All Questions
Tagged with fa.functional-analysis measure-theory
738 questions
3
votes
2
answers
102
views
Reference for Wiener type measure on $C(T)$ when $T$ is open
I'm considering Gaussian process on open domain $T$ in $\mathbb{R}^n$ and I tried to follow the abstract Wiener space construction of Gross. Since my sample paths are meant to be continuous, I thought ...
- 163
0
votes
0
answers
113
views
The set of measurable functions together with convergence in measure is a completely metrizable abelian topological group
Below we use Bochner measurability and Bochner integral. Let
$(X, \mathcal A, \mu)$ be a complete $\sigma$-finite measure space,
$(E, | \cdot |)$ a Banach space,
$S (X)$ the space of $\mu$-simple ...
- 657
1
vote
1
answer
264
views
Is there a version of dominated convergence theorem for local $L^p$ spaces?
Fix $p \in [1, \infty)$. Let $(L^p (\mathbb R^d), \|\cdot\|_{L^p})$ be the Lesbesgue space of $p$-integrable real-valued functions on $\mathbb R^d$. Let $\tilde L^p (\mathbb R^d)$ be the space of ...
- 835
0
votes
1
answer
165
views
For $\mu$-a.e. $x \in X$, the sequence $(f_n(x, \cdot))_n$ is Cauchy in $L^1 (Y)$. Then $(f_n)$ is Cauchy in $L^1 (X \times Y)$
Below we use Bochner measurability and Bochner integral. Let
$(X, \mathcal A, \mu)$ and $(Y, \mathcal B, \nu)$ be complete $\sigma$-finite measure spaces,
$(E, | \cdot |)$ a Banach space,
$S (X)$ the ...
- 835
0
votes
2
answers
125
views
Is there a modification of $f$ on a null set such that $F: [0, T] \to L^p ({\mathbb R}^d), t \mapsto f(t,\cdot)$ is Bochner measurable?
Let $T>0$ and $p \in [1, \infty)$. Let $f \in L^p ([0, T] \times {\mathbb R}^d)$. By a theorem in this thread, there is a Lebesgue null subset $N$ of $[0, T]$ such that $f(t, \cdot)$ is Lebesgue ...
- 835
1
vote
1
answer
88
views
Approximating a family of measurable functions
Let $X$ be a set of $N>0$ elements (with the counting measure) and consider a family of measurable functions $f_i:X\to [0,1]$, for $i\in \mathbb N$.
Any function $f_i$ can be seen as a point in the ...
- 321
1
vote
1
answer
241
views
What is convergence in distribution of random variables taking values in a non-metrizable product space?
Let $F = (F(x) : x \in \mathbf{R}^n)$ be a family of $\mathbf{R}^k$-valued random variables indexed by $\mathbf{R}^n$ (to be clear there is a single probability space $(\Omega,\Sigma,\mathbf{P})$ such ...
- 1,179
0
votes
1
answer
153
views
An integral Minkowski inequality for the quasi-Banach case?
The so called integral Minkowski inequality claims that for suitable positive functions $f$ defined on the product of two measure spaces $ (X\times Y, \mu \times \nu) $ and $p\geq 1$ we have that
$$ \...
4
votes
0
answers
119
views
Is the range of a probability-valued random variable with the variation topology (almost) separable?
Let $X$ and $Y$ be uncountable Polish spaces, $\Delta(Y)$ be the space of Borel probability measures on $Y$ endowed with the Borel $\sigma$-algebra induced by the variation distance, and let $g:X\to \...
7
votes
0
answers
162
views
Relation between the additive Haar measure on $(K,+)$ and the multiplicative Haar measure on $K^{*}$ for a global field $K$
The following question comes from my studying of Alain Connes's paper Trace Formula in Noncommutative Geometry and the Zeros of the Riemann Zeta Function. In it, on p. 11, Connes notes that if $K$ is ...
- 1,805
1
vote
1
answer
138
views
Integration of vector function against vector measure
Let $X,Y,Z$ be Banach spaces and let $m\,:\,X\times Y\to Z$ be a bilinear map such that $\|m(x,y)\|\leq C \|x\|\|y\|$ for some fixed constant $C$. Moreover, let $\mu$ be a Borell vector measure on $\...
- 552
1
vote
1
answer
83
views
Integral of $M^\text{*} - M$ with respect to $M^\text{*}$ is zero for $M^\text{*}$ the running maximum of $M$ a continuous local martingale
Given $M$ a continuous local martingale, and $M^\text{*} = \sup_{0 \leq s \leq t} M_s$ its running maximum, we consider the finite variation integral
$$
I_T:= \int_0^T (M^\text{*}_s - M_s) \, \text{d}...
- 113
1
vote
0
answers
94
views
Convex combination of positive mean-ergodic operators
Let $T_1,T_2:L^1([0,1],\mathrm{d}x)\to L^1([0,1],\mathrm{d}x)$ be positive mean-ergodic operators such that:
For every $h:[0,1]\to \mathbb{R}_+$ we have that
$$\int_0^1 T_1 h(x)\mathrm{d}x = \int_0^1 ...
- 333
-1
votes
2
answers
407
views
Conditional expectation: commuting integration and supremum
Let $X$ and $A$ be compact Polish spaces endowed with Borel $\sigma$-algebras. Let $\mathcal{A} = X\times \mathcal{B}(A)$ be the $\sigma$-algebra consisting of cylinders whose projections on $A$ are ...
- 109
2
votes
0
answers
175
views
Banach space of vector measures
Let $S$ be a set and $\Sigma$ be a $\sigma$-algebra of subsets of $S$. Let $A$ be a Banach space over the field of complex numbers. A countably additive map $\mu:\Sigma\to A$ is called a vector ...
- 552
2
votes
1
answer
375
views
Radon-Nikodym derivative in a compact Hausdorff space
Let $X$ be a compact Hausdorff space where $X$ have infinitely many points and the topology is non-discrete, $m$ be a regular probability measure defined on the Borel $\sigma$-algebra of $X$, and $g$ ...
- 307
2
votes
0
answers
57
views
Regularity on $\mathbb{T}^3$ of the "functional average" of a map $S : C^\infty(\mathbb{T}^3, \mathbb{R}) \to L^2(\mathbb{T}^3, \mathbb{R})$
For simplicity, let $C^\infty(\mathbb{T}^3, \mathbb{R})$ be the real Frechet space of periodic smooth functions on $\mathbb{R}^3$. Here, $\mathbb{T}^3$ is the $3$-dimensional torus.
For a fixed ...
- 3,477
1
vote
1
answer
319
views
Total variation distance
Let $\mathcal{X}$ be the input or feature space, let $\mathcal{B}$ be Borel $\sigma$-algebra on $\mathcal{X}$ and $P(\mathcal{X})$ denotes the set of all probability measures on $(\mathcal{X},\mathcal{...
- 23
1
vote
0
answers
99
views
Proving more stronger fomula for discrepancy of a sequence [closed]
I am reading famous book about uniform distribution of sequences by Kuipers and Niederreiter and have questions about solving below exercise from that book. Before going to main exercise I will write ...
- 111
5
votes
0
answers
194
views
When does the Fourier transform of a measure decay?
Let $\mu$ be a Borel measure on $\Bbb R^d$.
It is well known that $\mu= |f|dx$ with $f\in L^1(\Bbb R^d)$ then its Fourier transform satisfies
$$\widehat{\mu}(\xi)\to0,\qquad \xi\to\infty.$$
However if ...
- 1,101
1
vote
1
answer
125
views
When is the probability measure on the "direct product" via the Kolmogorov extension theorem supported on the "direct sum"?
Let me restrict to the case of Hilbert spaces, which seem simplest.
Let $\{H_n\}$ be a sequence of (possibly infinite dimensional) Hilbert spaces and $\{ \mu_n \}$ be a sequence of Borel probability ...
- 3,477
0
votes
1
answer
245
views
Riemann-Liouville integral of $f$ is zero implies $f =0$ a.e
The Riemann-Liouville integral is defined by
$$
I^\alpha f(x)=\frac{1}{\Gamma(\alpha)} \int_a^x f(t)(x-t)^{\alpha-1} d t
$$
where $\Gamma$ is the gamma function and $a$ is an arbitrary but fixed base ...
- 141
1
vote
0
answers
89
views
Domain where the fractional Laplacian operator is a closed operator
Consider the fractional Laplacian defined by
$$(-\Delta)^s u(x) = P.V. \int_{\mathbb{R}^N} \frac{u(x) - u(y)}{|x - y|^{N + 2s}}dy, \ s \in (0,1).$$
Also consider that
$$D((-\Delta)^s) = \{u \in H^s(\...
- 111
1
vote
0
answers
140
views
Does a Borel transform uniquely determine a Borel measure?
It is a known fact that Borel measures are uniquely determined by their Fourier transforms. This is the motivation for the following question.
I came across the concept of a Borel transform of a Borel ...
- 3,515
4
votes
0
answers
495
views
Fixing the duality $L^\infty(X)= L^1(X)^*$ for Radon measure spaces
Consider the following fragment from Folland's book "A course in abstract harmonic analysis":
Let me denote the Borel subsets of $X$ by $\mathscr{B}(X)$. Folland claims that if $\mu$ is a ...
- 175
6
votes
1
answer
230
views
Integration along fibres of continuous map on compact Hausdorff spaces
Let $p:Z\to X$ be a continuous surjective map between compact Hausdorff spaces.
Does there exist a family $m=(m_x)_{x\in X}$ of Radon probability measures on $Z$, such that
the support of $m_x$ is ...
user473423
0
votes
0
answers
78
views
Different measurability of Hilbert-space valued random variable
My question is motivated by this link.
Let $(\Omega,\mathcal{F})$ and $(Y,\mathcal{B})$ be measurable spaces, a measurable map $T:\Omega\to Y$ is called a $Y$-valued random variable.
Now let $H$ be a ...
- 503
1
vote
1
answer
410
views
Takesaki lemma: existence Gelfand-Pettis integral
Consider the following fragment from Takesaki's second volume of "Theory of operator algebras" (lemma 2.4, chapter VI "Left Hilbert algebras").
In another post, it was explained ...
- 175
2
votes
1
answer
147
views
Question on density of certain set of matrices
Let $B$ be an invertible real matrix and let $Q=\{A \text{ real}\mid AB^{T} \text{ is symmetric}\}$. Is the subset $S=\{ A \in Q\mid A+A(B^{-1}A)^{2} \text{ is symmetric}\}$ of measure zero in $Q$? I ...
- 286
6
votes
1
answer
574
views
Integration in Banach algebra
Let $\mu$ be a Borel measure on the real line $\mathbb{R}$ taking values in a separable Banach algebra $A$. Assume that $\mu$ is such that the total variation measure $|\mu|$ is finite. Let $f$ be a ...
- 552
6
votes
1
answer
171
views
Kernel of bounded operator $C_0(\mathbb{R})\to C_0(\mathbb{R})$
Let $T:C_0(\mathbb{R})\to C_0(\mathbb{R})$ be a bounded linear operator, where $C_0(\mathbb{R})$ is the space of continuous functions on the real line vanishing at the infinity equipped with the ...
- 552
1
vote
0
answers
93
views
About vector valued measure algebras
Let $G$ be a locally compact group and $A$ be a Banach algebra. By $L^1(G,A)$ and $M(G,A)$ we denote the $A$-valued group, and measure algebra.
Is $M(G,A)$ a Banach algebra (with convolution as the ...
- 2,118
2
votes
1
answer
77
views
Measurability of random function with values in $C(K,E)$
Let $K \subset \mathbb{R}$ be compact, and let $E$ be a separable Banach space. Further, let $(\Omega, \mathcal{F},\mathbb{P})$ a probability space. I would like to show that a certain a random ...
3
votes
1
answer
100
views
Vague Topologies induced by $C_c$ and $C_0$ are the same on a closed ball of finite Radon measures?
Let $X$ be a locally compact Hausdorff space. Denote $C_c(X)$ and $C_0(X)$ the space of continuous functions with compact support and vanishing at infinity respectively. By Riesz representation ...
- 315
1
vote
1
answer
80
views
Prove that $N_1(A_1,A_2)= N_2(A_1,A_2)$ when $A_1A_2=A_2A_1$ and $A_1$ and $A_2$ are normal operators
Let $\mathcal{L}(E)$ be the algebra of all bounded linear operators on a complex Hilbert space $E$.
On $\mathcal{L}(E)^2$, we have two equivalent norms:
\begin{eqnarray*}
N_1(A_1,A_2)
&=&\sup\...
- 1,154
4
votes
2
answers
391
views
Lebesgue differentiation theorem at boundary points for Sobolev traces
$\newcommand{\R}{\mathbb R}$
Let $\Omega\subset \R^d$ be a smooth, bounded open set and fix $p\geq 1$.
Fact 1: the usual Lebesgue differentiation theorem says that, if $u\in L^p(\Omega)$, then
$$
u(x)...
- 5,380
2
votes
1
answer
192
views
Open sets in the space of signed measures equipped with the Kantorovich–Rubinshtein norm
Let $X$ be a compact metric space and $\mathcal{M}(X)$ be the space of variational-bounded, signed Borel measures equipped with the Kantorovich–Rubinshtein norm, cf. [Section 8.3, 1]:
$$||\mu||_0:= \...
- 113
1
vote
0
answers
96
views
Dynamical formulation of the 2-Wasserstein distance for *discrete* matrix-valued measures
TL;DR: I want to find a definition generalizing "$t \mapsto \frac{1}{m} \sum_{k = 1}^{m} \delta_{x_k(t)}$ is a Wasserstein gradient flow" to matrix-valued probability measures.
Let $(X, d)$ ...
- 67
1
vote
0
answers
78
views
Measure preserving maps of pseudo-Lebesgue measure in infinite-dimensional vector space
Let $I =([0,1),\mathcal{B},\lambda)$ stand for the unit interval with a Lebesgue measure constrained on it. This is just a uniform probability distribution, an infinite power $I^{\infty}$ is a well ...
- 519
1
vote
1
answer
89
views
Does an isometric automorphism of $L_p (X,\mu, E)$ preserve pointwise convergence?
Let $(X, \mathcal A, \mu)$ be a $\sigma$-finite measure space and $(E, |\cdot|)$ a Banach space. Here we use the Bochner integral. Let $p \in [1, \infty)$ and $q \in (1, \infty]$ such that $p^{-1}+q^{-...
- 835
4
votes
2
answers
198
views
Is the conditional expectation of a Caratheodory function a Caratheodory function?
Let $(Y, \Sigma,\mu)$ be measure space and $X$ a Polish space endowed with its Borel $\sigma$-algebra. Suppose that $f:Y\times X\to \mathbb R$ is a Carathéodory function (i.e. continuous in $x\in X$ ...
- 165
1
vote
1
answer
89
views
Representing an $L^2$-functional by a non-$L^2$-function on a dense subspace - Part II
This is a follow-up to this previous question, but under stronger assumptions.
Let $(X, \mu)$ be a (say, $\sigma$-finite) measure space, let $g \in L^2$ (say, over the real
scalar field). Let $\tilde ...
- 12.5k
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
0
votes
1
answer
124
views
If $H \in L_{q} (\mu, X^*)$ such that $\int \langle H, f \rangle \mathrm d \mu = 0$ for all $f \in L_{p}(\mu, X)$, then $H=0$ $\mu$-a.e
I'm reading Theorem 1 at page 98 of Vector Measures by Joseph Diestel, John Jerry Uhl. Here we use the Bochner integral.
Theorem 1 Let $(\Omega, \Sigma, \mu)$ be a $\sigma$-finite measure space, $1 \...
- 835
2
votes
0
answers
149
views
On limits of positive linear functionals
I am looking for pointers to the literature on questions of the following kind. ($Y$ and $\Omega$ might be open subsets of some Euclidean space, but I am interested in the kind of conditions that need ...
- 3,873
1
vote
0
answers
180
views
Generalizations of Fubini-Tonelli's theoem
Fubini-Tonelli's theorem: If $(X, A, \mu)$ and $(Y, B, \nu)$ are $\sigma$-finite measure spaces and $f: X\times Y \to [0,\infty]$ is a measurable function, then
$$ \int _{X}\left(\int _{Y}f(x,y)\,{\...
- 11
1
vote
1
answer
150
views
Show that a certain convergence of measures is equivalent to a certain convergence of integrals
Let $(\mu_n)_{n \in \mathbb{N}}$ be a sequence of a measures. We know, by the Portmanteau Theorem, that:
$$\int f d \mu_n \to \int f d\mu, \quad \forall \, f \in C_b \hbox{(class of continuous and ...
- 13
0
votes
1
answer
292
views
Does $L_{p}(\mu, X)^*=L_{q} (\mu, X^*)$ hold for $\sigma$-finite measure spaces?
I'm reading Theorem 1 at page 98 of Vector Measures by Joseph Diestel, John Jerry Uhl.
THEOREM 1. Let $(\Omega, \Sigma, \mu)$ be a finite measure space, $1 \leq p<\infty$, and $X$ be a Banach ...
- 835
1
vote
1
answer
262
views
Is $L_p(X, \mu, E)$ uniformly convex for $p \in (1, \infty)$ if $E$ is a uniformly convex Banach space?
Let $(X, \Sigma, \mu)$ be a $\sigma$-finite complete measure space, $(E, |\cdot|)$ a Banach space, and $p \in (1, \infty)$. Let $L_p := L_p(X, \mu, E)$ be the Bochner space of all $\mu$-integrable ...
- 657
2
votes
1
answer
176
views
Is the measure density condition a necessary condition for bounding the Sobolev norm $W^{n,p}(\Omega)$ by the extremal terms?
Let $\Omega \subseteq \mathbb{R}^M$ be a measurable subset of positive measure. R. A. Adams and J. Fournier in their article have proven that if $\Omega$ satisfies the so-called weak cone property, ...
- 820