All Questions
Tagged with fa.functional-analysis measure-theory
738 questions
2
votes
1
answer
172
views
Is there an analogue of transportation-cost inequality under a weighted Log-Sobolev Inequality?
It is known that under the Log-Sobolev Inequality for $\pi$, i.e., if for all $\rho$,
$$H_\pi(\rho):=\int \rho(x)\log\frac{\rho(x)}{\pi(x)}dx \leq \frac{1}{2\beta}\int \rho(x)\left\|\nabla \log\frac{\...
- 21
5
votes
1
answer
457
views
Sufficient condition for a probability measure to be a pushforward measure
Let $(E,d),(F,d')$ be separable metric spaces endowed with their Borel algebra, $f:E\rightarrow F$ a continuous surjective function, and $Q$ a probability measure on $F$ with separable support.
...
- 449
4
votes
1
answer
330
views
Uniform boundedness principle for almost surely converging sequence of operators
I'd like to do the following: I consider a separable Banach space $X$ with a probability measure $\mu$ on the Borel $\sigma$-algebra $\mathcal B(X)$. Additionally, I have a sequence of measurable, ...
- 375
3
votes
0
answers
274
views
Density of signed measures in dual space
Let $B$ be a Banach space of functions on a Radon space $X$. By the Hahn-Banach theorem, we know that the canonical evaluation map is isometric. That is, for every $f \in B$, we have
$$\|f\| = \sup_{\...
- 103
3
votes
3
answers
776
views
Radon-Nikodym property for space of signed measures
Given a measurable space, the vector space of signed measures is a Banach space. Does it have the Radon-Nikodym property? What if the space is of a special type, such as a nice topological space with ...
- 2,247
4
votes
1
answer
196
views
On the intersection of two Orlicz spaces
It is well-known that if $1\leq p\leq q\leq \infty $ then
$$ L^p(X)\cap L^q(X)\subset L^r(X)\quad\quad \text{whenever $r\in [p,q]$}\tag{I}\label{Eq}.$$
Indeed let $u\in L^p(X)\cap L^q(X)$. For some $...
- 1,101
2
votes
0
answers
78
views
Definition of a continuous Gabor frame
I am trying to understand the definition of a Gabor frame and would appreciate some clarification with terminology. Let us begin with the setup: Let $G$ be a locally compact abelian group, and let $\...
- 1,144
1
vote
0
answers
191
views
Dual of union of Reproducing Kernel Hilbert Spaces
I have a union of Reproducing Kernel Hilbert Spaces $\mathcal{B}$. I am interested in finding the dual of $\mathcal{B}$. Knowing what the dual is might help to write an alternate formulation for the ...
- 171
2
votes
1
answer
143
views
How to characterize the order convergence in Bochner-integrable functions space?
Let $(\Omega,\Sigma,\mu)$ a finite measure space. We want to characterize the order convergence (for sequences) in Bochner integrable functions space $L^1(\mu,X)$, $X$ Banach lattice.
In $L^p$ we have:...
- 21
1
vote
0
answers
280
views
On measurability of certain group actions on spaces of bounded measurable functions
Let $\mathcal{H}$ be a separable Hilbert space equipped with a strongly continuous unitary representation of a locally compact group $G$. Denote by $\mathcal{L}^{\infty}(H)$ the space of the bounded ...
- 505
0
votes
1
answer
460
views
Infinite-dimensional Gaussian measure vs finite-dimensional Wiener measure
I'm trying to figure out the connections between two contructions of Gaussian measure.
Let $(U, \langle\cdot,\cdot\rangle_U)$ be a seprable Hilbert space, and $\mathcal{B}(U)$ be the Borel sigma-...
- 227
2
votes
0
answers
186
views
Metric on space of Borel-measurable functions
Let $(X,d_X),(Y,d_Y)$ be metric spaces and $X$ is locally-compact and fix a Borel probability measure $\nu$ on $X$. For any Borel-measurable $f:X\rightarrow Y$, let $\mathcal{K}(f,\delta)$ be the set ...
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
2
votes
0
answers
104
views
Weak convergence rates for integral operators
Suppose $q=\sum_{i=1}^m\pi_i\delta_{x_i}$ is a discrete measure on $\mathbb{R}^n$ and let $q\ast \varphi_\epsilon$ denote the convolution of $q$ with some mollifier $\varphi_\epsilon$, so that $q\ast\...
- 75
1
vote
0
answers
305
views
Gaussian measures on infinite dimensional spaces
On Zabczyk & Da Prato book about infinite dimensional SDEs they introduce the idea of Gaussian measures in infinite dimensional Banach spaces. They do so by means of Fernique theorem.
In the ...
- 515
0
votes
1
answer
236
views
Estimate on total variation of composition of functions
Let $f \in BV(\mathbb R)$ and $g: \mathbb R \to \mathbb R$ be Lipschitz. How can I estimate the total variation of $f\circ g$, that is
$$
\int_{\mathbb R} \left|\frac{d}{dx}f(g(x))\right| dx \ ?
$$
...
- 303
0
votes
0
answers
92
views
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
$$\ell_1(E):=\{u:=(u_x\in\mathbb{C}:x\in F):F\text{ is a countable subset of }E \text{ and } \|u\|_{\ell_1(E)}:=\...
- 131
3
votes
0
answers
104
views
Regular Lagrangian flows on a domain of $\mathbb{R}^d$ with a boundary
I'm looking for some references about the theory of regular Lagrangian flows on a smooth domain $\Omega$ of $\mathbb{R}^d$ (say a smooth bounded open set of $\mathbb{R}^d$ or a half space).
Here, ...
- 161
3
votes
1
answer
233
views
A special approximation of the Heaviside function
Is there a $C^m$ approximation $f_\epsilon$ of the Heaviside function such that
$$f_\epsilon(x) = f_1(x/\epsilon) = \begin{cases} 0 & \text{ if } x < 0 \\
1 & \text{ if } x/\epsilon \ge 1
\...
- 131
1
vote
1
answer
125
views
Functions such that $ \Vert\tfrac{d^4}{dx^4}f\Vert_{L^2(0,1)} < \sqrt{2} \Vert f \Vert_{L^1(0,1)}$
Is there a (non-constant) function $f \in C^4((0,1))$ that is zero in an interval $(a,b) \subset (0,1)$ and such that the inequality
$$\Vert\tfrac{d^4}{dx^4}f\Vert_{L^2(0,1)} < \sqrt{2}\Vert f \...
- 131
0
votes
1
answer
148
views
Total variation of composition of BV function and diffeomorphism [closed]
Let $f:\mathbb R \to \mathbb R$ be a $BV$ function and $g:\mathbb R \to \mathbb R$ be a diffeomorphism. What is the total variation of $f \circ g$?
My guess is
$$
TV(f\circ g) \le TV(f) \Vert (g^{-1})'...
- 303
2
votes
1
answer
239
views
Injectivity of an integral transform
For a bounded function $F: \mathbb R_{\ge 0} \to \mathbb R$ (not necessarily non-negative), is it true that
$$\int_0^\infty \frac{x^ks}{(s^2+x^2)^{(k+3)/2}} F(x) dx = 0 \text{ for all $s >0$} \iff ...
- 303
2
votes
0
answers
62
views
Decomposition of the Orlicz norm into sequential norm
I am bearing seeking for a sequential decomposition of the norm in Orlicz space.
Let me state what is known in the particular case of Lebesgue space $L^p(\Bbb R^d)$.
Given $u\in L^p(\Bbb R^d)$ let
$$n\...
- 1,101
1
vote
1
answer
137
views
Embeddings of spaces of probability measures
What is the relationship between the spaces $X_1\triangleq \mathscr{P}(C([0,1],\mathbb{R}))$ and $X_2\triangleq C([0,1],\mathscr{P}(\mathbb{R}))$; where $\mathscr{P}(\cdot)$ denotes the Borel ...
- 5,405
2
votes
0
answers
259
views
Bochner integral in a Fréchet space
I have a Fréchet space $V$ whose topology is (if it helps) induced by a family $\mathcal{P}$ of norms - not just seminorms - and on this space I have a Borel probability measure $\nu$. Now, I would ...
- 651
3
votes
0
answers
101
views
Pettis vs. Dunford integrability of operator valued functions
Given a Banach space $X$ and a measure space $(\Omega ,\mu )$, one says that a function
$$
f:\Omega \to X
$$
is Dunford integrable, or scalarly integrable if, for every $\varphi $ in the ...
- 2,263
2
votes
1
answer
395
views
Existence of integral kernel
I know the following statement ture.
Let $T \in B(L^1(\mathbb{R}^d), L^\infty(\mathbb{R}^d))$, where $B(X, Y)$ denotes all bounded linear operoters from $X$ to $Y$.
Then, $T$ has the integral kernel $...
- 193
0
votes
0
answers
301
views
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
1
vote
0
answers
77
views
Is there a term for a linear operator on an $L^p$ space that "locally respects boundedness"?
Let $X$ be a Polish space, and $\mu$ a locally finite measure. Take any $p \in \{0\} \cup [1,\infty)$. We will say that a linear operator $T \colon L^p(\mu) \to L^p(\mu)$ has property $(\ast)$ if ...
- 708
4
votes
3
answers
2k
views
Duality of finite signed measures and bounded continuous functions
Let $E$ be a metric space, $C_b(E)$ denote the space of bounded continuous functions $E\to\mathbb R$ (equipped with the supremum norm), $\mathcal M(E)$ denote the space of finite signed measures on ...
- 167
2
votes
0
answers
142
views
Radon-Nikodým-like theorem for Radon measures
Let $(E,d)$ be a metric space, $\mu$ be a nonnegative Radon$^1$ measure on $\mathcal B(E)$ and $\nu$ be a finite (signed) Radon measure on $\mathcal B(E)$.
I'm searching for a Radon-Nikodým-like ...
- 167
3
votes
2
answers
588
views
On the Fourier inversion formula
For a given function $f\in L^1(\mathbb{R})$, suppose that the
$$\check{f}(x)=\int_\mathbb{R} \hat{f}(\zeta)e^{2\pi i\zeta x}d\zeta$$
almost every where converges in $\mathbb{R}$. Then, can we say that
...
- 4,058
2
votes
0
answers
129
views
Is there any nontrivial measure on $L^p$ or Sobolev spaces?
One may find a counting measure or trivial probability measure on $L^p$. However, is there any meaningful measure constructed on $L^p$, so that one may try to find a size of subsets of $L^p$? The same ...
2
votes
1
answer
183
views
Does set of finitely additive probability measures embed linearly into a strictly convex dual Banach space?
I am trying to better understand a condition that appears in Theorem 1 of this paper.
Let $K$ be a convex and compact subset of a locally convex tvs. The condition is:
$K$ embeds linearly into a ...
- 869
2
votes
0
answers
115
views
Showing that for measurable $\Omega \subseteq \mathbb{R}^n$, $L^1(\Omega; C_0(\mathbb{R}^n))$ is separable
Here we're integrating "Banach-valued" functions $u: \Omega \rightarrow C_0(\mathbb{R}^n))$ , and by $u \in L^1(\Omega; C_0(\mathbb{R}^n))$ I mean that
$$\int_{x \in \Omega} \| u(x) \|_{\...
- 21
0
votes
1
answer
86
views
Kolmogorov entropy of a subset of $L^1$
How can we estimate the Kolmogorov $\epsilon$-entropy
$$H_\epsilon (A,L^1(\mathbb R))$$
where
$
A = \{f:\mathbb R \to [0,K] \text{ s.t. $f \in L^1$ and has total variation $TV(f) \le M$}\}
$?
- 839
4
votes
0
answers
160
views
Can we show equivalence of two distributions based on their statistics?
Let $p,q$ be two distributions on $\mathbb{R}^d$. Let $f:\mathbb{R}^d\times\mathbb{R}^d\rightarrow\mathbb{R}$. Under what conditions does $\mathbb{E}_{x\sim p}f(x,z)=\mathbb{E}_{x\sim q}f(x,z)\ \...
- 57
3
votes
1
answer
148
views
Measurability of superposition operator with non-separable Banach space
Let $f\colon I \times X \to \mathbb{R}$ be a map where $I \subset \mathbb{R}$ is an interval, $X$ is a Banach space (possibly non-separable) and we have
$$t \mapsto f(t,x) \text{ is measurable}$$
$$x \...
- 107
3
votes
1
answer
228
views
Spectrum of a self-adjoint operator and spectral measures
Let $T$ be a self-adjoint operator on a Hilbert space $\mathcal{H}$, with spectrum $\sigma(T)$. For any $x,y\in \mathcal{H}$, denote by $\mu_{xy}$ the spectral measure of $T$ with respect to $x$ and $...
0
votes
1
answer
169
views
Convergence in weak dual topology $\sigma(L^\infty, L^1)$
Let $f\in L^\infty(\mathbb{R})\cap C(\mathbb{R})$, that is $f$ is continuous and bounded on $\mathbb{R}$. Let $S_r$ denote the shift by $r\in \mathbb{R}$: $S_r f=f(\cdot-r)$.
Suppose $S_{r} f $ ...
- 3
3
votes
1
answer
213
views
Unique solution of a 1-D ODE with a bounded positive right-hand-side
Consider the initial value problem $$\dot x(t) = F(t,x), \quad t \in (0,T)$$ with given initial datum $$x(0) = x_0 \in \mathbb R.$$ More precisely we consider the integral equation $$x(t)=x(0)+\int_0^...
- 839
-1
votes
1
answer
113
views
Interpolation inequality $\int_{\mathbb R} u^3 dx \le \int_{\mathbb R} (u')^2 dx + \int_{\mathbb{R}} u^2 dx$ [closed]
Let $u \in C^\infty(\mathbb R)$. Is it true that the following interpolation inequality holds?
$$\int_{\mathbb R} u^3 dx \lesssim \int_{\mathbb R} (u')^2 dx + \int_{\mathbb{R}} u^2 dx$$
- 217
2
votes
0
answers
89
views
Prove integral inequality for divergence-free vector fields
Let $u$ be a divergence-free vector field $u:\mathbb R^n \to \mathbb R^ n$. Does the following inequality hold?
$$\Big( \int_{\mathbb R^n} |u|^2 dx\Big)^2 \le C\Big(\int_{\mathbb R^n} |u|^2|x|^2 dx \...
- 839
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
2
votes
0
answers
131
views
Does a spectral theorem exist for linear operator pencils?
I was wondering if a version of the spectral theorem (the projection valued measure case) holds for linear pencils of the form
$$
A-\lambda B
$$
where $A,B$ are self-adjoint on some Hilbert space $\...
- 223
5
votes
1
answer
774
views
Question/References on the Skorokhod M1 topology
Let $D(0,T)$ be the space of right continuous functions with left limits defined on $[0,T]$. Consider the Skorokhod M1 topology on $D(0,T)$, see e.g. S. Ledger, Skorokhod’s M1 topology for ...
user128095
5
votes
0
answers
135
views
Relationship between continuous vector fields and divergence measure fields in dimension $\ge 2$
Let $\Omega \subset \mathbb R^d$ with $d \geq 2$ (I am mostly interested in the case when $\Omega$ is the unit ball). A vector field in $L^p(\Omega,\mathbb R^d)$ is called a divergence measure field ...
- 437
3
votes
1
answer
304
views
Existence of probability measure on the circle with given Fourier coefficients
We say that a Hermitian symmetric (i.e., $f_{-n} = f_n^*$ for any $n \in \mathbb{Z})$ sequence $(f_n)_{n\in \mathbb{Z}}$ is positive-definite if, for any $N \geq 0$ and any $z_0 , \ldots, z_N \in \...
- 2,306
0
votes
1
answer
188
views
a question about vector valued Banach spaces
I wonder the difference between $L^1(\mu\times\nu)$ and $L^1(\mu;L^1(\nu))$, as if partial derivatives can be exchanged with integration in the second spaces in many articles. In Folland's real ...
- 71
2
votes
0
answers
100
views
What is the weak limit of $f_n \ \mathrm{sign}(f_n - 1)$ if $f_n \to f$ weakly in $L^p([0,1])$?
Let $f_n: [0,1] \to \mathbb R$ be a uniformly bounded sequence in $L^p$. Then there exists a subsequence such that $f_{n_k} \to f$ weakly in $L^p([0,1])$. What is the weak limit of the sequence of ...
- 217