All Questions
Tagged with fa.functional-analysis measure-theory
738 questions
0
votes
1
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440
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Variation on Fatou's lemma for Sobolev norms
Recall that Fatou's Lemma says that for every sequence $f_n$ of non-negative measurable functions
$$\int \liminf_{n\to \infty} f_n \ d\mu\leq \liminf_{n\to \infty} \int f_n\ d\mu \ .$$
If I am not ...
- 1
3
votes
1
answer
565
views
When does a $W^*$-algebra have a standard Borel spectrum?
EDIT: André Henriques has commented below that the correct separability condition is not weak-* separability as I have written below, but separability of the predual.
This post came out a bit long, ...
1
vote
0
answers
275
views
Regular Borel Measures equivalent definition
Please help me understand how the below definition is equivalent to the standard definition of regularity which says that a measure is regular if for which every measurable set can be approximated ...
- 11
-1
votes
1
answer
259
views
Absolute continuity of probabilities on Polish spaces and open sets. [closed]
On a polish space $\mathcal{X}$ i consider two Borel probabilities $P$ and $Q$ such that for any open set $E$ of $\mathcal{X}$ we have : $P(E) =0$ implies $Q(E)=0$. Does this imply that $Q$ is ...
- 41
6
votes
3
answers
1k
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Is the set of the absolutely continuous functions a Borel set of the space of the continuous functions?
Does anyone knows whether the set of the absolutely continous functions $F :[0,1]\to \mathbb{R}^d$ of the form $$F(t)= a + \int_0^tf(s) ds$$ where $f$ is an integrable function is a Borel set of the ...
- 125
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 ...
- 125
2
votes
1
answer
891
views
Riesz representation theorem for vector-valued fields
Let $Q$ be a locally compact Hausdorff space, and let $V$ be a topological vector space. Consider the space $X = C_0(Q, V)$ of $V$-valued fields which vanish at infinity. Let $X^*$ denote the dual ...
- 8,512
4
votes
4
answers
3k
views
Convergence of probability measure and the *-weak convergence ?
Given a Polish space $X$, I note $C_b(X)$ the set of the continuous bounded functions with the norm of the uniform convergence, and $(C_b(X))^\star$ its topological dual with the $*-$weak convergence $...
- 125
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
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
16
votes
4
answers
2k
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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
5
votes
1
answer
2k
views
definition of operator valued integral with spectral measure
I am trying to make sense of some operators that come up on Buchholz and Summers' work on warped convolutions (two works on arxiv: 2008 and 2011).
There, they work on a Hilbert space $H$ and on the ...
- 342
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
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
0
votes
2
answers
765
views
About a generalization of the Radon Nikodym Theorem
Im trying to prove a generalization of the Radon Nykodym theorem, but im having troubles even for finite measures, could someone help?
Let $\mu$ and $\nu$ two $\sigma$-finite measures in $\(X,\...
- 11
0
votes
5
answers
1k
views
the intersection of a sequence of measurable sets
If $\Omega$ is a bounded open set in $R^n$, $\Omega_j\subset\Omega$, and $|\Omega_j|\geq\epsilon$, which $\epsilon$ is a constant. Can we say there is a subsequence $\Omega_{j_k}$ of $\Omega_j$, such ...
- 25
1
vote
1
answer
142
views
Linear Maps between $L^1$-spaces of singular measures
I posted the following question also here, but thought that I can get more answers in MO.
Let $(\Omega,\Sigma)$ be a measurable space and $\nu_1$, $\nu_2$ two probability measures on it. For $i=1,2$, ...
- 13
2
votes
1
answer
469
views
If two probability distributions have the same weak limit and one of them satisfies Large Deviation Principle, what can we say about the other?
If the probability distribution function of two sequences of random variables have the same weak limit and one of the sequences satisfies a Large deviation principle, then does it imply that the other ...
- 3,245
8
votes
1
answer
894
views
Certain compact subset of $L_1$
Let $(\Omega,\Sigma, \mu)$ be a probability measure and $X$ a Banach space. I am interested in subsets $F\subseteq L_\infty (\mu,X)$ that satisfy these two compactness conditions:
$F$ is a norm-...
- 900
2
votes
1
answer
400
views
Existence of a measure under certain condition
Hi everyone,
my problem seems quite simple: I have a set $\Gamma$ along with a nice $\sigma$-algebra $\mathscr{B}$. Then I have a vector space of bounded measurable functions $A \subset \mathscr{B}_{\...
3
votes
1
answer
189
views
Sufficient (and concrete) condition for a function to satisfy some measure theoretic property
I'm interested in the following property, for a positive and locally bounded function $\omega:\mathbb{R}\to\mathbb{R}^d$, $d\ge 1$: there exists a countable sequence of open and pairwise disjoint sets ...
- 381
16
votes
5
answers
3k
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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
4
votes
2
answers
957
views
Do semi-continuous functions generate bounded Borel measurable functions as a $C^*$-algebra?
This question is related to Question 2 of my previous posting.
Question. Let $\mu$ be a Radon measure on a compact Hausdorff space $\Omega$ and $L^{\infty}(\Omega,\mu)$ the set of essentially bounded ...
- 619
10
votes
0
answers
744
views
Is the set of real-valued lower semi-continuous functions measurable in epigraph topology (= topology of Gamma convergence)?
Let LSC = LSC([0,1]) be the set of non-negative, lower semi-continuous functions on the unit interval which take values in $\mathbb{R}_+ \cup \{\infty\}$. We use epigraph topology on LSC, i.e. a ...
- 888
0
votes
1
answer
721
views
Pointwise limit at Lebesgue's point
Dear MOs,
I am sorry if this problem is too elementary for someone. I just want to get confirmation.
Suppose $f\in L^1(R^d)$. Since almost all points are Lebesgue points by the Lebesgue ...
- 1,649
3
votes
2
answers
946
views
Opinions on the Multiplication of Measures
A few questions, hopefully to spark some discussion.
How can one define a product of measures?
We could use Colombeau products by embedding the measures into the distributions? I'm not sure why this ...
- 213
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
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 $X$. ...
3
votes
0
answers
254
views
Ways to establish equality of measures on locally compact spaces
Let $M$ be a locally compact space and $\mu$ be some probability measure on $M$. Let $y^\ast \in M$, $f(x,y)$ be a real continuous bounded function $M \times M \to \mathbb{R}$. Consider an equality
$$
...
- 1,329
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
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
0
votes
1
answer
221
views
Sort-of extension of Young inequality to arbitrary measures
Hello folks,
Suppose we're working in ${\mathbb T}^q$, the $q$-times Cartesian product of $[-\pi,\pi]$ with the endpoints identified. So, $ L^p := L^p({\mathbb T}^q) $.
The Young inequality may be ...
- 1
4
votes
2
answers
427
views
Choice of predictable (or jointly measurable) eigenvalues and eigenvectors of nuclear-operator-valued stochastic process
Let $q^{ij}$, $i,j\in\mathbb{N}$, be predictable real-valued stochastic processes. Let $(e^i)$, $i\in\mathbb{N}$ be an ONB of a separable Hilbert space $H$. Assume that $Q=\sum_{i,j=1}^\infty q^{ij}...
- 125
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
5
votes
0
answers
200
views
Diffusion processes in wide generality
It is common knowledge among schoolchildren that one may define jump diffusion processes in wide generality.
Hard question: What are the most general structures on which one may define something ...
- 8,512
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
5
votes
2
answers
944
views
Realize a homomorphism $\mathcal{C}(X) \to \mathbb{R}$ as an evaluation
Let $X$ be a compact Hausdorff space. It is well-known that every homomorphism $F : \mathcal{C}(X) \to \mathbb{R}$ is the evaluation $f \mapsto f(x)$ at some point $x \in X$. The usual proof is not ...
- 63.1k
8
votes
3
answers
2k
views
Measures on general topological groups
I am interested in the group algebras of non-locally compact groups. What references can you advise?
This is a wide question, so I list more concretely what I would like to see:
Here X can be even ...
- 1,152
7
votes
0
answers
624
views
"Liftings" of L^\infty functions
This is motivated by this question: Is there an inclusion of $L_\infty(G)$ into $C_0(G)^{**}$? and Bill Johnson's comments there.
Let $X$ be a locally compact Hausdorff space and $\mu$ a Radon ...
- 18.7k
2
votes
1
answer
543
views
Approximation of the radon-derivative
I am looking for the following statement.
Let $X$ be a topological space and let $\mu$, $\nu$ be Radon-Borel measures in the same measure class i.e. the the zero-sets are identical. Denote then by $...
- 21
0
votes
1
answer
437
views
Möbius Transform of a Continuous Possibility Function
In order to be able to use a basic possibility function as a Body of Evidence in the Dempster-Shafer Theory of Evidence, it is needed to transform the function to its Möbius representation.
There is ...
- 103
6
votes
0
answers
8k
views
Dual space of continuous functions
Let $C_b(\Omega,V )=$ { $ f:\Omega\rightarrow V $ } is the Banach space of all bounded continuous functions in Banach space $V$ with a norm $\|\cdot\|$ defined as $\|f\|_\infty=\sup _{x\in\Omega}\|f(x)...
- 385
1
vote
1
answer
931
views
Finding a counter example for Minkowski's integral inequality for $p=\infty$ [closed]
Dear All,
As we know that this following Miskowski's integral inequality is true for $1\leq p<\infty$
$
[\int_{S_1}|\int_{S_2}F(x,y)d\mu_1(x)|^pd\mu_2(y)dy]^{1/p} \leq \int_{S_2}[\int_{S_1}|F(x,y)...
- 51
0
votes
1
answer
396
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Characterization of Measureable Sets [closed]
Every countable union of rectangles in R2 is a Lebesgue measurable set. Is the converse true, too?
Specifically, I wonder whether the following statement is true:
Let A be a set in the unit square ...
- 99
8
votes
0
answers
751
views
The log kernel and Bochner Theorem
I was wondering if it possible to find a measure $\eta$ on $\mathbb{R}$ such that
$$
L(x):=\log\frac{1}{|x|}=\int e^{itx}\;d\eta(t)
$$
for every $x\in [0,1/2]$.
On a structural ground, this ...
- 2,135
5
votes
2
answers
642
views
Is the Hausdorff metric on sub-$\sigma$-fields separable?
Let $(X,\mu,\mathcal{F})$ be a probability space. The paper Equiconvergence of Martingales by Edward Boylan introduced a pseudometric on sub-$\sigma$-fields (sub-$\sigma$-algebras) of $\mathcal{F}$ ...
- 6,287
2
votes
1
answer
2k
views
Modified Lebesgue differentiation theorem
Let $\Omega\subset \mathbb{R}^n$ an open set and $u:\Omega\to \mathbb{R}$ be a (locally) $L^1$-function. Then it is well known that the Lebesgue differentiation theorem holds: For almost every $x\in \...
- 2,270
3
votes
2
answers
949
views
Reference for proof that $C_b^* = rba$
The following theorem seems to have folk status:
The topological dual of the space $C_b(X)$ of bounded continuous functions on a topological space $X$ is isomorphic to the space $rba(X)$ of finite, ...
- 459
3
votes
2
answers
1k
views
Is there a corresponding Hahn decomposition theorem for the real-valued Radon measures?
Hello,
As we know that a signed measure $\mu$ on $R$ can be decomposed to the positive part $\mu_+$ and negative one $\mu_-$ by the Hahn decomposition theorem.
My question is whether each real-...
- 1,649
-1
votes
1
answer
696
views
Can singular measures be viewed as vanishing distributions? (Answer No!)
Hello,
Here is my original question: let $\mu$ be a singular measure with respect to the Lebesgue's measure on $R$. Is it true that $\int \psi \mu(d x)=0$ for any test function $\psi\in C_c^\infty(R)$...
- 1,649