All Questions
Tagged with fa.functional-analysis measure-theory
245 questions with no upvoted or accepted answers
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Heine-Borel property for (probability) measures on $\mathcal{S}'$?
For Euclidean space $\mathbb{R}^n$, it is a well-known fact that the Schwartz space $\mathcal{S}(\mathbb{R}^n)$ is a Montel space. Moreover, the space of tempered distributions $\mathcal{S}'(\mathbb{R}...
- 3,477
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39
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Comonotone solution for Optimal Transport problems with supermodular surplus
In Alfred Galichon's book Optimal Transport Methods in Economics the foollowing result is stated for OT problems on the real line.
Theorem 4.3.(i) Assume that $\Phi$ is supermodular. Then the primal ...
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107
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Does the sequence of bounded symmetric square integrable holomorphic functions have a convergent subsequence?
Let $f$ be a bounded holomorphic function on $\mathbb D^2$ and $s : \mathbb C^2 \longrightarrow \mathbb C^2$ be the symmetrization map given by $s(z) = (z_1 + z_2, z_1 z_2),$ for $z = (z_1, z_2) \in \...
- 41
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49
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Existence of sequence of regular projections
Reading the book :Krasnosel'skii, M.A.; Pustylnik, E.I.; Sobolevskii, P.E.; Zabreiko, P.P. (1976), Integral Operators in Spaces of Summable Functions, Leyden: Noordhoff International Publishing, 520 p....
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120
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Equality of two measures on functional spaces
It is well known that if $\mu$ and $\nu$ are two measures on the space $C^0([0,1],\mathbb{R}^n)$ of continuous mappings from $[0,1]$ to $\mathbb{R^n}$ endowed with its Borel $\sigma$-algebra satisfy $$...
- 1
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80
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Measurable Extension
Let $(\Omega, \mathcal{F})$ be a measurable space and $X$ some metric space (probably Polish) with the Borel $\sigma$-algebra and a function $f: \Omega \times X \to \mathbb{R}$. Usually, functions ...
- 136
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57
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Projection measure and an integral formula for Lipschitz functions
Let $n\geq m\geq 0$ be integers and put $k=n-m$. Let $A\subset\mathbb{R}^n$ be Borel measurable, we define the projection measure of $A$ as
$$\mu_k(A):=\underset{P_1, \ldots, P_r}{\sup_{A=A_1\sqcup\...
- 75
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73
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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
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22
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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
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63
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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 ...
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81
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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
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98
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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
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42
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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
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94
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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
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145
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$L_\infty([0,1], \mathbb{C})$ 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
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73
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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
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47
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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
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113
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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
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78
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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
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65
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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
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118
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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
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190
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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, $...
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98
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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
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66
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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
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21
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Estimatives for elliptic systems involving the laplacian
Considering the problem
\begin{equation}
\left\{
\begin{array}[c]{11}
\Delta(\Delta \chi -\chi) = 0 & \text{in } \Omega, \\
\Delta \chi -\chi = h_2 - h_1, & \text{on } \partial\Omega \\
\end{...
- 101
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75
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Extracting the point mass measure of some type of positive measures
Let us consider the measure algebra $M(\mathbb{R})$ consisting of all Radon measures on the reals.
Let $\delta_0$ be the point mass measure concentrated on 0, which is also the multiplicative ...
- 4,058
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116
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Is there a proper term for a "continuum-convex" set?
Let $X$ be a Banach space, and for any compactly supported Borel probability measure $\mathbb{P}$ on $X$, define the mean $\mu_\mathbb{P}$ by $\mu_\mathbb{P}=\int_X x \, \mathbb{P}(dx)$.
I want to say ...
- 708
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92
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Can $\ell_1(E)$ be embedd into the dual of continuous function space?
Let $E$ be a compact seperable space, for example $E=[0,1]\subset\mathbb{R}$. Denote by
$$\ell_1(E):=\{u:=(u_x\in\mathbb{C}:x\in F):F\text{ is a countable subset of }E \text{ and } \|u\|_{\ell_1(E)}:=\...
- 131
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301
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Convergence of characteristic functions vs. weak convergence of measures and the Ito-Nisio theorem
In section 2.6 of Linde's Probability in Banach Spaces: Stable and Infinitely Divisible Distributions the author is pointing out that in infinite-dimensional Banach spaces the convergence of ...
- 167
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107
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Norm equivalences for Gaussian random functions (Cameron-Martin space)
Preliminaries
Consider the Hilbert space $H :={L^2_{\text{per}}(\mathbb{R})}$ of Gaussian random functions, $2\pi$-periodic in $\mathbb{R}$.
These random functions are drawn from a Gaussian measure $\...
- 101
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99
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Link between eigenvalues of a symmetric matrix and a functional space
Let $f_1,\dots,f_n \in L^2(\mathbb{R},\mathbb{R})$ be $n$ mutually orthogonal functions with $\int f^2_i =1$ such that $|\{x \in \mathbb{R} | f_i(x) = 0\}| = 0$ for any $i \in \{1, \dots,n\}$. Does ...
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145
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“Chapman-Kolmogorov”-convolution vs. smoothness
Let $K:\mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ be a so-called "integral-kernel": we certainly require $K(x,.)$ and $K(.,y)$ to be Lebesgue measurable for almost all $x,y \in \mathbb{R}^n$. An ...
- 1,461
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63
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Coarea-like formula for BV functions (not their derivative)
Let $\Omega \subset \mathbb R^N$ and $f \in BV(\Omega)$. The coarea formula states that
$$Df = \int_{\mathbb R} D \chi_{\{f >h\}} \, dh.$$
Unfortunately, the formula
$$f = \int_{\mathbb R} \...
- 839
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101
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Reference Request: Egoroff Theorem for nets
Does there exist a generalization of Egoroff theorem for nets instead of sequences of functions?
- 5,405
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75
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Dense Egoroff theorem
Suppose that $f_n:X\rightarrow V$ is a sequence of continuous functions from a compact metric space $X$ to a Banach space $V$ and let $\mu$ be a Radon measure on $X$ and $\epsilon>0$ be given.
...
- 5,405
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76
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Measure on infinite dimesional $L^p$ space relating size in norm to size in measure
Let $A$ be a bounded set in an infinite dimensional $L^p$ space. Fix an $\epsilon>0$. Is there a Borel measure $M$ such that
$$ M(B(x,\epsilon)) \geq C, \quad \forall x \in A$$
for some $C>0$ ...
- 111
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46
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The Minkowski $(N-1)$- dimensional upper constant of a closed curve?
Let $\Omega\subset \mathbb R^N$ be open bounded smooth boundary. Let $S\subset \Omega$ be a $N-1$ rectifiable set with $\mathcal H^{N-1}(S)<+\infty$. It is well know that if $S$ is not closed, then ...
- 679
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63
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The union of weighted compact supported continuous function
Let $\Omega\subset \mathbb R^N$ be open. Given a weight function $v\geq 1$ such that $v\in L^1_{\text{loc}}(\Omega)$ and $l.s.c$. Also supposethere exists a Lipschitz continuous sequence $v_n$ such ...
- 679
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405
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What does the Plancherel theorem say about positive-definite distributions?
I'm trying to understand the answer to this MO question: Bochner's theorem for measures of positive type, which suggests a relationship between Bochner's theorem and the Plancherel theorem.
The ...
- 3,799
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148
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existence of locally translation-invariant Borel measure on Frechet manifolds
It is well known that the only locally finite, translation-invariant Borel measure on an
infinite-dimensional, separable Frechet space is the trivial measure. I am wondering about an analogous ...
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184
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Reference request: density of $C_c^{\infty}(\mathbb R^d)$ in $L^2(\mathbb R^d,d\rho)$
My question is motivated by an optimal transportation approach to PDE's and gradient flows in metric spaces (see e.g Otto's geometry of dissipative evolution equations: the porous media equation and ...
- 5,380
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405
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Dual of the space of vector valued Borel measures
What is the dual of the space of all vector valued Borel measures?
- 21
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answer
440
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Variation on Fatou's lemma for Sobolev norms
Recall that Fatou's Lemma says that for every sequence $f_n$ of non-negative measurable functions
$$\int \liminf_{n\to \infty} f_n \ d\mu\leq \liminf_{n\to \infty} \int f_n\ d\mu \ .$$
If I am not ...
- 1
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votes
1
answer
221
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Sort-of extension of Young inequality to arbitrary measures
Hello folks,
Suppose we're working in ${\mathbb T}^q$, the $q$-times Cartesian product of $[-\pi,\pi]$ with the endpoints identified. So, $ L^p := L^p({\mathbb T}^q) $.
The Young inequality may be ...
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-3
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0
answers
65
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Exercise generalizing (related to) Hölder's inequality
I came across this exercise and feel absolutely stuck:
Let $p, q, r \in (1, \infty]$ be such that $1/p + 1/q = 1 + 1/r$. Suppose that $F : \mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ satisfies ...
- 1