All Questions
Tagged with fa.functional-analysis measure-theory
738 questions
3
votes
1
answer
216
views
Extension of a bilinear functional
Does any one know an example of a bilinear functional $B:C(X)\times C(Y)\to {\bf R}$ ($X$ and $Y$ are open subsets of Euclid spaces) which cannot be extended continuously to a measure $\mu:C(X\times Y)...
- 31
1
vote
1
answer
275
views
Laplacian on space of measures
Let $X$ be a compact Riemannian manifold and let $\mathcal{M}(X)$ be the space of regular finite Borel measures with the total variation as norm.
The Laplace-Belrami-Operator $\Delta$ on $X$ with ...
- 9,853
0
votes
1
answer
197
views
A very natural question in weak* topology [closed]
Can you provide me a counter example for this.
Suppose that I have a sequence of probability measures
$(\mu_{r,t})_{r,t>0}$ on a compact space metric $X.$
Suppose additionally that:
there exists ...
- 1,805
4
votes
1
answer
444
views
PDE-Based Triangle Inequality for Optimal Transportation
Suppose $\Omega$ is a suitably regular domain in $\mathbb{R}^n$ and $\rho_0,\rho_1\in\textrm{Prob}(\Omega)$. Benamou and Brenier showed that the $L_2$ transportation distance between $\rho_0$ and $\...
- 705
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
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
0
votes
1
answer
243
views
Dense subsets on set space
Let $X$ be a metric space, and $\mathscr{B}$ the $\sigma$-algebra generated by open sets of $X$. Can we find a countable dense subsets of the metric space $(\mathscr{B},d)$ with the metric $d(A,B)=m(A\...
- 97
5
votes
0
answers
286
views
$f, \hat{f} \in L^{p}\cap L^{\infty} \implies f\in B(\mathbb R)$ (algebra of Fourier- Stieltjes transforms )?
For a bounded complex Borel measure $\mu$ on $\mathbb R$, we define, its Fourier-Stieltjes transform, $\hat{\mu}(y)= \int_{\mathbb R} e^{-2\pi ix\cdot y} d\mu(x); (y\in \mathbb R).$
Let $1\leq p \leq ...
- 1,051
1
vote
1
answer
720
views
Question about uniform continuity under Skorokhod Metric
Let $D=D([0,1], \mathbb{R})$ be the space of cadlag functions $x$ with $x(0)=0$ and $x$ is continuous on $1$. If we endow $D$ with Skorokhod Metric, see:
http://en.wikipedia.org/wiki/C%C3%A0dl%C3%A0g ...
- 1,835
6
votes
2
answers
963
views
Tightness of Measures, Riesz Representation for locally compact spaces
Let $X$ be a locally compact, separable metric space and $\mu_n$ a sequence of probability measures on $S$. Let $\mathfrak{C}$ be a convergence determining class for the weak topology (for instance, ...
- 71
5
votes
0
answers
426
views
Do all $L^{\infty}(\mu)$ spaces have the Grothendieck property?
Consider $L_{\infty}(\Omega,\Sigma,\mu)$, where $(\Omega,\Sigma,\mu)$ is any measure space. Does it it have the Grothendieck property? If the measure space is localizable, then it is true. The ...
- 149
4
votes
0
answers
309
views
Conditional expectation with respect to random closed sets
Short question
If $X$ is a random closed set, and $Y$ is an integrable random variable, I would like a definition of the "conditional expectation" $$\mathbf{E}[Y \mid X\ni x].$$ Has this been worked ...
- 6,287
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
3
votes
0
answers
228
views
Finding density of Haar measure relative to the Liouville volume measure on $\frac{G^{\mathbb{C}}}{P}$
Let $G$ be a connected compact Lie group and $G^{\mathbb{C}}$ be the complexification of the Lie group $G$ then we know that by polar decomposition we can write $G^{\mathbb{C}}\cong G\times \mathfrak{...
user21574
2
votes
1
answer
577
views
When is the bound in Riesz-Thorin Interpolation Theorem attained?
Let me recall the statement of Riesz-Thorin theorem (see also http://en.wikipedia.org/wiki/Riesz%E2%80%93Thorin_theorem).
Theorem (Riesz-Thorin): Let $(X,\mu)$ and $(Y,\nu)$ be $\sigma$-finite ...
- 717
5
votes
1
answer
758
views
Cameron-Martin theorem for non-Gaussian measures
Let $X$ be a locally convex topological linear space, and $\mathbb P$ be a probability measure on $X$. Denote the mean vector $m \in X$ and covariance operator $k : X^* \to X$. Let $\tau_u : X \to X$ ...
- 8,512
4
votes
1
answer
579
views
Density of linear functionals in $L^2$
Let $X$ be a locally convex topological linear space, and let $\mathbb P$ be a probability measure on $X$. Suppose that $\operatorname{var}(\varphi) < \infty$ for all continuous linear functionals $...
- 8,512
0
votes
1
answer
211
views
Some convergence similar to weak-$\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 ...
- 1,835
0
votes
1
answer
714
views
The dual space of the Dirac measures on an Abelian group
Let $G$ be a Hausdorff locally-compact Abelian group and $L^2(G)$ the Hilbert space of two-integrable complex functions on the group.
Question. What would be natural vector space $\mathcal{R}$ of ...
2
votes
0
answers
136
views
equivalence of topologies defined on $M_1$(a subspace of bounded measures on $\mathbb{R}$)
Let $\mathcal{C}:=\mathcal{C}(\mathbb{R})$ be the space of continuous functions on $\mathbb{R}$ and $\mathcal{C}_b$ its subspace consisting of bounded elements. Define for $\phi(x):=1+|x|$,
$$
\...
- 1,835
2
votes
3
answers
3k
views
dual space of a subspace of the space of bounded measures
Let $\mathcal{M}=\mathcal{M}(\mathbb{R})$ be the space of bounded measures. Equipped with the weak convergence, the dual space of $\mathcal{M}$ is $\mathcal{C}_b(\mathbb{R})$ consisting of continuous ...
- 1,835
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 ...
2
votes
1
answer
672
views
Fubini for distributions which are not measures?
We have a "nonnegative" distribution $\mu$ with compact support in $\mathbb{R}^2$ which is not a measure, as we can produce a linear function $f(x,y)=x-1$ such that the integral of $f^{2k}$ w.r.t. $\...
- 14k
4
votes
1
answer
523
views
On Radon measures with values in Banach space
It is known that continuous linear functionals on the space $C_0({\mathbb{R}^n})$ are bounded Radon measures ${\cal M}({\mathbb{R}^n})$ where $C_0({\mathbb{R}^n})$ is uniform closure of the space of ...
- 43
2
votes
1
answer
245
views
Probability measures on $L^p$
Let $(X,\mathcal X,\mu)$ be a fixed measure space, and suppose that $\mu$ is stationary and ergodic with respect to the (left) action of a topological group $G$. Stationarity means that $\mu = g_* \mu ...
- 8,512
9
votes
3
answers
654
views
measure with given push-forwards
Let $X,Y$ be locally compact spaces (in my specific case, they are locally compact groups). Suppose that we are given a measure $\mu$ on $X$ and a finite number of quotient maps $p_1,\ldots,p_n:Y\...
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
-2
votes
1
answer
146
views
a measure convolution equation
My question is:
Given a function $f$ in the Schwartz class, we are looking for a measure $\mu$ which is a solution of the convolution equation: $f = e^{-|.|^2/2} \ast \mu$, where $e^{-|.|^2/2}$ is ...
- 367
1
vote
0
answers
129
views
Differentiability of $f*g$ on the circle, for integrable f, bounded g, and some decay of the Fourier coefficients of f
If $f\in L^1(\mathbb{T})$ and $g\in L^\infty(\mathbb{T})$ where $\mathbb{T}$ is the circle, such that $\hat{f}\in L^{p}(\mathbb{Z})$ for some $1\leq p<\infty$, do we have that $f*g$ is ...
- 647
0
votes
0
answers
405
views
Dual of the space of vector valued Borel measures
What is the dual of the space of all vector valued Borel measures?
- 21
1
vote
0
answers
154
views
A problem concerning measures on locally compact spaces
I am stuck on a question for quite sometime now, although in the text it is said to be "apparent". The problem goes as the following :
Let $X$ and $Y$ be locally compact Hausdorff spaces. Then $M(X)$ ...
- 111
4
votes
1
answer
860
views
Lebesgue's integrability condition in several variables
The well known Lebesgue's condition of Riemann integrability says that a bounded function in one variable
$f\colon [a,b] \to \mathbb{R}$ is Riemann integrable if and only if it is continuous almost ...
- 21.8k
2
votes
1
answer
330
views
functions of bounded variation and gradient vector measure
I want to prove a function of bounded variation on some domain $D\subset R^n$, $f\in BV(D)$, has the property that there is a constant $C$, such that
$$
\lim_{r\rightarrow 0}\frac{C}{r^{n+1}} \int_{...
- 21
2
votes
1
answer
641
views
Fourier transforms of finitely additive bounded measures
Given a finitely additive positive regular bounded measure $\mu$ on ${\mathbb R}^n$ (i.e. a positive linear functional on $C_b({\mathbb R}^n)$), I wonder what can be said about its Fourier transform. ...
- 1,017
2
votes
1
answer
1k
views
strong convergence sufficient conditions
Would it be true that $\mu_n \to \mu$ strongly if $\int f\mathrm{d}\mu_{n}\to \int f\mathrm{d}\mu$ for every uniformly continuous function? Assume the space is $\mathbb{R}^{N}$ and has the usual ...
user24367
9
votes
1
answer
4k
views
What are some characterizations of the strong and total variation convergence topologies on measures?
I asked this question on StackExchange a few days ago but didn't get any response, so I thought I would try here.
The Wikipedia article on convergence of measures defines three kinds of convergence: ...
- 203
2
votes
0
answers
266
views
Dual of $L^2(0,T,C)$ where $C'=BD(\Omega)$
Here is the hypothesis of my problem : $T>0$, $\Omega$ is a bounded open subset of $\mathbb{R}^n$ with a regular boundary. I'm actually looking for a proof that explains what is the dual of $L^2(0,...
- 171
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\...
- 329
7
votes
0
answers
2k
views
Prokhorov's theorem for finite signed measures?
Prokhorov theorem provides a useful characterization of relatively compact sets w.r.t. narrow topology (topology induced by narrow convergence) in the space of probability measure.
Notation used ...
- 339
4
votes
1
answer
260
views
Weak continuity of Lebesgue decomposition
Let $X$ be a space with its $\sigma$-algebra $\mathcal{B}$; we are given a finite measure $\mu$ and a sequence of finite measures $\nu_n$ such that, for every bounded continuous function $f:X\to\...
- 1,205
4
votes
1
answer
315
views
Doubt on Morrey spaces of measures according to T. Giga and Y. Miyakawa
I'm reading 'Navier-Stokes flow in $\mathbb{R}^3$ with measures as initial vorticity and Morrey spaces' (a paper of Giga and Miyakawa) but there is something that I don't understand about the ...
- 41
5
votes
1
answer
1k
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Cameron Martin space
I have seen two definitions of Cameron Martin space of a Gaussian measure $\nu$ on a Banach space (say $W$) and am unable to establish their equivalence. Any help would be appreciated.
1) It is the ...
- 51
6
votes
2
answers
167
views
Vanishing of integral on hemispheres implies vanishing of function?
Consider a function $F$ on the half space $\{(x,y,z)|z>0\}$. If $F$ is analytic, it is straightforward to show that
A) The integral of $F$ over the hemisphere $(x-x_0)^2 + (y-y_0)^2 + z^2 = R^2$ ...
- 163
3
votes
0
answers
860
views
decreasing rearrangements: why the asymmetry of measure-preserving maps?
Ryff proved in 1970 that the decreasing rearrangement $f^*$ of a, say, continuous function $f:[0,1]\to\mathbb{R}$ admits a measure preserving map $\phi$ such that $f=f^*\circ\phi$. In general it is ...
- 16.6k
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
1
vote
1
answer
396
views
Density of certain functions in $C_c^\infty(0,T;V)$ in the space $W(0,T) \approx H^1(0,T;V)$?
EDIT: I need to think more about the question I want to ask given comments in the answer below. Please close the thread if required. I leave it undeleted because answer is useful.
Let $V \subset H \...
- 11
4
votes
1
answer
370
views
Norms for complex measures
I'm searching for a state of the art introduction to norms on the space of complex measures (on $\mathbb R^n $, for example, or some compact subset thereof). I'd be interested in inequalities of the ...
- 123
6
votes
1
answer
798
views
Prohorov's theorem for random elements of Hilbert space: weak convergence
Let $(\Omega,\mathcal{F},P)$ be a probability space and let $(E,\mathcal{E})$ be a separable Hilbert space ($E$) with Borel $\sigma$-algebra $\mathcal{E}$. For concreteness let us set $E=L^{2}[a,b]$ ...
- 61
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
6
votes
4
answers
1k
views
Existence of dominating measure for weak*-compact set of measures
I have posted the following question also here a longer time ago, but due to no answers I thought it might fit better to MO.
Let $(\Omega,\mathcal F)$ be a measurable space and $\mathcal P$ a weak*-...
- 215