All Questions
Tagged with fa.functional-analysis measure-theory
738 questions
7
votes
2
answers
3k
views
Distributions and measures
Hello,
After reading the previous post, I still have some doubts. Let's consider everything on $R$ to avoid complications.
Can we say that any distribution $\mu\in\mathcal{D}'(R)$ of zero order is ...
- 1,649
0
votes
1
answer
611
views
Linear functionals and continuous functions on open intervals
Let $Q$ be an open interval of ${\mathtt R}$ and $E$ be the space of continuous and bounded functions in $Q\to \mathtt{R}$.
I call $E^*$ the set of linear functionals over $E$ and $E_+^*$ the subset ...
- 13
2
votes
1
answer
208
views
Expanding Measurable Sets
Let $S,T \subset \mathbb{R}^n$ be measurable sets, and suppose that there exists a measurable bijection $f\colon S\to T$ so that
$$
\|f(x)-f(y)\| \;\geq\; \|x-y\|
$$
for all $x,y \in S$. Does it ...
- 8,493
3
votes
1
answer
1k
views
Borel-Cantelli lemma for general measure spaces (those with infinite measure)
The Borel-Cantelli lemma is often stated for a probability space or spaces with finite measure.
But it seems to me that it still holds if the space $X$ is of infinite measure. I seem to be able to ...
- 31
0
votes
2
answers
796
views
Extending Continuous Sublinear maps on dense subsets of a Banach space
Suppose X' and Y are Banach spaces and X is a linear subspace dense in X'. Let T be a continuous map of X to Y satisfying:
(1) ||T(x+y)|| is less than or equal to ||T(x)||+||T(y)||.
Please prove ...
- 11
7
votes
3
answers
4k
views
Measures on infinite dimensional Banach spaces
Does there exist a Borel measure or any valid measure on an infinite dimensional Banach space such that a bounded open set in this space has a positive measure ?
12
votes
3
answers
3k
views
Infinitesimal generators of stochastic processes
What's the $L^1$ analogue of Stone's theorem saying that any strongly continuous 1-parameter unitary groups has a unique self-adjoint generator?
More precisely: let $X$ be a measure space ($\sigma$-...
- 22.3k
2
votes
1
answer
373
views
Strong measurability reference
I'm reading a book on Lyapunov Exponents by Lian and Lu in which they refer to strong measurability of operator-valued maps. They define this by saying an operator valued map $T:\Omega\to L(X,X)$ is ...
- 23.2k
12
votes
1
answer
859
views
Who first found this characterization of Lebesgue integration?
Write $L^1$ for the Banach space $L^1([0, 1])$. Given $f \in L^1$, define $f_1, f_2 \in L^1$ by
$$
f_1(x) = f(x/2),
\qquad
f_2(x) = f((x + 1)/2).
$$
Let $I = \int_0^1$. Then $I$ is the unique ...
- 27.7k
2
votes
2
answers
867
views
Decomposition of an abelian von Neumann algebra
Hi, I came across the statement below and I couldn't figure out why it is true. I was hoping someone could explain it or give me a good reference. Thank you in advance.
"Let $\pi$ be a non-degenerate ...
27
votes
3
answers
5k
views
Weak and Strong Integration of vector-valued functions
This is probably an elementary question, but outside my area of expertise, and I was unable to find any suitable reference:
Suppose $f:X\to E$ is a continuous function from a compact spaces (endowed ...
- 741
3
votes
1
answer
1k
views
If $H$ is a separable Hilbert space, is its dual dense in $L^2(H)$?
Let $H$ be an infinite-dimensional, separable Hilbert space, and let $\gamma$ be a Radon probability measure on $H$ with mean zero and covariance operator the identity $I$.
Let $H^*$ denote the space ...
- 8,512
7
votes
1
answer
1k
views
If $H$ is a separable Hilbert space, is $L^2(H)$ separable?
Let $H$ be a separable Hilbert space, and let $\gamma$ be a Radon probability measure on $H$ with mean zero and covariance operator the identity $I$.
Is the Hilbert space $L^2(H,\gamma)$ separable?
- 8,512
29
votes
1
answer
4k
views
Furstenberg's Conjecture on 2-3-invariant continuous probability measures on the circle
Hillel Furstenberg conjectured that the only $2$-$3$-invariant probability measure on the circle without atoms is the Lebesgue measure. More precisely:
Question: (Furstenberg) Let $\mu$ be a ...
- 25.5k
26
votes
3
answers
7k
views
Dual of bounded uniformly continuous functions
Let $(X,d)$ be a metric space, and let $C_u(X)$ be the Banach space of bounded uniformly continuous functions on $X$ (with the uniform norm). How can I characterize its dual space $C_u(X)^*$?
I ...
- 29.7k
0
votes
1
answer
319
views
Hilbert space automorphisms realized as induced by transformations of some base-spaces
Following question may be soft. Fix abstract hilbert space H and consider any automorphism A in banach-spaces sence (i.e. no conditions on metric). Call A is realizable if exist measure space $(X,\mu)$...
- 789
13
votes
6
answers
3k
views
Sets with equal positive measure in every interval
Hi,
I want to write a proof that relies on the fact that:
There are Borel Sets $A$ and $B$ contained in $\mathbb{R}$ such that
$A \cap B = \emptyset$ and $\lambda(A \cap (x,y)) = \lambda(B \cap (x,...
- 133
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
13
votes
4
answers
5k
views
What is known about the Gaussian measure of the unit ball in a Hilbert Space?
Let $X$ be an infinite dimensional separable Hilbert Space with norm $||\cdot||$ and let $\mu$ be a Gaussian measure on $X$ such that $\mu(X) = 1$. What do we know about $\mu(B(0,1))$, where $B(0,1)$ ...
- 617
1
vote
0
answers
283
views
Density of Dolean exponentials in L2 and Wiener Measure
Assume that W is the classical Wiener space C([0,1],R) note $\mu$ the Wiener measure, and denote by $\mu_s$ the image of $\mu$ under the maping $T: W ->W$ such that$ T(w)= \sqrt(s) w$ . Denote by $...
- 19
3
votes
1
answer
1k
views
Cyl(E) = Borel(E) for E non-reflexive Grothendieck Banach space
This is sort of a follow-up to Borel(X) = \sigma(X') for X non-separable
PROBLEM: Given a Banach space $E$ over $\mathbb{K} \in \{\mathbb{C}, \mathbb{R}\}$ that has the Grothendieck property. ...
- 1,338
9
votes
2
answers
674
views
Small crown probabilities (and infinite dimensional margin assumption)
My question is:
How do I find sharp upper bounds on $P(|q|\leq \epsilon)$ uniformly over a set of gaussian polynomes $q$ of degree two.
Notations and definitions (to make the question rigorous)
Let ...
26
votes
3
answers
11k
views
L1 distance between gaussian measures
L1 distance between gaussian measures: Definition
Let $P_1$ and $P_0$ be two gaussian measures on $\mathbb{R}^p$ with respective "mean,Variance" $m_1,C_1$ and $m_0,C_0$ (I assume matrices have full ...
- 833
2
votes
2
answers
768
views
Elementary vector measure question: what am I doing wrong?
This is an edited post of a post I made on sci.math (e.g. to fit MO markup) with
an elementary question on vector measures. Since it is almost a week and I have
received no answers, I am trying here. ...
- 1,848
12
votes
3
answers
1k
views
Drawing conclusions by NOT using AC.
The existence of non-measurable subsets and functions on $\mathbb{R}$ require the use of the axiom of choice. That is, there exist models of ZF in which all subsets of (and hence all functions defined ...
- 4,790
3
votes
2
answers
766
views
Borel vs measure for all Borel measures
Let X be locally compact and Hausdorff, and let $f:X\rightarrow\mathbb R$ be a function. Suppose that for all finite regular (positive) Borel measures $\mu$, we know that $f$ is $\mu$-measurable. ...
- 18.7k
28
votes
7
answers
13k
views
Regular borel measures on metric spaces
When teaching Measure Theory last year, I convinced myself that a finite measure defined on the Borel subsets of a (compact; separable complete?) metric space was automatically regular. I used the ...
- 18.7k
8
votes
1
answer
381
views
Estimating flat norm distance from a planar disc
Let $D\subset\mathbb R^2\subset\mathbb R^n$ be a unit planar disc in $\mathbb R^n$. Let $S$ be an orientable two-dimensional surface in $\mathbb R^n$ such that $\partial S=\partial D$. Of course, we ...
- 32.4k
25
votes
6
answers
15k
views
Does every distribution define a Radon measure?
On the one hand, Wikipedia suggests that every distribution defines a Radon measure:
http://en.wikipedia.org/wiki/Distribution_(mathematics)#Functions_as_distributions (revision from February 2010, ...
- 2,895
15
votes
3
answers
2k
views
Disintegrations are measurable measures - when are they continuous?
This is a sequel to another question I have asked.
The notion of disintegration is a refinement of conditional probability to spaces which have more structure than abstract probability spaces; ...
- 8,512
5
votes
3
answers
2k
views
When can a function be recovered from a distribution?
What properties does a distribution (in the generalized function sense) has to have in order to be a function. That is, when is $T(\varphi) = \int f \varphi$ for some $f$?
- 259
4
votes
1
answer
821
views
What is the tensor product of $L^p(\bf R)$ with $L^q(\bf R)$?
I'm wondering: What is the tensor product of $L^p({\bf R})$ with $L^q({\bf R})$?
(For p=q=2, the answer clearly should be $L^2({\bf R}^2)$; for other values of $p$ and $q$, it is not at all obvious ...
- 41
5
votes
0
answers
536
views
Conditional probabilities in Banach spaces
This is the infinite-dimensional sequel to my question, Conditional probabilities are measurable functions - when are they continuous?.
Let $\Omega = \Omega_1 \times \Omega_2$ be a probability space ...
- 8,512
17
votes
5
answers
3k
views
Conditional probabilities are measurable functions - when are they continuous?
Let $\Omega$ be a Banach space; for the sake of this post, we will take $\Omega = {\mathbb R}^2$, but I am more interested in the infinite dimensional setting. Take $\mathcal F$ to be the Borel $\...
- 8,512
8
votes
2
answers
1k
views
Example for an integral, rectifiable varifold with unbounded first variation
I'm just looking for an example of an integral, rectifiable varifold, which has no locally bounded first variation.
Recapitulation
for every $m$-rectifiable varifold $\mu$ exists a $m$-rectifiable ...
- 143
6
votes
1
answer
989
views
What is the "continuity" in "absolute continuity", in general?
The wikipedia article on absolute continuity gives a delta-epsilon definition for a measure $\mu$ defined on the Borel $\sigma$-algebra on the real line, with respect to the Lebesgue measure $\lambda$:...
- 208
6
votes
2
answers
1k
views
Definable collections of non measurable sets of reals
Is there a definable (in Zermelo Fraenkel set theory with choice) collection of non measurable sets of reals of size continuum? More verbosely: Is there a class A = {x: \phi(x)} such that ZFC proves "...
- 9,631
40
votes
5
answers
10k
views
Is there a natural measures on the space of measurable functions?
Given a set Ω and a σ-algebra F of subsets, is there some natural way to assign something like a "uniform" measure on the space of all measurable functions on this space? (I suppose first ...
- 1,475