Skip to main content

All Questions

Filter by
Sorted by
Tagged with
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 ...
Jon-S's user avatar
  • 549
7 votes
1 answer
261 views

Comparison of several topologies for probability measures

Let $X$ be a compact metric space and denote $\mathcal M(X)$ the set of probability measures on $X$. For $\mu\in\mathcal M(X)$ we write $\operatorname{supp} \mu$ for the support of $\mu$. As is well ...
Kass's user avatar
  • 243
7 votes
1 answer
850 views

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 ...
user3522356's user avatar
3 votes
0 answers
247 views

An inequality for $L^p$-functions [closed]

I am interested in the following inequality: \begin{equation} \int\limits_\Omega \left\vert f_1 - f_2 \right\vert^p ~ d\mu \le C_p \left[ \int\limits_\Omega \left\vert f_1 \right\vert^p ~ d\mu + \int\...
Henry Wegener's user avatar
2 votes
1 answer
336 views

Complex Borel measures: does $\mu_n \to \mu$ weakly imply $|\mu|(\Theta) \le \liminf_n |\mu_n|(\Theta)$ for every open subset $\Theta$?

Let $\Omega$ be a metric space, $C_b(\Omega)$ the space of all real-valued bounded continuous functions on $\Omega$, and $\mathcal{M}(\Omega)$ the space of all finite signed Borel measures on $\Omega$...
Analyst's user avatar
  • 657
2 votes
1 answer
164 views

Convergence of measure of products of random unitaries

I'm trying to read Convergence conditions for random quantum circuits by Emerson, Livine, Llyod (https://doi.org/10.1103/PhysRevA.72.060302), arXiv version: (https://arxiv.org/abs/quant-ph/0503210) ...
nervxxx's user avatar
  • 231
2 votes
2 answers
328 views

Existence of the limit of periodic measures

Let $T: X \to X$ be a continuous map over a compact metric space. We say that a measure $\mu$ is $T$-invariant if $T_{\ast} \mu= \mu$. We denote by $M(X, T)$ the space of all $T$-invariant Borel ...
Adam's user avatar
  • 1,043
2 votes
0 answers
57 views

Is the lattice of bounded Henstock Kurzweil integrable functions countably complete?

The set of HK integrable functions with an integrable upper bound $f$ forms a lattice, and satisfies the MCT and DCT. Does this mean that the lattice is countably complete? Indexing any countable set, ...
saolof's user avatar
  • 1,947
1 vote
1 answer
150 views

Show that a certain convergence of measures is equivalent to a certain convergence of integrals

Let $(\mu_n)_{n \in \mathbb{N}}$ be a sequence of a measures. We know, by the Portmanteau Theorem, that: $$\int f d \mu_n \to \int f d\mu, \quad \forall \, f \in C_b \hbox{(class of continuous and ...
PSE's user avatar
  • 13
1 vote
3 answers
579 views

Squeezing more convergence from the convergence in all $L^p$ spaces

Let $X$ be a space endowed with a finite measure $m$. Let $f_n : \to \mathbb C$ be measurable functions such that $|f_n| \le 1$ for all $n$ and $f_n \to 0$ in every space $L^p (X)$ with $p \in [1, \...
Alex M.'s user avatar
  • 5,407
1 vote
1 answer
89 views

Does an isometric automorphism of $L_p (X,\mu, E)$ preserve pointwise convergence?

Let $(X, \mathcal A, \mu)$ be a $\sigma$-finite measure space and $(E, |\cdot|)$ a Banach space. Here we use the Bochner integral. Let $p \in [1, \infty)$ and $q \in (1, \infty]$ such that $p^{-1}+q^{-...
Akira's user avatar
  • 835
0 votes
1 answer
211 views

Some convergence similar to weak-$\ast$ convergence on the space of finite measures

I have a question: Let $D$ be the space of cadlag functions defined on $[0,1]$ and $V$ be its subspace consisting of $x$ with finite variation and $x(0)=0$. Define $TV(x)$ as the total variation ...
CodeGolf's user avatar
  • 1,835
0 votes
0 answers
65 views

Let $E$ be Banach, $\mu_n\to\mu$ weakly on a locally compact $X$, and $f \in C_b(X, E)$. Does $\int f\mathrm d\mu_n\to\int f\mathrm d\mu$ in norm?

Let $X$ be a metric space, $(E, |\cdot|)$ a Banach space $\mathcal M(X)$ the space of all finite signed Borel measures on $X$, $\mathcal C_b(X)$ be the space of real-valued bounded continuous ...
Akira's user avatar
  • 835
0 votes
0 answers
302 views

Convergence of characteristic functions vs. weak convergence of measures and the Ito-Nisio theorem

In section 2.6 of Linde's Probability in Banach Spaces: Stable and Infinitely Divisible Distributions the author is pointing out that in infinite-dimensional Banach spaces the convergence of ...
0xbadf00d's user avatar
  • 167
0 votes
1 answer
229 views

Weak convergence in measure for negligible sets.

Let $X$ be a Polish space and $(P_n)$ a sequence of Borel probabilities which converges weakly in measure to a Borel probability $P$. By this i mean that for any $f\in C_b(X)$ which is continuous and ...
Theluze's user avatar
  • 125