All Questions
Tagged with fa.functional-analysis measure-theory
738 questions
10
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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
9
votes
4
answers
4k
views
Is the space of Radon measures a Polish space or at least separable?
Background: I work on a SPDE problem where in order to apply Prokhorov's theorem I need that some measure space is Polish space. And additionaly it would be good if that space is Banach space. Earlier ...
- 657
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
9
votes
1
answer
346
views
Is there a uniform solution of the Ruziewicz problem?
For any integer $n\geq 2$ there is one and only one (up to rescaling) rotation-invariant, finitely-additive measure on the Lebesgue $\sigma$-algebra of $S^n$.
The proof of this statement I'm aware of ...
- 91
9
votes
1
answer
636
views
Is there a characterization of the Hausdorff measures?
It is known that there is a unique measure on the Borel $\sigma$-algebra of $\mathbb{R}^n$ such that the measure of the rectangle $\prod_i [a_i,b_i[$ is $\prod_i (b_i-a_i)$. This is the Lebesgue ...
- 1,035
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 ...
- 263
9
votes
1
answer
3k
views
Is every finite Borel measure on a locally compact Hausdorff, $\sigma$-compact and separable space automatically regular?
The conditions stated in the question seem mouthful and a bit arbitrary, so let me provide some backgrounds.
Definition
Let $\mu$ be a Borel measure on a topological space. We say:
$\...
- 83
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 $A$ ...
- 549
9
votes
1
answer
831
views
Baire category theorem for uncountable unions
Any compact Hausdorff space $X$ is a Baire space:
if the set $X$ is a meager set (meaning a countable union of nowhere dense subsets,
also known as a set of first category),
then $X$ is empty.
I am ...
- 37.8k
9
votes
1
answer
2k
views
Dual or pre-dual of BV
Was there any relevant work to determine the dual (or more likely the predual) of the space of bounded variation functions $BV(\mathbb{R}^n)$ (I recall the definition : a function in $L^1(\mathbb{R}^n)...
- 1,616
9
votes
2
answers
548
views
What mode of convergence is this?
I'm interested in a new (to me) mode of convergence which is stronger than convergence in measure/probability. I want to know if it has a name and if it is used much in the literature. I will write ...
- 6,287
9
votes
1
answer
384
views
Comparing two $\sigma$-algebras on $B(\ell^1)$
Let us consider $B(\ell^1)$, bounded linear operators on $\ell^1$. We recall the weak operator topology, denoted by $w$, on $B(\ell^1)$ is determined as follow
$$w-\lim T_i=T \Longleftrightarrow \...
- 4,058
9
votes
1
answer
570
views
Elements of $L^p$ and nice representatives of equivalence classes
Considering $L^p$ $( 1 \leq p < \infty)$ as a normed vector space, each element of $L^p$ is actually an Equivalent class. Take $[f] \in L^p $ as an Equivalent class, What is the Nicest possible ...
- 369
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\...
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 ...
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
8
votes
2
answers
548
views
Is taking the positive part of a measure a continuous operation?
Here is question I tried to answer for some time - it seems to be straightforward, but I have trouble figuring it out.
Let $\Omega$ be a compact domain in $\mathbb{R}^n$. For any signed Borel measure ...
- 12.7k
8
votes
5
answers
685
views
Distributions of distance between two random points in Hilbert space
Let $\mu$ be a probability distribution on a separable infinite-dimensional Hilbert space. Let $D$ be the distance between two independent random samples from $\mu$.
So $D$ has some probability ...
- 236
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 ...
- 12.7k
8
votes
2
answers
396
views
Best constant approximation in $L^p(\Omega)$
For $\Omega$ a bounded open set of $\mathbf{R}^d$ and $f\in L^p(\Omega)$ the infimum
\begin{align*}
\inf_{C\in\mathbf{R}} \|f-C\|_p
\end{align*}
is reached (by compactness). For $1<p<\infty$ ...
- 3,425
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)$?
user76098
8
votes
2
answers
644
views
Given any sequence of interpolating nodes, can we find a continuous function $f$ whose interpolating polynomials doesn't converge to $f$ point-wise
Let $[a,b]$ be an interval in real line . Given any function $f:[a,b]\to \mathbb R$ and set $A \subseteq [a,b]$ of size $n+1$, there exists a unique polynomial $p_{f,A,n}(x)$ of degree $n$ such that $...
- 1,209
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
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
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 ...
8
votes
2
answers
785
views
Is taking the product of signed measures weakly continuous?
For a Polish space $X$, let $C_b(X)$ denote the real Banach space of bounded continuous real-valued functions on $X$. Let $M(X)$ denote the space of all finite signed Borel measures on $X$, equipped ...
- 29.8k
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
8
votes
1
answer
635
views
Is the Jordan decomposition of a self-adjoint functional constructive?
Let $A$ be an abstract C*-algebra, and let $\varphi\colon A \rightarrow \mathbb C$ be a bounded linear function. Assuming the axiom of choice, there exist unique positive bounded linear functions $\...
- 974
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)
$$
for every $x\in [0,1/2]$.
On a structural ground, this ...
- 2,135
8
votes
1
answer
207
views
Subspaces of $L_p([0,1])$ whose unit ball is compact for the topology of convergence in measure
Any information about the following questions would be welcome.
I wonder whether there are (well-known or easy) closed and infinite dimensional subspaces of $L_p([0,1])$ ($1<p<\infty$) whose ...
- 81
7
votes
3
answers
4k
views
Measures on infinite dimensional Banach spaces
Does there exist a Borel measure or any valid measure on an infinite dimensional Banach space such that a bounded open set in this space has a positive measure ?
7
votes
2
answers
3k
views
Distributions and measures
Hello,
After reading the previous post, I still have some doubts. Let's consider everything on $R$ to avoid complications.
Can we say that any distribution $\mu\in\mathcal{D}'(R)$ of zero order is ...
- 1,649
7
votes
2
answers
464
views
Representing an $L^2$-functional by a non-$L^2$-function on a dense subspace
Let $(X, \mu)$ be your favourite measure space (finite or $\sigma$-finite if you like), let $g \in L^2$ (say, the scalar field of $L^2$ is $\mathbb{R}$, though this probably doesn't matter). Let $\...
- 12.5k
7
votes
1
answer
1k
views
If $H$ is a separable Hilbert space, is $L^2(H)$ separable?
Let $H$ be a separable Hilbert space, and let $\gamma$ be a Radon probability measure on $H$ with mean zero and covariance operator the identity $I$.
Is the Hilbert space $L^2(H,\gamma)$ separable?
- 8,512
7
votes
1
answer
856
views
Compactness of set of indicator functions
Let $\chi_A(x)$ denote an indicator function on $A\subset [0,1]$. Consider the set
$$K=\{\chi_A(x): \text{ A is Lebesgue measurable in }[0,1]\}.$$
Is this set compact in $L^\infty(0,1)$ with respect ...
- 395
7
votes
2
answers
345
views
Integral means vs infinite convex combinations
Let $(X,\mathcal A, \mu)$ be a probability space, $\mathbb E$ a Banach space, and $f:X\to\mathbb E$ a Bochner integrable function.
Does there exist a sequence $(x_k)_{k\ge 1} $ in $X$, and a ...
- 60.5k
7
votes
2
answers
665
views
Non-separable metric probability space
Let us say a metric probability space $(X,\rho,\mu)$ has property (*) if:
the support of $\mu$ is contained in a separable subspace of $X$.
Questions:
1. Is there a standard name for this property?
...
- 6,541
7
votes
1
answer
1k
views
Properties of convolutions
Consider the function
$$f_{n}(x)=e^{-x^2}x^n.$$
and the function
$$h_p(x):=e^{-\vert x \vert^p}.$$
My goal is to analyze
$$ F_p(y):=\frac{(f_2*h_p)(y)}{(f_0*h_p)(y)}- \left(\frac{(f_1*h_p)(y) }{(f_0*...
- 173
7
votes
1
answer
261
views
Comparison of several topologies for probability measures
Let $X$ be a compact metric space and denote $\mathcal M(X)$ the set of probability measures on $X$. For $\mu\in\mathcal M(X)$ we write $\operatorname{supp} \mu$ for the support of $\mu$. As is well ...
- 243
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 ...
7
votes
1
answer
253
views
Are all quasi-regular points on Polish spaces generic points?
Let $X$ be a Polish space and $T\colon X\to X$ be a continuous map. We say that a point $x\in X$ is quasi-regular if for every bounded continous function $\varphi\colon X\to\mathbb{R}$ the sequence $...
- 1,658
7
votes
1
answer
1k
views
Reference request: norm topology vs. probabilist's weak topology on measures
Let $(X,d)$ be a metric space and $\mathcal{M}(X)$ be the space of regular (e.g. Radon) measures on $X$. There are two standard topologies on $\mathcal{M}(X)$: The (probabilist's) weak topology and ...
- 710
7
votes
1
answer
444
views
Is an infinite-dimensional "Lebesgue measure" uniquely determined by a set of positive finite measure?
Let $\mu$ be a probability measure on a subset $C \subset \mathbb{R}^\infty$ of the space of sequences, and assume, for simplicity, that $C$ is closed and convex.
We say that $\mu$ admits shifts if ...
- 4,010
7
votes
1
answer
377
views
Prokhorov theorem on non Polish spaces
It is well known that if $X$ is a Polish space and $\mathcal{F} \subset \mathcal{M}_+(X)$ (the set of finite positive Radon measures on $X$) is uniformly tight and bounded in mass, it is relatively ...
- 401
7
votes
1
answer
850
views
Weak*-convergence of signed measures
Let $X$ be a compact Hausdorff space and let $M(X)$ denote the space of signed measures that is naturally dual to $C(X)$, the space of continuous functions on $X$. I am interested whether the ...
- 105
7
votes
1
answer
306
views
An indicator of a planar subset as an element of a tensor product
Denote $I=(0, 1)$, and let $\mu$ be the Lebesgue measure on $I$. Does there exist a function $f$ on $I\times I$ viewed as an element of the space $L^\infty(\mu\times\mu)$ such that
$$
f^2=f
$$
(that ...
- 452
7
votes
0
answers
162
views
Relation between the additive Haar measure on $(K,+)$ and the multiplicative Haar measure on $K^{*}$ for a global field $K$
The following question comes from my studying of Alain Connes's paper Trace Formula in Noncommutative Geometry and the Zeros of the Riemann Zeta Function. In it, on p. 11, Connes notes that if $K$ is ...
- 1,805
7
votes
0
answers
177
views
Does this ideal in $B(L_1)$ have a (bounded) right approximate identity?
I will take a roundabout way to defining this ideal, because (a) this route is how my collaborators and I came to it (b) this alternative definition, rather than the standard one, may suggest a ...
- 25.8k
7
votes
0
answers
549
views
Counter-example to the completeness of the Wasserstein metric
$\newcommand{\P}{\mathcal{P}}$
Let $(E,d)$ be a complete metric space, let $\P(E)$ be the set of all probability measures on $(E,\mathcal{B}(E))$. Let $W_d$ be the $1$-Wasserstein (Kantorovich) ...
- 931
7
votes
0
answers
478
views
Characterizing the sum $L^1 + L^\infty + L^{1,\infty} + L^{\infty, 1}$ of iterated Lebesgue spaces "by duality"
For the usual Lebesgue spaces $L^p (\mu)$ ($p \in [1,\infty]$) on a ($\sigma$-finite) measure space $(X,\mu)$, it is well-known that one has the characterization
$$
L^p (\mu) = \left\{f : X \to \Bbb{...
- 734