All Questions
Tagged with fa.functional-analysis measure-theory
738 questions
7
votes
0
answers
3k
views
What is vague convergence and what does it accomplish?
For convenience, let's say that I have a locally compact Hausdorff space $X$ and am concerned with probability measures on its Borel $\sigma$-algebra $\mathcal{B}(X)$. Natural vector spaces to ...
- 1,104
7
votes
0
answers
2k
views
Prokhorov's theorem for finite signed measures?
Prokhorov theorem provides a useful characterization of relatively compact sets w.r.t. narrow topology (topology induced by narrow convergence) in the space of probability measure.
Notation used ...
- 339
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
6
votes
3
answers
427
views
Point-wise limit of finite valued functions
Let $X$ be a second countable topological vector space. Does there exist any sequence of finite valued functions $f_n\colon X\to X$ converging point-wise to the identity mapping on $X$?
- 4,058
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
4
answers
1k
views
Existence of dominating measure for weak*-compact set of measures
I have posted the following question also here a longer time ago, but due to no answers I thought it might fit better to MO.
Let $(\Omega,\mathcal F)$ be a measurable space and $\mathcal P$ a weak*-...
- 215
6
votes
1
answer
214
views
Are lattice operations in a Lipschitz space sequentially continuous in the weak* topology?
This is a follow-up on this (answered) question on math.SE, but involves a different topology. I think this time it is more appropriate for MO. I will repeat the background from the question cited ...
- 437
6
votes
3
answers
1k
views
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
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
6
votes
1
answer
2k
views
Sobolev functions on $\mathbb{R}^N$ cannot be discontinuous on a $(N-1)$-dimensional submanifold
How can one prove (or where can I find a proof) that if $u \in W^{1,p}(\Omega)$, where $\Omega \subset \mathbb{R}^N$, then $u$ cannot have a $(N-1)$-manifold of discontinuity points?
- 839
6
votes
1
answer
1k
views
Are Bochner measurablity and Borel measurability compatible?
Let $(X,\mathfrak{M})$ be a measurable space and $E$ be a Banach space and $f:(X,\mathfrak{M})\rightarrow E$ be a function.
Question
Are Borel-measurable condition on $f$ and Bochner-measurable ...
- 337
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
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
6
votes
1
answer
2k
views
About weak convergence of probability measure
Suppose $\mu_j$ is a sequence of measures on $\mathbb{R}$. By the definition of weak convergence of measures, $\mu_j$ weak converges to $\mu$ means that for any bounded continuous function $f$, there ...
- 71
6
votes
1
answer
243
views
Existence of a measurable map between metric spaces
Let $X$ and $Y$ be separable complete metric spaces (if necessary, they may be assumed to be compact). Let $R\subset X\times Y$ be a closed subset such that the projection of $R$ to $X$ is onto.
Is ...
- 21.8k
6
votes
1
answer
1k
views
Prove that the flow of a divergence-free vector field is measure preserving
On page 3 of this preprint, after recalling the definition of flow generated by a vector field, the authors remark that "a necessary condition for a flow $\varphi_t(\cdot)$ generated by $a(t, \cdot)$ ...
- 839
6
votes
1
answer
223
views
Is the space of vectorial functions that are Dunford integrable complete?
Let $X$ a Banach Space and $(\Omega, \Sigma, \mu)$ a measure space. A function $F:\Omega\rightarrow X$ is Dunford integrable if $x^\ast\circ F$ is $\mu$-integrable for every $x^\ast\in X^\ast$. The ...
6
votes
2
answers
963
views
Tightness of Measures, Riesz Representation for locally compact spaces
Let $X$ be a locally compact, separable metric space and $\mu_n$ a sequence of probability measures on $S$. Let $\mathfrak{C}$ be a convergence determining class for the weak topology (for instance, ...
- 71
6
votes
2
answers
167
views
Vanishing of integral on hemispheres implies vanishing of function?
Consider a function $F$ on the half space $\{(x,y,z)|z>0\}$. If $F$ is analytic, it is straightforward to show that
A) The integral of $F$ over the hemisphere $(x-x_0)^2 + (y-y_0)^2 + z^2 = R^2$ ...
- 163
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
6
votes
1
answer
575
views
Sub-Gaussian decay of convolution of $L^1$ function with Gaussian kernel
I think it might be helpful to put the new statement at the beginning and put the original post at the end. This new statement is more mathematically elegant.
Let $f\geq0$ be in $L^1(\mathbb{R}^d)$ ...
- 1,495
6
votes
1
answer
469
views
Poincare Recurrence by Mean Ergodic Theorem
I have a question regarding a confusion from reading the Princeton Companion to Mathematics on the topic of Ergodics Theorems. It is about proving a stronger version of Poincare Recurrence Theorem ...
- 1,245
6
votes
1
answer
1k
views
Proof of the Dunford-Pettis theorem
I would like to know where to find a complete proof of the Dunford-Pettis theorem:
A sequence $(f_n)_{n\geq 0} \subset L^1$ is uniformly integrable if and only if it is relatively compact for the weak ...
6
votes
1
answer
228
views
Set where the speed of convergence is uniform in Lebesgue's density theorem
Let $B \subset \mathbb R^n$ be the unit ball.
Consider a Borel measurable set $E \subset B$ with positive Lebesgue measure $|E|>0$ (say $|E| = |B|/2$).
Then, Lebesgue's density theorem, says that ...
- 393
6
votes
1
answer
1k
views
Tensor product of measure spaces
For a compact topological space $X$, denote by $\mathcal{M}(X)$ the Banach space of finite signed Borel (Radon) measures on $X$ with the total variation norm. This is canonically isometric to the dual ...
- 9,853
6
votes
1
answer
580
views
Why is it difficult to solve the Monge problem directly?
I'm trying to understand something about the Monge problem. The Monge problem is:
Let $c(x,y): \mathbb{R}^d \times \mathbb{R}^d \rightarrow \mathbb{R}^d$ and $$\mathcal{T}(\mu_1,\mu_2) = \{ T: \...
- 427
6
votes
1
answer
2k
views
Convergence of Radon Nikodym derivatives
I apologise in advance if my question is too basic.
Some notation:
$(X,\cal{X})$ denotes a measurable metric space
where $X$ is a metric space and
$\cal{X}$ is the associated Borel sigma algebra.
...
- 757
6
votes
1
answer
321
views
What is the 'right' definition of zero measure subsets of Banach spaces?
Question. There are several ways of defining a notion of a 'zero measure' subset of a Banach space $X$. Which one is the 'right' or failing that, the preferred notion? [See below for a more precise ...
- 5,038
6
votes
1
answer
268
views
Decomposition of non negative Radon measure into $L^1$ and $H^{-1}$ functions
What is a reference for the following result (which appears to be well-known in measure theory)?
Any non negative Radon measure can be decomposed uniquely into the sum of an absolutely continuous ...
- 61
6
votes
2
answers
1k
views
Existence of a measure-preserving bijection
Let $f, g \, \colon \mathbb{R}^n \rightarrow \mathbb{R}$ be two Borel-measurable functions such that $f$ is non negative and
g is radially symmetric,
the function $ (0, \infty )\ni t \mapsto g (tx)$ ...
- 161
6
votes
1
answer
798
views
Prohorov's theorem for random elements of Hilbert space: weak convergence
Let $(\Omega,\mathcal{F},P)$ be a probability space and let $(E,\mathcal{E})$ be a separable Hilbert space ($E$) with Borel $\sigma$-algebra $\mathcal{E}$. For concreteness let us set $E=L^{2}[a,b]$ ...
- 61
6
votes
0
answers
271
views
Existence of a limit of alpha-difference quotient for Hölder functions
Let $f:\mathbb{R}\to \mathbb{R}^d,d\geq 1,$ be an Hölder function with exponent $\alpha\in (0,1)$, meaning that
\begin{equation}
\sup_{x, y \in \mathbb R, \,x\neq y}\frac{|f(x)-f(y)|}{|x-y|^\alpha}<...
- 61
6
votes
0
answers
4k
views
Interchange of supremum and integral
Let $f : X \to Y$, $X \subset R^n$, $Y$ Banach space, $g : X \times Y \to R \cup \{ \infty \}$, $L^n$ the n-dimensional Lebesgue measure.
Are there some results under which the following interchange ...
- 303
6
votes
0
answers
388
views
Closedness of a set of measures, where conditional marginals are in closed $\varepsilon$-ball w.r.t. Wasserstein distance
Let $(E,d)$ be a bounded polish space (separable, complete metric space satisfying $\sup_{x,y\in E} d(x,y) < \infty$). By $\mathcal{P}(E)$ we denote the space of Borel probability measures on $E$ ...
- 1,095
6
votes
0
answers
796
views
What is the Banach dual of the Bochner space $L^\infty(\Omega;X)$?
Suppose $\Omega$ is a $\sigma$-finite measure space (I'm happy to take $\Omega = \mathbb{N}$) and let $X$ be a Banach space. It's pretty well known that the Banach dual of $L^\infty(\Omega)$ can be ...
user14166
6
votes
0
answers
365
views
Approximating a measurable function from a second-countable, locally compact Hausdorff group to a separable Banach space
Let $ G $ be a second-countable, locally compact Hausdorff group and $ B $ a separable Banach space.
We say that a function $ f: G \to B $ is Bochner-measurable if and only if it is the everywhere ...
- 1,396
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
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
5
votes
2
answers
517
views
Functions whose product with every $L^1$ function is $L^1$
Let $\mu$ be a probability measure and $f$ a measurable function whose
product with any integrable function is integrable: $$
\int|g|\,{\rm{d}}\mu<\infty\implies \int|fg|\,{\rm{d}}\mu<\infty. $$
...
- 3,599
5
votes
2
answers
245
views
Differentiability of the map $x\mapsto \delta_x$ in the Arens-Eells/Lipschitz-free space
$\DeclareMathOperator\AE{AE}\DeclareMathOperator\Lip{Lip}$Let $\AE(X)$ denote the Arens-Eells space on a Banach space $X$. Consider the map:
$$
\begin{aligned}
\delta: X & \rightarrow \AE(X)
\\
x&...
5
votes
2
answers
321
views
If the Hausforff dimension of the graph of a function $u$ is $N$ and $\tilde u = u$ a.e. then $\dim_H \mathrm{graph} \, \tilde u = N$ too
Let $\Omega$ be an open (non empty) set and $u:\Omega \subset \mathbb{R}^N \to \mathbb{R}^M$ be a function such that the Hausdorff dimension of its graph is $N$.
Let $\tilde u = u$ a.e. Is it true ...
- 839
5
votes
1
answer
611
views
The topological duals of spaces of finite measures
In volume 1 of "Linear Operators", Dunford and Schwartz say that (footnote F1, page 374)
"No completely satisfactory representation for the conjugate space of $ba(S, \Sigma)$, $ca(S, \Sigma)$ or $...
- 5,407
5
votes
2
answers
1k
views
Is the space of signed finite measures on a compact set $M([0,1])$ a sequential space?
Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...
- 95
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
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
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
5
votes
1
answer
261
views
Infimum of Fourier transform of singular measure
Let $\mu$ be a finite non negative singular measure on $\mathbf{R}^d$. I would like to know if there exists some result on the infimum of the absolute value of its Fourier Transform $$\hat{\mu}(t)=\...
- 93
5
votes
1
answer
499
views
Hausdorff dimension of the graph of a BV function
Let $u: \Omega\subset \mathbb{R}^N \to \mathbb{R}^M$ be a $BV$ function.
Is the Hausdorff dimension of the graph of $u$ equal to $N$? How can we prove it?
Update.
In an answer to this post, it ...
- 839
5
votes
1
answer
601
views
Invariant probability on a unit ball of a Banach space
Let $\Gamma$ be a discrete group acting on an infinite-dimensional Banach space $X$ by linear isometries.
Is there a probability measure (non-atomic, not supported on a finite dimensional subspace) ...
- 53
5
votes
1
answer
758
views
Cameron-Martin theorem for non-Gaussian measures
Let $X$ be a locally convex topological linear space, and $\mathbb P$ be a probability measure on $X$. Denote the mean vector $m \in X$ and covariance operator $k : X^* \to X$. Let $\tau_u : X \to X$ ...
- 8,512