All Questions
Tagged with fa.functional-analysis measure-theory
738 questions
2
votes
1
answer
385
views
De la Vallée Poussin criterion on uniform integrability for infinite measures
The de la Vallée Poussin criterion (which is often used in combination with the Dunford-Pettis theorem) is usually formulated for probability measures/finite measures, for example in [Bogachev: ...
- 185
4
votes
1
answer
165
views
Dual spaces of Banach-valued $L^{p}$-spaces
Let $(\Omega,\mathcal{F},\mu)$ be a measure space (say complete and $\sigma$-finite, for simplicity). Furthermore, let $(X,\Vert\cdot\Vert_{X})$ be an arbitrary Banach space. I denote by $(L^{p}(\...
- 1,429
2
votes
1
answer
139
views
Domain of the infinitesimal generator of a composition $C_0$-semigroup
In the paper [1] the following $C_0$-group is presented,
$$
T(t)f(x) = f(e^{-t} x) , \quad x \in (0,\infty) \quad f \in E
$$
where $E$ is an ($L^1,L^\infty$)-interpolation space. In mi case, I'm just ...
0
votes
0
answers
80
views
Measurable Extension
Let $(\Omega, \mathcal{F})$ be a measurable space and $X$ some metric space (probably Polish) with the Borel $\sigma$-algebra and a function $f: \Omega \times X \to \mathbb{R}$. Usually, functions ...
- 136
0
votes
1
answer
100
views
Projection on a countable union of linear subspace
For any natural number $n$, $V_n$ denotes a closed linear subspace of a $L_2(m)$ space, which is an Hilbert Space, where $m$ denotes a finite measure. Moreover $(V_n)$ is increasing, that is $V_n$ is ...
- 31
0
votes
2
answers
167
views
Is a signed measure $\mu$ on $\mathbb{R}^d$ characterized by the transform $\mathcal{L}_\mu (\lambda ):=\int e^{\langle \lambda,x\rangle }\mu (dx)$?
In the book "Probability Theory" by Achim Klenke there's the following theorem: a finite measure $\mu$ on $[0,\infty )$ is characterized by its Laplace transform $\mathcal{L}_\mu(\lambda):=\...
- 15
4
votes
0
answers
158
views
Measurability of $L^{p}(L^{q})$ integrable functions
Let $ F: \mathbb{R}^n \times (0,\infty) \to \mathbb{R}$ be a function with the property that
$
\int_{\mathbb{R}^n} \big[ \int_0^\infty |F(x,r) |^q \, dr \big]^{p/q} \, dx < \infty
$
In addition we ...
- 41
3
votes
2
answers
250
views
Existence of a positive measurable set with disjoint preimage under iterated transformation
Let $(X,\mathcal B,\mu)$ be a atomless probability measure space and $T:X\to X$ be a non-singular transformation such that $\mu\left({x\in X: T^n(x)=x}\right)=0$ for every $n\ge 1$. Let $A\in \mathcal ...
- 105
0
votes
0
answers
57
views
Projection measure and an integral formula for Lipschitz functions
Let $n\geq m\geq 0$ be integers and put $k=n-m$. Let $A\subset\mathbb{R}^n$ be Borel measurable, we define the projection measure of $A$ as
$$\mu_k(A):=\underset{P_1, \ldots, P_r}{\sup_{A=A_1\sqcup\...
- 75
0
votes
0
answers
73
views
Criteria giving sufficient conditions for a Borel measure to have compact support
I am interested in criteria that guarantee that a Borel probability measure has compact support.
I outline two below and I am hoping to gather more as answers (if they exist).
The first sufficient ...
- 840
7
votes
2
answers
345
views
Integral means vs infinite convex combinations
Let $(X,\mathcal A, \mu)$ be a probability space, $\mathbb E$ a Banach space, and $f:X\to\mathbb E$ a Bochner integrable function.
Does there exist a sequence $(x_k)_{k\ge 1} $ in $X$, and a ...
- 60.5k
0
votes
0
answers
22
views
Directions of differentiability of log-concave measures with infinite-dimensional support
I recently came across the very nice review "Differentiable Measures and the Malliavin Calculus" by Bogachev (1997) which begins by discussing measures $\mu$ on locally convex spaces $X$ ...
- 651
2
votes
1
answer
128
views
On the existence of a complicated fractal-like set of finite perimeter
Let $f\in BV(\Bbb R^n)$ be an integer-valued function that maps into $\{0, 1\}$ and is identically $0$ outside some bounded set in $\Bbb R^n$. In particular, $f$ determines a bounded Caccioppoli set $...
- 1,245
1
vote
1
answer
133
views
A question about the maximal function
Let $n>4$, $f\in C^{\infty}(\mathbb{R}^{n})$ and 0 denote the origin of $\mathbb{R}^{n}$. We define a weighted maximal function by $$Mf(x)=\sup_{0<r<1}r^{4-n}\int_{B_{r}(x)}|f|$$ which is ...
- 155
0
votes
1
answer
728
views
Does weak convergence in $L^2$ imply convergence a.e. of a subsequence? [closed]
The title pretty much explains it all. Let $u_n\in L^2(\mathbb{R}^n)$ be a sequence converging weakly in $L^2$ to some $u\in L^2(\mathbb{R}^n)$, that is $\int u_k v \to \int u v$ for all $v\in L^2(\...
- 1,149
1
vote
1
answer
95
views
Maximal element w.r.t. abolute continuity of measures
Suppose that $\mu$ is a $\sigma$-finite measure on $\mathcal{X}\equiv\bigotimes_{i=1}^n\mathcal{X}_i$. Let $\Pi$ denote the set of all $\sigma$-finite product measures on $\mathcal{X}$. Define
$$
\...
- 185
0
votes
1
answer
102
views
Lower bounds for truncated moments of Gaussian measures on Hilbert space
Let $\mu_C$ be a centered Gaussian probability Borel measure on a real separable Hilbert space $\mathcal{H}$ with covariance operator $C$. Denote the ball with radius $r$ in $\mathcal{H}$ centered at ...
- 505
0
votes
0
answers
63
views
Existence of a measurable maximizer
Let $F$ be a continuous cdf with full support on $[0,1].$ Let $A$ be a compact subset of $\mathbb{R}$ and $\mathcal{M}$ be the set of measurable functions $\alpha:[0,1]\rightarrow A.$ Let $\bar \alpha ...
- 1
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 ...
- 1,043
2
votes
2
answers
307
views
Preimage of null sets under a monotone increasing function
Let $I\subseteq \mathbb{R}$ be a closed bounded interval and $f:I \to I$ a monotonic increasing function and $S$ the countable set of points $s$ such that $|f^{-1}(s)| > 1$. Is the following ...
- 113
0
votes
0
answers
81
views
Is a bounded measurable convex function above its interior lower semi-continuous convex envelope?
Let $E$ be a locally convex topological vector space, let $C$ be a convex set which matches the closure of its relative interior $\mathring C=\{ x\in C : \forall y\in C,\exists z\in C,~x\in\mathopen]y,...
- 204
1
vote
1
answer
99
views
Convergence of ODE with uniform $L^\infty \cap L^1$ bound on nonlinearity
Consider the IVP
$$
\left\{
\begin{aligned}
\frac{d}{dt} \Phi_n(t,x) &= f_n(\Phi_n(t,x)) && \forall t \in \mathbf{R}_+ \\
\Phi_n(0,x) &= x && \forall x \in \mathbf{R}
\end{...
- 73
1
vote
2
answers
271
views
An integral inequality?
Let $v \in C^\infty(\mathbb R)$ such that $1 \ge v \ge 0$ and $\int_{\mathbb R} v \, dx = 1$.
I want to show that if
$$\int_{\mathbb R} v |v''|^2 \, dx < + \infty. \tag{$\star$}$$
then
$$ \int_{\...
- 83
1
vote
1
answer
137
views
Can functions with "big" discontinuities be in $H^1$?
How can I prove that the function:
$$u:\Omega\to\mathbb{R},\ u(x)=\begin{cases} 0, x\in\omega \\[3mm] v(x), x\in\Omega\setminus\omega\end{cases}$$ is not in $H^1(\Omega)$, knowing that $v\geq 1$ is ...
- 1,759
1
vote
0
answers
101
views
If we have $\mu_{xy}$, why can we only construct the spectral measure if $\| \mu_{xy} \| \le \| x \| \|y \|$?
Definitions
Representation
Let $X \subset \mathbb{C}^N$ and $\mathcal{A}$ be an algebra in $\mathcal{C}(X)$. Also, we denote $L(H)$ as the set of all linear operators on HIlbert space $H$.
We call $\...
- 63
1
vote
0
answers
87
views
$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?
Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
- 309
1
vote
0
answers
80
views
Weak$^\ast$ closure of a countably complete sublattice of the unit ball of $L^\infty(\Omega, \mu)$
This is a reframing of my previous question from a Banach lattice perspective: Does weak $L^2$ approximation implies $L^2$ approximation under a condition similar to convexity? The previous question ...
- 2,830
0
votes
0
answers
98
views
Does weak $L^2$ approximation implies $L^2$ approximation under a condition similar to convexity?
(Cross posted from Math StackExchange: Does weak $L^2$ approximation implies $L^2$ approximation under a condition similar to convexity?)
Assume $(\Omega, \mu)$ is a probability space. Consider a ...
- 2,830
3
votes
1
answer
201
views
Continuity of conditional expectation
Let $X$ be a compact metric space, $\mu$ a Borel probability measure on $X$ and $f: X \to \mathbb{R}$ a continuous function. Consider an increasing sequence of $\sigma$-algebras $A_n$ so that for all $...
- 31
0
votes
0
answers
42
views
Measurability of the weak completion of an orthogonal representation
Let $G$ be a locally compact group and let $\pi$ be a strongly continuous orthogonal representation of $G$ in a real Hilbert space $H$. Denote by $E$ the real Hausdorff locally convex space obtained ...
- 407
2
votes
0
answers
89
views
On dense subspaces of $L^p$-spaces of finitely additive measures
Let $\mu$ be a finite, finitely additive measure defined on the Borel $\sigma$-algebra of a real separable Hilbert space $\mathcal{H}$ with dual $\mathcal{H}^{*}$. Write $L^{p}(\mathcal{H},\mu)$ for ...
- 505
1
vote
1
answer
181
views
Is $\sup_{f\in \mathcal{F}}\left|\int _Xfg \, d\mu\right|<\infty$ true for all $g\in L^\infty _\mathbb{C}(\mu )$?
Suppose that $(X,\mathcal{A},\mu )$ is a finite measure space. Let $\mathcal{F}\subseteq L^1_\mathbb{C}(\mu )$. If $\sup_{f\in \mathcal{F}}\left|\int _Xf\varphi \, d\mu\right|<\infty$ for all ...
- 15
0
votes
1
answer
242
views
When do the weak-star and compact convergence (compact-open) topology coincide on the dual of a Banach space?
In Measures Which Agree on Balls by Hoffmann-Jørgenson, it is claimed on page 323 that for an arbitrary Banach space $E$, if $\pi$ is the topology on $E^*$ of uniform convergence on compact subsets of ...
- 297
0
votes
0
answers
94
views
When can an affine functional on the dual be represented as an element of a Banach space?
In Measures Which Agree on Balls by Hoffmann-Jørgenson, we are given a functional $\varphi: T(x_0)\to (-\infty, \infty]$, which is a lower semicontinuous, affine, Baire function on a subspace $T(x_0)$ ...
- 297
1
vote
2
answers
115
views
Computation of tangent functional
In Measures Which Agree on Balls by Hoffmann-Jørgenson, the tangent functional is defined as follows.
If $x \in S$, we define the tangent functional $\tau(x,\cdot)$ at $x$ as
\begin{equation}
\...
- 297
1
vote
1
answer
342
views
Gateaux differentiability of the norm in Banach spaces
I'm struggling to understand a particular implication in the proof of Corollary 5 of this paper involving Gateaux differentiability of the norm. The claim is that Gateaux differentiability of the norm ...
- 297
0
votes
0
answers
145
views
$L_\infty([0,1], \mathbb{C})$ is it isomorphic to $\ell_\infty(\mathbb{N}, \mathbb{C})$?
By a result of Pełczyński, $L_\infty([0,1], \mathbb{R})$ is isomorphic to $\ell_\infty(\mathbb{N}, \mathbb{R})$. That is the case of real valued functions and sequences.
A natural question then is: ...
- 141
1
vote
0
answers
169
views
Generalization of Borel functional calculus
[Repost from https://math.stackexchange.com/questions/4802593/generalization-of-borel-functional-calculus]
Let $A$ be a normal operator on a Hilbert space $V$. The continuous functional calculus gives ...
- 95
0
votes
1
answer
161
views
Does convolution with $(1+|x|)^{-n}$ define an operator $L^p(\mathbb R^n) \to L^p(\mathbb R^n)$
Suppose that $f : \mathbb R^n \to \mathbb R^n$ is a locally integrable function. I am interested in the integral
$$ x \to \int_{\mathbb R^n} ( 1 + |y| )^{-n} f(x-y) \;dy $$
If the decay of the ...
- 641
0
votes
0
answers
73
views
Computationally efficient solution for the measure of central tendency minimizing Lp loss for p > 1
We know that the measure of central tendency that minimizes the Lp loss is $\min_c \sum_{i=1}^n |x_i - c|^p$
For $p=1$ (L1 loss), this is the median. For $p=2$ (L2 loss), this is the mean. Both of ...
- 109
1
vote
1
answer
179
views
Definition and properties of tangent functional
I am reading Measures Which Agree on Balls by Hoffmann-Jørgensen and I am somewhat confused. Here, $E$ is a Banach space, $S$ is the unit sphere, and $x \in S$.
We let $\tau(x, \cdot)$ denote the ...
- 297
3
votes
1
answer
220
views
Conditional expectation as square-loss minimizer over continuous functions
It is well-known that the conditional expectation of a square-integrable random variable $Y$ given another (real) random variable $X$ can be obtained by minimizing the mean square loss between $Y$ and ...
- 463
4
votes
0
answers
197
views
Compactness of the unit ball in the space of Radon measures w.r.t. the Kantorovich-Rubinstein norm
This question was posted previously but has not attracted any responses so I am repharising it in a slightly different language hoping to reach a wider community
Let $(X,d)$ be a pointed metric space ...
- 437
1
vote
1
answer
99
views
Does convergence of Radon transforms of a sequence of probability distributions implies convergence of the distributions themselves?
Let $P_1,P_2,\ldots $ be a sequence of absolutely continuous probability measures on $\mathbb R^n$, and let
$f_j:\mathbb R^n\to\mathbb R$ be their PDFs. Assume that $\operatorname{E}P_j = 0$ and $\...
- 13
7
votes
2
answers
320
views
Uniqueness of left-invariant Borel probability measure on compact groups
On a compact topological group, consider two left-invariant probability measures $\mu$ and $\nu$ defined on the Borel sigma-algebra. Is it true that they coincide?
It is classical that the Haar ...
2
votes
1
answer
150
views
Sufficient conditions for the graph measurability of a multivalued function
I am currently working on a problem related to the measurability of multi-functions in the context of mathematical economics. Specifically, I am searching for sufficient conditions regarding the graph ...
- 79
4
votes
2
answers
378
views
A possible measure-theoretic pathology
Let $S$ be a nonempty closed subset of the open unit square $(0,1)^2 = X \times Y$
that has the following "shadow property":
For any aligned open square $C = A \times B$ that intersects $S$, ...
- 41
1
vote
0
answers
73
views
Is $L^p_\text{loc} (Y)$ dense in $(L^0(Y), \hat \rho)$?
Below we use Bochner measurability and Bochner integral. Let
$(Y, d)$ be a separable metric space,
$\mathcal B$ Borel $\sigma$-algebra of $Y$,
$\nu$ a $\sigma$-finite Borel measure on $Y$,
$(Y, \...
- 657
1
vote
0
answers
50
views
Is there $r>0$ such that the norm $[f]_r:=\sup_{n \ge 1} \|1_{B(y_n, r)} f\|_{L^p}$ is equivalent to $\|f \|:=\sup_{y \in Y}\|1_{B(y,1)}f\|_{L^p}$?
Below we use Bochner measurability and Bochner integral. Let
$(Y, d)$ be a separable metric space,
$\mathcal B$ Borel $\sigma$-algebra of $Y$,
$\nu$ a $\sigma$-finite Borel measure on $Y$,
$(E, |\...
- 657
0
votes
0
answers
47
views
Is the embedding $i: (L^p_\text{loc} (Y), \| \cdot \|_{L^p_\text{loc}}) \to (L^0(Y), \hat \rho)$ continuous or Borel measurable?
Below we use Bochner measurability and Bochner integral. Let
$(Y, d)$ be a separable metric space,
$\mathcal B$ Borel $\sigma$-algebra of $Y$,
$\nu$ a $\sigma$-finite Borel measure on $Y$,
$(Y, \...
- 657