All Questions
Tagged with fa.functional-analysis measure-theory
245 questions with no upvoted or accepted answers
12
votes
0
answers
435
views
Uniform closure of subspaces of Baire class 1
Describe a uniformly closed linear subspace $A \subset C([0,1])$ such that the space $B_1(A)$ is not uniformly complete. Here $B_1(A)$ is the set of all bounded functions $f$ which are pointwise ...
- 1,704
10
votes
0
answers
744
views
Is the set of real-valued lower semi-continuous functions measurable in epigraph topology (= topology of Gamma convergence)?
Let LSC = LSC([0,1]) be the set of non-negative, lower semi-continuous functions on the unit interval which take values in $\mathbb{R}_+ \cup \{\infty\}$. We use epigraph topology on LSC, i.e. a ...
- 888
8
votes
0
answers
751
views
The log kernel and Bochner Theorem
I was wondering if it possible to find a measure $\eta$ on $\mathbb{R}$ such that
$$
L(x):=\log\frac{1}{|x|}=\int e^{itx}\;d\eta(t)
$$
for every $x\in [0,1/2]$.
On a structural ground, this ...
- 2,135
8
votes
1
answer
207
views
Subspaces of $L_p([0,1])$ whose unit ball is compact for the topology of convergence in measure
Any information about the following questions would be welcome.
I wonder whether there are (well-known or easy) closed and infinite dimensional subspaces of $L_p([0,1])$ ($1<p<\infty$) whose ...
- 81
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
7
votes
0
answers
177
views
Does this ideal in $B(L_1)$ have a (bounded) right approximate identity?
I will take a roundabout way to defining this ideal, because (a) this route is how my collaborators and I came to it (b) this alternative definition, rather than the standard one, may suggest a ...
- 25.8k
7
votes
0
answers
549
views
Counter-example to the completeness of the Wasserstein metric
$\newcommand{\P}{\mathcal{P}}$
Let $(E,d)$ be a complete metric space, let $\P(E)$ be the set of all probability measures on $(E,\mathcal{B}(E))$. Let $W_d$ be the $1$-Wasserstein (Kantorovich) ...
- 931
7
votes
0
answers
478
views
Characterizing the sum $L^1 + L^\infty + L^{1,\infty} + L^{\infty, 1}$ of iterated Lebesgue spaces "by duality"
For the usual Lebesgue spaces $L^p (\mu)$ ($p \in [1,\infty]$) on a ($\sigma$-finite) measure space $(X,\mu)$, it is well-known that one has the characterization
$$
L^p (\mu) = \left\{f : X \to \Bbb{...
- 734
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 ...
- 1,084
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
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
0
answers
160
views
Hartman uniform distribution of means
Background: for a discrete abelian group $G$, a character of $G$ is a homomorphism $\chi:G\to \mathbf S^1$, $\mathbf S^1$ being the circle group $\{z\in \mathbb C:|z|=1\}$ with ordinary multiplication....
- 929
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
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
5
votes
0
answers
280
views
Completeness of the space $L^p$ and the Axiom of Countable Choice
I am thinking about the proof that the usual $L^p$ spaces are complete.
So, let $(X,\mathcal{F},\mu)$ be a measure space and let
$p\in[1,+\infty)$.
Important: by a measure I mean a nonnegative $\sigma$...
- 935
5
votes
0
answers
158
views
Bochner–Minlos Theorem for locally convex spaces and their duals
Let $(X,\tau)$ be a locally convex space and $(X^{*},\tau_{s})$ be its topological dual space equipped with the strong topology. Denote by $S(X,X^{*})$ the collection of operators from $X$ to $X^{*}$ ...
- 3,515
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
5
votes
0
answers
198
views
Heuristic and graphic representation of BV functions and their singularities
This question is about some heuristics and graphs of BV functions.
In 1-dimensional setting, two key examples of $BV$ functions $u: \mathbb R \to \mathbb R$ are
the Heaviside function, whose ...
- 839
5
votes
0
answers
178
views
Support of a Measure with Characteristic Functional Continuous in $L_p$, $1\leq p <2$?
Let $\mathcal{S}(\mathbb{R})$ be the space of smooth and rapidly decaying functions and $\mathcal{S}'(\mathbb{R})$ its dual, the space of tempered distributions. Let $\mathscr{P}$ be a probability ...
- 2,306
5
votes
0
answers
286
views
$f, \hat{f} \in L^{p}\cap L^{\infty} \implies f\in B(\mathbb R)$ (algebra of Fourier- Stieltjes transforms )?
For a bounded complex Borel measure $\mu$ on $\mathbb R$, we define, its Fourier-Stieltjes transform, $\hat{\mu}(y)= \int_{\mathbb R} e^{-2\pi ix\cdot y} d\mu(x); (y\in \mathbb R).$
Let $1\leq p \leq ...
- 1,051
5
votes
0
answers
426
views
Do all $L^{\infty}(\mu)$ spaces have the Grothendieck property?
Consider $L_{\infty}(\Omega,\Sigma,\mu)$, where $(\Omega,\Sigma,\mu)$ is any measure space. Does it it have the Grothendieck property? If the measure space is localizable, then it is true. The ...
- 149
5
votes
0
answers
200
views
Diffusion processes in wide generality
It is common knowledge among schoolchildren that one may define jump diffusion processes in wide generality.
Hard question: What are the most general structures on which one may define something ...
- 8,512
5
votes
0
answers
536
views
Conditional probabilities in Banach spaces
This is the infinite-dimensional sequel to my question, Conditional probabilities are measurable functions - when are they continuous?.
Let $\Omega = \Omega_1 \times \Omega_2$ be a probability space ...
- 8,512
5
votes
1
answer
363
views
Inverse marginal property of a collection of $\sigma$-algebras
In my paper "On the inverse best approximation property of systems of subspaces of a Hilbert space"
I introduced the Inverse marginal property (IMP) for a collection of $\sigma$-algebras.
Let $(\...
- 935
4
votes
0
answers
158
views
Measurability of $L^{p}(L^{q})$ integrable functions
Let $ F: \mathbb{R}^n \times (0,\infty) \to \mathbb{R}$ be a function with the property that
$
\int_{\mathbb{R}^n} \big[ \int_0^\infty |F(x,r) |^q \, dr \big]^{p/q} \, dx < \infty
$
In addition we ...
- 41
4
votes
0
answers
197
views
Compactness of the unit ball in the space of Radon measures w.r.t. the Kantorovich-Rubinstein norm
This question was posted previously but has not attracted any responses so I am repharising it in a slightly different language hoping to reach a wider community
Let $(X,d)$ be a pointed metric space ...
- 437
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 \...
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
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
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
4
votes
0
answers
117
views
If $f:U_1\to\mathcal L^p(\mu;E_2)$ is Fréchet differentiable, can we say anything about the Fréchet differentiability of $u\mapsto f(u)(\omega)$?
Let $(\Omega,\mathcal A,\mu)$ be a $\sigma$-finite measure space, $p\ge1$, $E_i$ be a $\mathbb R$-Banach space, $U_1\subseteq E_1$ be open and $f:U_1\to L$ be Fréchet differentiable at $x\in U_1$, ...
- 167
4
votes
0
answers
213
views
Classification of Euclidean-invariant measures?
Is there a classification of measures on $\mathbb R^n$ which are invariant under (Euclidean) isometries? Hausdorff measures of all kinds are examples -- could that be all of them? More precisely,
By ...
- 63.9k
4
votes
0
answers
115
views
Box counting 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 box counting dimension of the graph of $u$ equal to $N$? How can we prove it?
The analogous question for the ...
- 839
4
votes
0
answers
115
views
point-wise approximation of the identity in hereditary Lindelof spaces
Let $X$ be a topological vector space. Assume that there exists a sequence of finite range measurable functions $\phi_n:X\to X$ with $\lim\phi_n(x)=x$.
Q. Can we concluded that $X$ is hereditery ...
- 4,058
4
votes
0
answers
143
views
A point concerning Fremlin's example on Borel sets in non-separable Banach spaces
Let $E$ be a Banach space. Let us consider the following three sigma algebras on $E$.
$~~~~\mathcal{B}$= The $\sigma$-algebra coming from the norm topology.
$~~\mathcal{M}$= The sigma algebra ...
- 4,058
4
votes
0
answers
585
views
Dual of the space of all bounded functions, $B(X, \mathbb{R}).$
Let $X$ be a non compact separable metric space. Denote
by $B(X, \mathbb{R})$ the set of all bounded real functions
endowed with the sup norm, this is a Banach space. Denote by
$C_b(X,\mathbb{R})\...
- 757
4
votes
0
answers
123
views
Converse on the rectifiability of products of rectifiable sets
Let $1\leq k\leq m$ and $1\leq l\leq n$ fixed integers, $\mathscr{H}^k$ the $k$ dimensional Hausdorff measure and $E\subset \mathbb{R}^m$. We say that :
(1) $E$ is $k$ rectifiable if there exists $C\...
- 1,616
4
votes
0
answers
185
views
A strongly open set which is not measurable in the weak operator topology
Let $H$ be a non-separable Hilbert space and $\{e_i\}_{i\in I}$ be an orthonormal basis for $H$. Let $J$ be a uncountable proper subset in $I$.
Let us put $$E=\{x\in B(H): \lVert xe_j\rVert <1: \...
- 4,058
4
votes
0
answers
309
views
Conditional expectation with respect to random closed sets
Short question
If $X$ is a random closed set, and $Y$ is an integrable random variable, I would like a definition of the "conditional expectation" $$\mathbf{E}[Y \mid X\ni x].$$ Has this been worked ...
- 6,287
3
votes
0
answers
129
views
A Talagrand inequality for the supremum of partial sums over function classes under dependence. (Reference request)
As a consequence to the Talagrand concentration inequality, it is well known that for a measurable space $(S,\mathcal{S})$ and an i.i.d. sample $X_1,...,X_n$ of $S$-valued random variables, if $\...
- 141
3
votes
0
answers
117
views
Which sigma-ideals in a sigma-algebra are contained in an ideal of null sets?
Let $X$ be a Polish space and $\mathcal{B}(X)$ be the $\sigma$-algebra of Borel subsets of $X$. Given a Borel probability measure $\mu$ on $X$, we write $\mathcal{N}(\mu) := \{ B \in \mathcal{B}(X) : \...
3
votes
0
answers
103
views
How wild is the maximal ideal space of the Fourier-Stieltjes algebra of the real line?
The Fourier-Stieltjes algebra of $\mathbb R$ is the set of all sufficiently nice measures on $\mathbb R$. The vector product is convolution of measures. By identifying each measure with its Fourier ...
- 1,955
3
votes
0
answers
79
views
Continuity of disintegrations in non locally compact spaces
Let $X$ and $Y$ be Radon spaces, $\mu$ a Borel probability measure on $X$, $F\colon X\to Y$ measurable. Then the disintegration theorem gives us a disintegration $\{\mu^y\}_{y\in Y}$ of $\mu$ with ...
- 63