A)$ is the set of all bounded functions $f$ which are pointwise ...
- 1,704
11
votes
2
answers
2k
views
Spectrum of $L^\infty(X,\mu)$
Suppose that $(X,\Sigma,\mu)$ is a measured set with respect to $\sigma$-algebra $\Sigma$.
Suppose that $L^\infty(X,\mu)$ is the set of all $\mu$-equal bounded $\Sigma$-measurable functions on $X$. ...
11
votes
3
answers
3k
views
Dual space of $L^2(\mathbb{R},L^1(0,1))$?
I was wondering what the dual space of $L^2(\mathbb{R},L^1(0,1))$ is? (equipped with Lebesgue measures)
Formally, one would suspect that it is just $L^2(\mathbb{R},L^{\infty}(0,1))$. But this may be a ...
- 175
11
votes
1
answer
1k
views
Stone-Weierstrass analogue for $L^p$
Let $A$ be a complex algebra of bounded measurable functions on the measure space $(X,\mu)$ (case of $[0,1]$ with Lebesgue measure is enough for me) closed under conjugation. Assume that $A$ separates ...
- 109k
10
votes
2
answers
3k
views
Absolute continuity on $R^{n}$
I know the definition of absolute continuity if there is a function $f:(a,b)\rightarrow R$.
I wonder what is an analogy of this concept if we have a function $f:A\rightarrow R$, where $A\subset R^{n}$ ...
- 399
10
votes
1
answer
1k
views
Dual space of continuous Banach-space-valued functions
Let $X$ be a Banach space and $K$ some compact Hausdorff space. I am interested in the dual space of the Banach space
$$C(K; X) = \lbrace f: K \to X, \ f \text{ is continuous}\rbrace, \qquad \lVert ...
- 381
10
votes
2
answers
2k
views
When is a space of measures a measurable space?
Let $X$ denote a measurable space, that is, a set equipped with a $\sigma$-algebra $\Sigma(X)$. Let $M(X)$ denote the space of real-valued measures over $X$. This is a vector space over the real ...
- 8,512
10
votes
1
answer
366
views
Are all compact subsets of Banach spaces small in a measure-theoretic sense?
Definition. A subset $K$ of a topological group $X$ is called measure-continuous if there exists a $\sigma$-additive Borel probability measure $\mu$ on $X$ such that for every compact subset $C\subset ...
- 41.9k
10
votes
1
answer
869
views
Completeness of Borel measure
Let $X$ be a compact Hausdorff space and $\mu$ a finite Borel measure without atoms which is outer regular with respect to open sets and inner regular with respect to compact sets. Can such measure be ...
- 277