All Questions
Tagged with fa.functional-analysis measure-theory
738 questions
2
votes
1
answer
336
views
Complex Borel measures: does $\mu_n \to \mu$ weakly imply $|\mu|(\Theta) \le \liminf_n |\mu_n|(\Theta)$ for every open subset $\Theta$?
Let
$\Omega$ be a metric space,
$C_b(\Omega)$ the space of all real-valued bounded continuous functions on $\Omega$, and
$\mathcal{M}(\Omega)$ the space of all finite signed Borel measures on $\Omega$...
- 657
0
votes
1
answer
216
views
Complex Borel measures: relation between the total variation norm of a measure and those of its real and imaginary parts
Let $X$ be a metric space and $\mathcal B$ its Borel $\sigma$-algebra. For $B \in \mathcal B$ we denote by $\Pi(B)$ the collection of all finite measurable partitions of $B$, i.e.,
$$
\Pi(B)=\left\{\...
- 657
4
votes
2
answers
373
views
Vague convergence: confusion about the regularity of a signed Radon measure and that of its variation
I'm reading a proof of below theorem from this paper.
Theorem A.3. Let $\Omega$ be a locally compact normal Hausdorff space. Let $\left\{\mu_n\right\} \cup\{\mu\} \subset \mathcal{M}(\Omega)$ and ...
- 657
0
votes
0
answers
65
views
Let $E$ be Banach, $\mu_n\to\mu$ weakly on a locally compact $X$, and $f \in C_b(X, E)$. Does $\int f\mathrm d\mu_n\to\int f\mathrm d\mu$ in norm?
Let
$X$ be a metric space,
$(E, |\cdot|)$ a Banach space
$\mathcal M(X)$ the space of all finite signed Borel measures on $X$,
$\mathcal C_b(X)$ be the space of real-valued bounded continuous ...
- 835
0
votes
1
answer
327
views
Deduce that a function is zero on interval $[0,M]$
I have been thinking about this for the last few days but I was not able to produce a definitive answer.
Take an integrable function $g$ that maps in $\mathbb{R}$ and with domain contained in $[0,M]$ (...
- 141
4
votes
1
answer
199
views
Are nonatomic probability measures on a Banach space nicely shrinking a.e?
Let $\mu$ be a nonatomic probability measure on a Banach space $X$. Is it true that for $\mu$ a.e. $x \in X$, the function $g_x: (0, \infty) \to \mathbb R$ given by
$$g_x (r) := \mu(B_r (x))$$
is ...
- 6,155
3
votes
0
answers
174
views
Any reference on Jensen inequality for measurable convex functions on a Hausdorff space?
I asked this question on math.stackexchange and I was suggested that asking it may be more appropriate. This is part of my research which tries to extend some of Choquet's theory to some non-compact ...
- 204
1
vote
0
answers
74
views
"N-waves" (source-type solutions) for Hamilton-Jacobi equation $v_t + (v_x)^2 = 0$
Let us consider the Burgers equation
$$u_t + (u^2)_x = 0$$
In
Liu, Tai-Ping; Pierre, Michel, Source-solutions and asymptotic behavior in conservation laws, J. Differ. Equations 51, 419-441 (1984). ...
- 839
5
votes
0
answers
135
views
Criteria for tightness of Gaussian measures on Banach spaces
In Bogachev's book "Gaussian Measures" (Example 3.8.13) sufficient conditions for the (uniform) tightness of a sequence of centered Borel Gaussian probability measures on a separable Hilbert ...
- 505
2
votes
1
answer
197
views
$\Psi$ in finite Wiener–Itô Chaos implies existence of continuous representative on neighborhood of Cameron–Martin space?
Let $(\Theta, H, \mu)$ be an abstract Wiener space, i.e. let $(\Theta, \lVert \cdot \rVert_{\Theta})$ be a separable Banach space, let $(H, \langle \cdot, \cdot \rangle_{H})$ be a separable Hilbert ...
- 150
3
votes
0
answers
160
views
Ergodic diffeomorphisms of the circle
From the paper
Halmos, Paul R., In general a measure preserving transformation is mixing, Ann. Math. (2) 45, 786-792 (1944). ZBL0063.01889.
the following result is known: Let $(E,\Sigma, \mu)$ be a ...
- 101
1
vote
1
answer
185
views
Cameron-Martin space of product space
Suppose you have Banach spaces $\mathcal B_\alpha$ where $\alpha$ is in some index set $I$. Let $\mu_\alpha$ be Gaussian measures on $\mathcal B_\alpha$ with Cameron-Martin spaces $\mathcal H_{\mu_\...
- 1,904
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
0
votes
1
answer
105
views
Transforming two smooth densities to the same density
I am looking for an example of the following:
Find a bijective, differentiable function $f$ and continuous probability density functions $q_1\ne q_2$ such that $f_*q_1=p=f_*q_2$, where $f_*$ is the ...
- 5
0
votes
0
answers
118
views
A measure on the group of homeomorphisms of $\mathbb T^2$
Let us consider the group of measure-preserving homeomorphisms of $\mathbb T^2$ (with transformations identified if they agree almost
everywhere) called $G[\mathbb T^2, \mathcal L^2]$. We shall ...
- 101
1
vote
0
answers
177
views
Building random homeomorphisms of the torus $\mathbb T^2$
In https://arxiv.org/abs/0912.3423, a family of random homeomorphisms of the circle is constructed. Main Question: Can the construction be generalized to higher space dimensions, e.g. to $\mathbb T^2$?...
- 101
1
vote
0
answers
96
views
Building random homeomorphisms of the circle
Given a positive Borel measure without atoms $\tau$ on the circle $\mathbb T =\mathbb R /\mathbb Z =[0,1)$ , in https://arxiv.org/abs/0912.3423 a homeomorphism $h:[0,1)\to [0,1)$ is defined as
\...
- 101
3
votes
0
answers
115
views
Malliavin-Shavgulidze (type) measures on the group of measure-preserving invertible maps on $\mathbb T$?
The Malliavin-Shavgulidze measures on $\operatorname{Diff}^{1}(I)$ (with $I$ an interval of $\mathbb R$) are defined as the image $W_{\sigma} \circ f^{-1}$ of the Wiener measure $W_{\sigma}$ with ...
- 101
2
votes
1
answer
373
views
Bakry-Emery criterion
The most common use of the Bakry-Emery criterion is for the measure $\mu(x)=e^{-u(x)} /Z$ where $u \in \mathcal{C}^2$. I would like to ask for an application to a smaller class.
Consider $u(x)=|x|^2 + ...
- 41
1
vote
0
answers
37
views
If $(\kappa_t)_{t\ge0}$ is a Markov semigroup with invariant measure $μ$, under which assumption is $t\mapsto\kappa_tf$ measurable for $f\in L^p(μ)$?
Let
$(E,\mathcal E)$ be a measurable space;
$(\kappa_t)_{t\ge0}$ be a Markov semigroup on $(E,\mathcal E)$;
$\mu$ be a finite measure on $(E,\mathcal E)$ which is subinvariant with respect to $(\...
- 167
2
votes
0
answers
202
views
Prove or disprove that $u=0$ a.e. on $\Bbb R^d$
Let $\Omega\subset\Bbb R^d$ be an open set. Let $k:\Bbb R^d\to [0,\infty)$ be measurable such that $0\in \operatorname{supp}k$. This implies that $\Omega\subset \Omega_k=\Omega+\operatorname{supp}k$. ...
- 1,101
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
0
votes
1
answer
243
views
Condition for set of the type $\{(a,b)|a \in A, \ b = f(a)\}$ to have empty interior if $A$ has empty interior [closed]
Let us consider $$\mathcal X = \{(a,b)|a \in A, \ b = f(a)\}, $$ where $A \subset L^1(\mathbb R)$ has empty interior and $f:L^1 \to L^1$ is a bijective map. Does $\mathcal X$ also have empty interior? ...
- 839
7
votes
1
answer
253
views
Are all quasi-regular points on Polish spaces generic points?
Let $X$ be a Polish space and $T\colon X\to X$ be a continuous map. We say that a point $x\in X$ is quasi-regular if for every bounded continous function $\varphi\colon X\to\mathbb{R}$ the sequence $...
- 1,658
2
votes
1
answer
261
views
Qualitative difference between "continuous" and "discontinuous" states on $M(G)$
Let $G$ be a locally compact Abelian group (we can think that $G={\mathbb R}$). Let $C_0(G)$ be the space of continuous functions $u:G\to{\mathbb C}$ vanishing at infinity with the usual $\sup$-norm, ...
- 7,426
0
votes
1
answer
284
views
Is there a "smooth Kantorovich-Rubinstein duality" for Wasserstein distances on smooth/Euclidean space?
Let $X$ be a compact metric space, and fix an arbitrary point $x_\ast \in X$. By the Kantorovich-Rubinstein duality theorem, the $1$-Wasserstein metric $W_1$ on the set of Borel probability measures ...
- 708
1
vote
1
answer
174
views
Dimension-preserving non-linear map
Let $F:\mathbb{R}^n\to\mathbb{R}^n$ be a continuous non-linear map, and let $A$ be a connected subset of $\mathbb{R}^n$ with $\text{dim}(A)=d\leq n$. When can we say that the dimension of the image, $\...
- 39
1
vote
0
answers
64
views
Characterization of elements of Hardy Space
Let $\Omega\subset\mathbb{C}^n$ be a $C^{\infty}$ bounded domain. Let $H^2(\partial\Omega)$ denote the Hardy space, and $S(.,.)$ denote its Szego Kernel. We know that
$$
\forall f\in H^2(\partial\...
- 63
0
votes
0
answers
190
views
Reference request for the dual space of the Bochner Space $L^1(\Omega ; X) $
Let $\Omega\subset\mathbb{R}^N$ be open and let $X$ be a Banach Space. Let $L^1(\Omega ; X)$ denote the space of all strongly measurable (sometimes also referred to as Bochner Measurable) functions, $...
- 1
0
votes
0
answers
98
views
Reference request: subspace-based generalisation of weak* convergence
Let $V$ be a normed space and $(V_j)_{j\in [0,1]}$ be a family of linear subspaces of $V$ with $V_1$ non-trivial and such that $V_1\subsetneq V_j\subseteq V_i$ whenever $i\leq j$. We write $W:=V'$ for ...
- 463
2
votes
1
answer
128
views
Regarding basis of holomorphic Hardy space
Let $\Omega\subset\mathbb{C}^n$ be any $C^{\infty}$ bounded domain and let $H^2(\partial\Omega)$ denotes a holomorphic Hardy space which is a $L^2(\partial\Omega)$ closure of $A^{\infty}(\Omega)(=\...
- 63
2
votes
0
answers
75
views
Dual space induced by a finer topology
Let $\|\cdot\|_1$ and $\|\cdot\|_2$ be two seminorms on a space $E$ such that $\|\cdot\|_2\geq\|\cdot\|_1$. Let further $E_i:=(E,\|\cdot\|_i)$ and
$$C_b(E_i):=\{f : E\rightarrow\mathbb{R}\mid f \ \...
- 463
3
votes
0
answers
153
views
Is it possible to reconstruct the universally measurable sets in X from the $C^*$-algebra $C(X)^{**}$?
This continues my question of two months ago. Let $X$ be a compact Hausdorff topological space. We consider the $C^*$-algebra $C(X)$ of continuous functions on $X$, its dual space $C(X)^{*}=M(X)$ of ...
- 7,426
0
votes
0
answers
66
views
Reference request: Integrability condition on measures
Let $(\mathcal{C}, \|\cdot\|)$ be a (non-locally compact) Banach space with Borel $\sigma$-algebra $\mathcal{B}$.
Given a probability measure $\mu : \mathcal{B}\rightarrow[0,1]$, I'm interested in ...
- 463
1
vote
0
answers
98
views
Weak convergence of measures and compact sets
Let H be a separable Hilbert space. Let L be a Hilbert-Schmidt operator from H to H, such that its image is dense in H. This allow one to take the basis of eigenfunctions of $L$: $\{\phi_i\}_{i=1}^\...
- 63
2
votes
2
answers
230
views
Does the map $f \mapsto \mu_f$ (BV to Lebesgue-Stieltjes measure) behave nicely under function concatenation?
Consider two continuous functions $f,g : [0,1]\rightarrow\mathbb{R}$ of bounded variation, and let $\mu_f, \mu_g : \mathcal{B}([0,1])\rightarrow\mathbb{R}$ be their associated Lebesgue-Stieltjes (...
- 463
3
votes
2
answers
807
views
Growth of $L^p$ norms as $p \to \infty$
Let $f$ be a non-negative function defined on the unit interval. It is well known that $N(p) := \left(\int_0^1 f^p(t) dt\right)^{\frac{1}{p}} $ converges to $\operatorname{esssup}_{[0,1]} f$ when $p \...
- 1,211
1
vote
0
answers
135
views
Description of state space of $C(K,M_n)$?
Edit: closed convex hull added.
I am trying to understand the state space of $C(K,M_n)=C(K)\otimes M_n$ for $K$ a compact space.
My guess would be that these are the closed convex hull of states on $C(...
- 598
2
votes
1
answer
282
views
Measurability of a net
Let $(f_\epsilon)_{\epsilon>0}$ be a family of positive measurable functions on $L_p(\mathbb R)$ where $1<p<\infty.$ Assume that the pointwise supremum $f^*(x)=\sup_{\epsilon>0}|f_\epsilon(...
- 1,879
2
votes
0
answers
195
views
Gauge invariance of a QFT path integral
If we consider the usual formal construction of a path integral over fields with gauge symmetries e.g as in Weinbergs "The Quantum Theory of Fields - Volume 2" the notion of gauge invariance ...
- 651
4
votes
0
answers
481
views
Generalized Jensen's inequality for positively homogeneous functions
The function $f:V \to \hat{\mathbb{R}}$ is said to be positively homogeneous iff $f(\alpha v) = \alpha f(v)$ for every $\alpha \in \mathbb{R}_{++}$. Here $V$ is a real vector space and $\hat{\mathbb{R}...
- 519
3
votes
1
answer
131
views
Questions about ratio set in a dynamical system
Given a dynamical system $(X, \Omega, \mu)$ ($\Omega$ the $\sigma$-algebra and $\mu$ a measure), we assume there is a group $G$ acting on the system in the sense that, for each group element $g$, $g$ ...
- 307
0
votes
1
answer
59
views
Strong measurability of operator-valued map induced by a kernel
Let $K\in L^2([0,T]^2)$, and for each $t\in [0,T]$, let $\mathcal{T}_t $ be such that for all $f\in L^2([0,T])$, $\mathcal{T}_t f(s)=\int_0^T K(s,t)K(u,t)f(u)\, d u$ for all $s\in [0,T]$. One can show ...
- 503
1
vote
3
answers
579
views
Squeezing more convergence from the convergence in all $L^p$ spaces
Let $X$ be a space endowed with a finite measure $m$. Let $f_n : \to \mathbb C$ be measurable functions such that $|f_n| \le 1$ for all $n$ and $f_n \to 0$ in every space $L^p (X)$ with $p \in [1, \...
- 5,407
1
vote
3
answers
345
views
Under what general conditions is the set $S := \left\{\int_{X}v(x)\pi(x)\,\mathrm{d}P(x) \mid \pi: X \to A\right\}$ closed?
Let $X$ be a compact subset of $\mathbb R^n$ and let $A$ be a compact subset of $\mathbb R^k$. Let $P$ be a probability distribution on $X$ and $v$ be a $P$-measurable function from $X$ to $\mathbb R^{...
- 6,853
5
votes
1
answer
299
views
About weak integrals: Appendix of Folland's book "A course in abstract harmonic analysis"
Consider the following fragment from Folland's book "A course in abstract harmonic analysis":
All integrals are here to interpreted in the weak sense (see p285 in Folland's book). Why is ...
- 175
1
vote
0
answers
292
views
Developing measure theory through $\delta$-rings
I am scratching my head trying to understand the notion of measurability in Fell's and Doran's book: Representations of (star)-algebras, locally compact groups, and Banach (star)-algebraic bundles.
...
- 155
3
votes
0
answers
277
views
Radon-Nikodym derivative of vector-valued measure with respect to another vector-valued measure
Let $(X, | \cdot |)$ be a Banach space.
I am interested in whether one can extend the definition of the Kullback-Leibler divergence
$$
\text{KL}(\mu \ \Vert \ \nu)
:= \int_{\Omega} \ln\left(\frac{\...
- 67
3
votes
0
answers
233
views
Is it possible to reconstruct the compact space $X$ from the space of measures $M(X)$?
Let $X$ be a compact Hausdorff topological space and $C(X)$ the Banach algebra of continuous functions $u:X\to\mathbb C$ (with the usual $\sup$-norm). It is well-known that the structure of Banach ...
- 7,426
2
votes
1
answer
139
views
Spaces with atomless independent $\sigma$-sub-algebras
When comparing two sub-$\sigma$-algebras on a probability space $(\Omega,\Sigma,\pi)$, say $\mathcal{X}$ and $\mathcal{Y}$, say that $\mathcal{X}$ is strictly coarser than $\mathcal{Y}$ if the ...
- 123