All Questions
12,105 questions
178
votes
8
answers
31k
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 ...
- 4,874
152
votes
18
answers
24k
views
Why do we care about $L^p$ spaces besides $p = 1$, $p = 2$, and $p = \infty$?
I was helping a student study for a functional analysis exam and the question came up as to when, in practice, one needs to consider the Banach space $L^p$ for some value of $p$ other than the obvious ...
109
votes
28
answers
41k
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 ...
94
votes
1
answer
11k
views
The mathematical theory of Feynman integrals
It is well known that Feynman integrals are one of the tools that physicists have and mathematicians haven't, sadly.
Arguably, they are the most important such tool. Briefly, the question I'd like to ...
- 23.5k
92
votes
3
answers
14k
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 ...
- 236k
90
votes
9
answers
17k
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 ...
87
votes
8
answers
16k
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 ...
- 50.6k
81
votes
4
answers
8k
views
Did Gelfand's theory of commutative Banach algebras influence algebraic geometers?
Guillemin and Sternberg wrote the following in 1987 in a short article called "Some remarks on I.M. Gelfand's works" accompanying Gelfand's Collected Papers, Volume I:
The theory of commutative ...
- 7,329
81
votes
3
answers
9k
views
Norms of commutators
If an $n$ by $n$ complex matrix $A$ has trace zero, then it is a commutator, which means that there are $n$ by $n$ matrices $B$ and $C$ so that $A= BC-CB$. What is the order of the best constant $\...
- 31.5k
77
votes
0
answers
4k
views
2, 3, and 4 (a possible fixed point result ?)
The question below is related to the classical Browder-Goehde-Kirk fixed point theorem.
Let $K$ be the closed unit ball of $\ell^{2}$, and let $T:K\rightarrow K$
be a mapping such that
$$\Vert Tx-Ty\...
- 4,060
75
votes
4
answers
24k
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 ...
- 7,442
71
votes
16
answers
21k
views
Is there a nice application of category theory to functional/complex/harmonic analysis?
[Title changed, and wording of question tweaked, by YC, because the original title asked a question which seems different from the one people want to answer.]
I've read looked at the examples in most ...
71
votes
2
answers
6k
views
Barrelled, bornological, ultrabornological, semi-reflexive, ... how are these used?
I'm not a functional analyst (though I like to pretend that I am from time to time) but I use it and I think it's a great subject. But whenever I read about locally convex topological vector spaces, ...
- 26.8k
69
votes
3
answers
12k
views
Nonconvexity and discretization
Edit: Here's a more down-to-earth, and somewhat weakened, but I believe still nontrivial, version of the main theorem.
Prototypical nonconvex spaces are $\ell^p$-spaces for $0<p<1$, say $\ell^p(\...
- 21.3k
68
votes
2
answers
15k
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 ...
- 783
66
votes
9
answers
14k
views
Axiom of choice, Banach-Tarski and reality
The following is not a proper mathematical question but more of a metamathematical one. I hope it is nonetheless appropriate for this site.
One of the non-obvious consequences of the axiom of choice ...
- 10.4k
66
votes
7
answers
10k
views
Why is the Hahn-Banach theorem so important?
Every time I hear it mentioned it is praised in the highest possible terms, and I remember one of my old lecturers saying that it is one of the 3 most important theorems in analysis. Yet the only ...
- 4,351
65
votes
9
answers
12k
views
Polish spaces in probability
Probabilists often work with Polish spaces, though it is not always very clear where this assumption is needed.
Question: What can go wrong when doing probability on non-Polish spaces?
- 651
65
votes
14
answers
6k
views
Notions of convergence not corresponding to topologies
This question concerns the ramifications of the following interesting problem that
appeared on Ed Nelson's final exam on Functional Analysis some years ago:
Exam question: Is there a metric on the ...
- 801
64
votes
19
answers
99k
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 ...
63
votes
6
answers
12k
views
Why isn't integral defined as the area under the graph of function?
In order to define Lebesgue integral, we have to develop some measure theory. This takes some effort in the classroom, after which we need additional effort of defining Lebesgue integral (which also ...
- 1,229
63
votes
5
answers
10k
views
Jean Bourgain's relatively lesser known significant contributions
Jean Bourgain passed away on December 22, 2018.
A great mathematician is no longer with us.
Terry Tao has blogged about Bourgain's death and mentioned some of his more recent significant contributions,...
62
votes
5
answers
8k
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. ...
- 27.7k
60
votes
23
answers
108k
views
A good book of functional analysis [closed]
I'm a student (I've been studying mathematics 4 years at the university) and I like functional analysis and topology, but I only studied 6 credits of functional analysis and 7 in topology (the basics)....
60
votes
7
answers
17k
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 ...
59
votes
9
answers
10k
views
Motivation for and history of pseudo-differential operators
Suppose you start from partial differential equations and functional analysis (on $\mathbb R^n$ and on real manifolds). Which prominent example problems lead you to work with pseudo-differential ...
- 5,327
59
votes
7
answers
29k
views
Learning roadmap for harmonic analysis
In short, I am interested to know of the various approaches one could take to learn modern harmonic analysis in depth. However, the question deserves additional details. Currently, I am reading Loukas ...
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
53
votes
4
answers
24k
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 ...
- 12.3k
52
votes
4
answers
6k
views
A historical mystery : Poincaré’s silence on Lebesgue integral and measure theory?
Lebesgue published his celebrated integral in 1901-1902. Poincaré passed away in 1912, at full mathematical power.
Of course, Lebesgue and Poincaré knew each other, they even met on several occasions ...
- 1,026
51
votes
2
answers
5k
views
A strengthening of the Cauchy-Schwarz inequality
Suppose $\mathbf{v},\mathbf{w} \in \mathbb{R}^n$ (and if it helps, you can assume they each have non-negative entries), and let $\mathbf{v}^2,\mathbf{w}^2$ denote the vectors whose entries are the ...
- 6,351
50
votes
7
answers
16k
views
Way to memorize relations between the Sobolev spaces?
Consider the Sobolev spaces $W^{k,p}(\Omega)$ with a bounded domain $\Omega$ in n-dimensional Euclidean space. When facing the different embedding theorems for the first time, one can certainly feel ...
- 2,935
48
votes
7
answers
12k
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 ...
- 481
48
votes
6
answers
7k
views
Is there an "elegant" non-recursive formula for these coefficients? Also, how can one get proofs of these patterns?
Not sure if this is a "good" question for this forum or if it'll get panned, but here goes anyway...
Consider this problem. I've been trying to find a formula to expand the "regular iteration" of "...
47
votes
6
answers
6k
views
Can we actually find any fixed points with Brouwer's theorem?
Background
At the risk of greatly oversimplifying matters, let me state a heuristic from Granas and Dugundji's beautiful book: fixed point theorems fall into two broad categories. The first class is ...
- 15.5k
46
votes
0
answers
2k
views
Set-theoretic reformulation of the invariant subspace problem
The invariant subspace problem (ISP) for Hilbert spaces asks whether every bounded linear operator $A$ on $l^2$ (with complex scalars) must have a closed invariant subspace other than $\{0\}$ and $l^2$...
- 42.8k
45
votes
7
answers
9k
views
What's an example of a space that needs the Hahn-Banach Theorem?
The Hahn-Banach theorem is rightly seen as one of the Big Theorems in functional analysis. Indeed, it can be said to be where functional analysis really starts. But as it's one of those "there ...
- 26.8k
45
votes
7
answers
16k
views
What is an intuitive view of adjoints? (version 2: functional analysis)
After realising that I don't have an intuitive understanding of adjoint functors, I then realised that I don't have an intuitive understanding of adjoint linear transformations!
Again, I can use 'em, ...
- 26.8k
45
votes
5
answers
6k
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
...
- 1,302
45
votes
1
answer
2k
views
Existence and uniqueness of Haar measure on compacta; a cohomological approach
I am trying to use a modification of group cohomology to prove the existence and uniqueness of Haar measure on a compact Hausdorff group.
I think the best way of introducing the idea I am pursuing is ...
user30211
44
votes
10
answers
47k
views
Is square of Delta function defined somewhere?
I am wondering whether anyone knows if the square of Dirac Delta function is defined somewhere.
In the beginning, this question might look strange. But by restricting the space of the test functions, ...
44
votes
1
answer
4k
views
Example of a compact set that isn't the spectrum of an operator
This question is somewhat ill-posed (due to the word easy) and is triggered by idle curiosity:
Is there an easy example of a (separable, infinite-dimensional) Banach space $X$ and a nonempty ...
- 5,743
43
votes
3
answers
9k
views
Why the name 'separable' space?
It is well known that a separable space is a topological space that has a countable dense subset. I am wondering how is this related to the name 'separable'? Any intuition where the name come from?
- 1,157
43
votes
1
answer
5k
views
Can $L^p(\mathbb{R})$ and $ L^q(\mathbb{R})$ be isomorphic?
Let $p,q \in (1,\infty)$ with $p\neq q$. Are the Banach spaces $L^p(\mathbb{R})$, $L^q(\mathbb{R})$ isomorphic?
- 559
43
votes
0
answers
820
views
A kaleidoscopic coloring of the plane
Problem. Is there a partition $\mathbb R^2=A\sqcup B$ of the Euclidean plane into two Lebesgue measurable sets such that for any disk $D$ of the unit radius we get $\lambda(A\cap D)=\lambda(B\cap D)=\...
- 41.8k
42
votes
2
answers
2k
views
How decreasing can a bijection $f:\mathbb{N}\to\mathbb{N}$ be?
This is a follow-up to this question by
Dominic van der Zypen. For each bijection $f:\mathbb{N}\to\mathbb{N}$, let
$$\operatorname{rc}(f) := \liminf_{N\to\infty} \frac{\left|\left\{(m,n)\in\{1,\dots,N\...
- 10.6k
42
votes
2
answers
3k
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" ...
- 9,853
41
votes
5
answers
11k
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{...
- 1,593
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
6
answers
5k
views
Applications of Rademacher's Theorem
Rademacher's Theorem (that every Lipschitz function on $\mathbb{R}^{n}$ is almost everywhere differentiable) is a remarkable result on the structure of the space of Lipschitz functions, but I was ...
- 1,665