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9 votes
1 answer
2k views

Alternative proof of a theorem of Riesz

My question is not research level, but I have not received any feedback on Mathstack; so I am posting it here. I am aware of the traditional proof of the Riesz Theorem that relates linear functionals ...
Matematleta's user avatar
4 votes
1 answer
2k views

Operator topologies on $L^{\infty}(X,\mu )$

Let $(X,\mu )$ be a measure space. Then, $L^2(X):=L^2(X,\mu )$ is a Hilbert space in the usual way and we may view $L^{\infty}(X):=L^{\infty}(X,\mu )$ as a subalgebra of bounded operators on $L^2(X)$ ...
Jonathan Gleason's user avatar
9 votes
2 answers
1k views

On the definition of "almost-everywhere" for non-complete measure spaces

If $(X,\mathcal{B},\mu)$ is a (non-necessarily complete) measure space, we can give two different notions of a property $P(x)$ that is true almost-everywhere : (D1) There is a measurable set $A$ ...
Jon-S's user avatar
  • 549
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
0 votes
0 answers
76 views

Measure on infinite dimesional $L^p$ space relating size in norm to size in measure

Let $A$ be a bounded set in an infinite dimensional $L^p$ space. Fix an $\epsilon>0$. Is there a Borel measure $M$ such that $$ M(B(x,\epsilon)) \geq C, \quad \forall x \in A$$ for some $C>0$ ...
dawo's user avatar
  • 111
0 votes
0 answers
46 views

The Minkowski $(N-1)$- dimensional upper constant of a closed curve?

Let $\Omega\subset \mathbb R^N$ be open bounded smooth boundary. Let $S\subset \Omega$ be a $N-1$ rectifiable set with $\mathcal H^{N-1}(S)<+\infty$. It is well know that if $S$ is not closed, then ...
JumpJump's user avatar
  • 679
1 vote
1 answer
114 views

Reference request: regularity of functionals on the space of probability measures

Let $\mathcal M=\mathcal M(\mathbb R^d)$ be the space of finite measures on $\mathbb R^d$, and $\mathcal P=\mathcal P(\mathbb R^d)\subset\mathcal M$ be the space of probability measures. Let $F:\...
CodeGolf's user avatar
  • 1,835
5 votes
1 answer
611 views

The topological duals of spaces of finite measures

In volume 1 of "Linear Operators", Dunford and Schwartz say that (footnote F1, page 374) "No completely satisfactory representation for the conjugate space of $ba(S, \Sigma)$, $ca(S, \Sigma)$ or $...
Alex M.'s user avatar
  • 5,407
2 votes
1 answer
115 views

Normalization of Gaussian w.r.t. Gaussian in a Banach space

I would like to compute $$\int_X \exp\left(-\frac{1}{2}(Au)^2\right)\mathrm d\mu_0(u)$$ with a linear and continuous operator on a Banach space $A:X\to \mathbb R$ (in my case $X=C([0,1])$) and $\mu_0$ ...
Philipp Wacker's user avatar
1 vote
1 answer
165 views

Decomposition of $L^2$-spaces and singular measures

If $\langle \Omega, \mathfrak{F}, \mathbb{P}\rangle$ is a measure space and $L^2$ is the corresponding $L^2$ space and $$ K\oplus K^{\perp} \cong L^2(\mathfrak{F},\mathbb{P}). $$ Then let: $$ \...
Rombaldo Meniscus's user avatar
3 votes
0 answers
245 views

Lawvere's 'Categories of space and of quantity" - the universal coefficient theorem

This is a continuation of this question about the paper Categories of Space and of Quantity by W. Lawvere. As intuitively clear by the very broad (and tentative) definitions suggested by W. Lawvere, ...
Arrow's user avatar
  • 10.5k
6 votes
0 answers
796 views

What is the Banach dual of the Bochner space $L^\infty(\Omega;X)$?

Suppose $\Omega$ is a $\sigma$-finite measure space (I'm happy to take $\Omega = \mathbb{N}$) and let $X$ be a Banach space. It's pretty well known that the Banach dual of $L^\infty(\Omega)$ can be ...
user avatar
2 votes
1 answer
4k views

Convergence a.e and $L^1$ boundedness implies convergence in which sense? [closed]

Let $(f_n)$ be a sequence bounded in $L^1 (a,b)$ such that there exists $f$ with $f_n \to f$ a.e. In which other senses is true that $f_n \to f$? Is is true in $L^1(a,b)$? If there was weak ...
D G's user avatar
  • 201
4 votes
1 answer
283 views

Absolutely continuity in variation of constant formula

We are talking here about the initial value problem on some Hilbert space $H$ $$y'(t)=Ay(t)+f(t), \\ y(0)=y_0 \in D(A).$$(Problem 1.13 in the reference) Then $y(t)=e^{At}y_0 + \int_0^t e^{A(t-s)}f(s) ...
Torpedo's user avatar
  • 43
4 votes
2 answers
801 views

Measure theory and Probability Theory on generalizations of topological spaces

I think this MSE thread is more suitable for the MO community, so I copy it here. Given a set $X$ and a topology $\tau$ on $X$ the definition of the Borel $\sigma$-algebra $B(X)$ makes use of the ...
yada's user avatar
  • 1,773
3 votes
1 answer
463 views

"Strongly mutually singular" families of measures, and the set of ergodic measures

Let $(X,\Sigma)$ be a measurable space [which we can assume to be a standard Borel space if we wish]. Let $\mathcal{S}$ be a set of probability measures on $(X,\Sigma)$. [If we wish, we can assume ...
Julian Newman's user avatar
1 vote
1 answer
237 views

Could I affirm that $f$ is not identically 0?

Consider the following situation: Let $\Omega =l^{\infty}(\mathbb{R})$ be the space of all bounded sequences of real numbers. We will consider in $\Omega$ the metric: $ d(x,y)=\sum_{i\geq 1}\frac{|...
user avatar
2 votes
1 answer
651 views

Some integrals with respect to a Gaussian measure on a Hilbert space

Assume that $(H,\langle\cdot,\cdot\rangle)$ is a real separable Hilbert space equipped with a Gaussian measure $\mu$ with a mean $m$ and a covariance operator $C$. Let $x\in H$ be a fixed vector. What ...
Pirx's user avatar
  • 21
2 votes
1 answer
278 views

$\nu$ is a Dirac delta

Let $X$ be an locally compact Hausdorff space and $m$ a positive regular Borel probability measure where $m(Y)$ is 0 or 1 for any Borel set of $X$. Does it necessarily follow that $m$ is a Dirac delta?...
user340953's user avatar
1 vote
1 answer
227 views

Formula for an integration on $\mathbb{Q} \cap [0,1]$

In order to work with functions defined on $\mathbb{Q} \cap [0,1]$ I would like to define an adapted "integration" formula on this set. I though that following definition could be interesting: $$ \...
Bertrand's user avatar
  • 1,199
4 votes
1 answer
495 views

Weil's Haar measure construction from below

Weil's construction of a Haar measure on a locally compact group rests on approximating a function from above by sums of translates of another function. I would need to know something similar for an ...
user avatar
8 votes
1 answer
2k views

Definitions of Hilbert Bundles

I have some doubts regarding definitions and conventions on Hilbert Bundles. Some authors like Peter Kuchment (Floquet Theory for Partial Differential Equations) and Serge Lang (Differential and ...
Thangachelli Debopritama's user avatar
5 votes
2 answers
310 views

Error estimate in the spectral theorem of compact operators on a Hilbert space

Given a compact self-adjoint operator $K$ mapping $L^2(\mathbb{R}^d) \rightarrow L^2(\mathbb{R}^d)$ as $f \rightarrow \int K(x,y) f(y) d\mu(y)$, let us define its eigenvalues $\lambda_i$ and eigen-...
gradstudent's user avatar
  • 2,246
2 votes
1 answer
351 views

Measurability of integrals with respect to different measures

Let $Y$ be a locally compact Hausdorff topological space (further assumptions like metrizability, separability, etc., may be added if necessary) and let $\mathscr Y$ denote the Borel $\sigma$-algebra ...
triple_sec's user avatar
4 votes
1 answer
364 views

$\forall g\in L^2(\Omega)$ exists $g_n\in H_0^1(\Omega)$ and $\epsilon>0$ s.t $g_n(x)\to g(x),\,a.e$ and $|g_n(x)|\leq |g(x)|+\epsilon$

I asked this question on MSE here some time ago, but I couldn't get an answer. There was a suggestion in the comments for a counterexample using a fat Cantor set, but I couldn't show a contradiction ...
Svetoslav's user avatar
  • 261
4 votes
0 answers
185 views

A strongly open set which is not measurable in the weak operator topology

Let $H$ be a non-separable Hilbert space and $\{e_i\}_{i\in I}$ be an orthonormal basis for $H$. Let $J$ be a uncountable proper subset in $I$. Let us put $$E=\{x\in B(H): \lVert xe_j\rVert <1: \...
ABB's user avatar
  • 4,058
3 votes
1 answer
199 views

A linear functional on $C(K)^*$ continuous on each $L_1(\mu)$

I asked this at math.stackexchange, but nobody answered. Let $K$ be a (Hausdorff) compact topological space, ${\mathcal C}(K)$ the usual Banach space of continuous functions $x:K\to{\mathbb C}$, ${\...
Sergei Akbarov's user avatar
5 votes
1 answer
601 views

Invariant probability on a unit ball of a Banach space

Let $\Gamma$ be a discrete group acting on an infinite-dimensional Banach space $X$ by linear isometries. Is there a probability measure (non-atomic, not supported on a finite dimensional subspace) ...
user89292's user avatar
1 vote
2 answers
530 views

Is there a name for this metric on a Borel sets

Consider a finite measure space $(X,\Sigma,\mu)$. Consider the function $d:\Sigma \times \Sigma \to [0,1]$ given by $$d(\sigma_1,\sigma_2) = \mu \left\{ (\sigma_1^c \cap \sigma_2) \cup (\sigma_1 \cap \...
hoj201's user avatar
  • 614
3 votes
1 answer
133 views

Restrictions on spectral measure

Given any Borel measure $\mu$ on $\mathbb{R}$, define a map that sends any $f\in C_c(\mathbb{R})$ to $$T_\mu(f)(y)=\int \langle\exp(-i x \lambda),f(x)\rangle\exp(iy\lambda)d\mu(\lambda).$$ Here $\...
Qijun Tan's user avatar
  • 587
2 votes
1 answer
2k views

Countably generated $\sigma$-algebra

Let $(\Omega,\Sigma,\mu)$ be a countably generated probability space. Must $(\Omega,\Sigma,\mu)$ be isomorphic modulo null sets to a standard probability space? I assume not, so here is a more ...
Sean Eberhard's user avatar
8 votes
1 answer
622 views

Completion of spaces of measures w.r.t. weak norms

For the sake of concreteness denote by $M_0(X)$ the linear space of all signed Borel measures $\sigma$ with $\sigma(X)=0$ on some metric space $(X,d)$ and fix some base point $x_0\in X$. On this space ...
Dirk's user avatar
  • 12.7k
2 votes
1 answer
183 views

Visualizing ANOVA Decomposition [closed]

Let $f \in L^2[0,1]^d$ be a measurable function where $d \in \mathbb{N}$. For a given subset $u \subseteq D := \{1,2,\ldots,d\}$ consider the projections $P_u : L^2[0,1]^d \to L^2[0,1]^{|u|}$ given ...
bcf's user avatar
  • 121
2 votes
0 answers
168 views

Interchanging integrals and continuous linear forms in RKHS

I am reading Reproducing kernel Hilbert spaces in probability and statistics by A Berlinet, C Thomas-Agnan. In Chapter 5 INTEGRATION OF $\mathcal{H}$-VALUED RANDOM VARIABLES they write One of the ...
Manuel Schmidt's user avatar
1 vote
0 answers
106 views

Can Gradient be controlled by Curl and Divergence in Morrey spaces

In $L^p(\mathbb{R}^3)$, it holds for $1< p< \infty$ and $\mu\in C^\infty_0(\mathbb{R}^3)$, $$\|\nabla\mu\|_p\leq C \left( \|\operatorname{div} \mu\|_p + \|\nabla\times\mu\|_p \right).$$ So, how ...
simon's user avatar
  • 11
2 votes
0 answers
69 views

Doubts regarding pre-compactness of bounded sequence of measure valued functions

Given: $\phi(x,\lambda) : \Omega$X$\mathbb R \to \mathbb R^{n}$ be a Caratheodory vector such that for each $M \gt 0 $, $\alpha_{M}(x) = max_{|u| \leq M} |\phi(x,u)| \in L^{2}_{loc} (\Omega)$ . ...
user92360's user avatar
  • 121
0 votes
1 answer
193 views

$\int_{R^2}\varphi(x)d\mu(x)=0$ $\Leftrightarrow$ $\sum_{n\in \mathbb Z^2} d\mu(x-2\pi n)=0$

Let $\mu$ be a finite measure supported by $\Gamma $ (a smoth finite curve) and absolutely continuous with respect to the length measure on $\Gamma$ such that $\Gamma \cap (\Gamma+x)$ is a finite ...
Akram Akram's user avatar
3 votes
0 answers
225 views

Sigma algebra generated by SOT versus of sigma algebra generated by WOT

Let $H$ be a non-separable Hilbert space. Let us denote $B_s$ ($B_w$), by the sigma algebra generated by the strong operator topology (weak operator topology) on $B(H)$. Question: Is $B_s$ the same ...
ABB's user avatar
  • 4,058
5 votes
1 answer
289 views

Operator-valued measurable functions

Let $H$ be a non separable Hilbert space and $\Omega$ be a measurable space. Naturally, we say that $f:\Omega\to B(H)$ is $w$-measurable if $f^{-1}(O)$ is measurable for any open set $O$ in the weak ...
ABB's user avatar
  • 4,058
3 votes
0 answers
96 views

Moment Sequence in l²

I have the following problem/question: For which finite regular complex measures $\mu$ is the moment sequence $$ \left(\int_{[-1,1]}t^k\,d\mu\right)_{k\in\mathbb N} $$ a member of $\ell^2(\mathbb N)$?...
Friedrich Philipp's user avatar
5 votes
1 answer
386 views

Lower semi-continuity of the Hellinger-Fisher-Rao distance

I am currently working on unbalanced optimal transport, where the Hellinger (or sometimes Fisher-Rao) distance $$ H^2(\rho,\mu)=\int_{\Omega}\left|\sqrt{\frac{d\rho}{d\lambda}}-\sqrt{\frac{d\mu}{d\...
leo monsaingeon's user avatar
4 votes
1 answer
313 views

Invariant subspaces are reducing subspaces in $L^2(\mu)$; where $\mu$ is a singular measure w.r.t Lebesgue measure

I have already posted this question on math.stackexchange but didn't get any answer. I hope this is the right place to ask this question. Recently I was reading a book "Operator Function and system" ...
Timon's user avatar
  • 207
3 votes
1 answer
298 views

Averaging measurable functions over amenable group actions

Let $G$ be an amenable group acting on a space $X$. Amenability means there is a $G$-invariant mean on $L^\infty(G,{\mathbf R})$. Given a bounded function $f\colon X\to {\mathbf R}$ one can use the ...
ThiKu's user avatar
  • 10.4k
3 votes
1 answer
259 views

Constructing an additive set function from on a non-additive one

repost from math.se. I was trying to generalize some results from measure theory to functions that are "almost" measures but not additive. Then, I thought it could be interesting to do this in a ...
Erel Segal-Halevi's user avatar
8 votes
1 answer
360 views

Can we recover a topological space from the collection of Borel probability measures living on it?

Let $(X, \tau)$ be a topological space, and $\mathcal{P}(X, \tau)$ be the Borel probability measures living on $X$. Can we recover $(X, \tau)$ from $\mathcal{P}(X, \tau)$?
user avatar
6 votes
1 answer
243 views

Existence of a measurable map between metric spaces

Let $X$ and $Y$ be separable complete metric spaces (if necessary, they may be assumed to be compact). Let $R\subset X\times Y$ be a closed subset such that the projection of $R$ to $X$ is onto. Is ...
asv's user avatar
  • 21.8k
2 votes
1 answer
140 views

interpret of Picone inequality for non-regular functions

Assume $\Omega \subset \mathbb{R}^N$, $ N>4 $ is open set. There is a well-known picone identity that says Let $u,v \in C^2(\Omega)$ satisfy $v>0$ and $-\Delta v \geq 0$ in $\Omega$. The ...
Hheepp's user avatar
  • 371
2 votes
1 answer
313 views

Spherical decreasing rearrangement on the sphere

On $\mathbb{R}^n$, we have the concept of spherically decreasing rearragement of a function, which means, given a function $f$, one can design a radial and decreasing function $f^*$ such that $\Vert f^...
guest's user avatar
  • 21
4 votes
1 answer
78 views

Bound for the generalised Rényi dimension of a measure

If $\mu$ is a measure on $\mathbb{R}^d$, and for each $r>0$ we let $\mathcal{M}_r$ denote the set of all ``cubes'' of the form $[j_1r,(j_1+1)r) \times \cdots \times [j_dr,(j_d+1)r)$ for $j_1,\ldots,...
Ian Morris's user avatar
  • 6,206
3 votes
2 answers
579 views

Example of measure of non-compactness

I can't understand the following example of measure of non-compactness, which was given in this article. Definition: A non-negative function $\phi$ defined on the bounded subsets of $X$ will be ...
Shinning Star's user avatar

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