All Questions
89 questions
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
1
answer
109
views
Literature request: Covariance operators for Gaussian measures
I am looking to answer the question:
If $\mathcal{B}$ is a separable Banach space and $R: \mathcal{B}^*\to\mathcal{B}$ is a symmetric and positive operator, then $\phi: \mathcal{B}^*\to\mathbb{R}, \...
- 171
0
votes
0
answers
39
views
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 ...
2
votes
1
answer
148
views
Is projection of a closed subspace Borel?
Specifically, letting $E$ be a separable infinite-dimensional real Banach space, and $D_2$ in $E\times E$ a closed linear subspace, is then $\{\,x:\exists\,y\,;(x,y)\in D_2\}$ a Borel set in $E\,$? ...
- 3,584
2
votes
1
answer
103
views
Sufficient conditions for the space of Radon measure to be a Banach space
Let $\mathcal{X}$ be a Hausdorff space and consider the space of Radon measures with bounded total variation $M(\mathcal{X})$ on $\mathcal{X}$.
Usually, the additional assumptions on $\mathcal{X}$ are ...
- 171
2
votes
1
answer
385
views
De la Vallée Poussin criterion on uniform integrability for infinite measures
The de la Vallée Poussin criterion (which is often used in combination with the Dunford-Pettis theorem) is usually formulated for probability measures/finite measures, for example in [Bogachev: ...
- 185
0
votes
2
answers
167
views
Is a signed measure $\mu$ on $\mathbb{R}^d$ characterized by the transform $\mathcal{L}_\mu (\lambda ):=\int e^{\langle \lambda,x\rangle }\mu (dx)$?
In the book "Probability Theory" by Achim Klenke there's the following theorem: a finite measure $\mu$ on $[0,\infty )$ is characterized by its Laplace transform $\mathcal{L}_\mu(\lambda):=\...
- 15
0
votes
1
answer
102
views
Lower bounds for truncated moments of Gaussian measures on Hilbert space
Let $\mu_C$ be a centered Gaussian probability Borel measure on a real separable Hilbert space $\mathcal{H}$ with covariance operator $C$. Denote the ball with radius $r$ in $\mathcal{H}$ centered at ...
- 505
2
votes
0
answers
89
views
On dense subspaces of $L^p$-spaces of finitely additive measures
Let $\mu$ be a finite, finitely additive measure defined on the Borel $\sigma$-algebra of a real separable Hilbert space $\mathcal{H}$ with dual $\mathcal{H}^{*}$. Write $L^{p}(\mathcal{H},\mu)$ for ...
- 505
3
votes
1
answer
220
views
Conditional expectation as square-loss minimizer over continuous functions
It is well-known that the conditional expectation of a square-integrable random variable $Y$ given another (real) random variable $X$ can be obtained by minimizing the mean square loss between $Y$ and ...
- 463
3
votes
2
answers
102
views
Reference for Wiener type measure on $C(T)$ when $T$ is open
I'm considering Gaussian process on open domain $T$ in $\mathbb{R}^n$ and I tried to follow the abstract Wiener space construction of Gross. Since my sample paths are meant to be continuous, I thought ...
- 163
-1
votes
2
answers
407
views
Conditional expectation: commuting integration and supremum
Let $X$ and $A$ be compact Polish spaces endowed with Borel $\sigma$-algebras. Let $\mathcal{A} = X\times \mathcal{B}(A)$ be the $\sigma$-algebra consisting of cylinders whose projections on $A$ are ...
- 109
4
votes
2
answers
391
views
Lebesgue differentiation theorem at boundary points for Sobolev traces
$\newcommand{\R}{\mathbb R}$
Let $\Omega\subset \R^d$ be a smooth, bounded open set and fix $p\geq 1$.
Fact 1: the usual Lebesgue differentiation theorem says that, if $u\in L^p(\Omega)$, then
$$
u(x)...
- 5,380
1
vote
1
answer
262
views
Is $L_p(X, \mu, E)$ uniformly convex for $p \in (1, \infty)$ if $E$ is a uniformly convex Banach space?
Let $(X, \Sigma, \mu)$ be a $\sigma$-finite complete measure space, $(E, |\cdot|)$ a Banach space, and $p \in (1, \infty)$. Let $L_p := L_p(X, \mu, E)$ be the Bochner space of all $\mu$-integrable ...
- 657
2
votes
1
answer
336
views
Complex Borel measures: does $\mu_n \to \mu$ weakly imply $|\mu|(\Theta) \le \liminf_n |\mu_n|(\Theta)$ for every open subset $\Theta$?
Let
$\Omega$ be a metric space,
$C_b(\Omega)$ the space of all real-valued bounded continuous functions on $\Omega$, and
$\mathcal{M}(\Omega)$ the space of all finite signed Borel measures on $\Omega$...
- 657
4
votes
2
answers
374
views
Vague convergence: confusion about the regularity of a signed Radon measure and that of its variation
I'm reading a proof of below theorem from this paper.
Theorem A.3. Let $\Omega$ be a locally compact normal Hausdorff space. Let $\left\{\mu_n\right\} \cup\{\mu\} \subset \mathcal{M}(\Omega)$ and ...
- 657
1
vote
0
answers
74
views
"N-waves" (source-type solutions) for Hamilton-Jacobi equation $v_t + (v_x)^2 = 0$
Let us consider the Burgers equation
$$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
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
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
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
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
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
90
views
Dual of essentially compactly supported functions on a hemi-compact Radon space
Let $X$ be a hemicompact Radon space and fix a $\sigma$-finite Radon measure $\mu$ on $X$. Let $L(X_n)$ denote the subspace of $L_{\mu}^1(X)$ of "functions" which are $\mu$-essentially ...
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
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
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))$$
where
$
A = \{f:\mathbb R \to [0,K] \text{ s.t. $f \in L^1$ and has total variation $TV(f) \le M$}\}
$?
- 839
1
vote
1
answer
385
views
$L^p$ compactness for a sequence of functions from compactness of product with cut-off
Fix $p \in [1,\infty)$. Let $f_n:[a,b] \to \mathbb R$, $n \in \mathbb N$, be a sequence of $C^1$ functions. For every fixed $m\in \mathbb N^*$, suppose that the sequence of functions $$\{f_{n}\psi_m(...
- 161
1
vote
1
answer
426
views
$L^p$ compactness for a sequence of functions from compactness of cut-off
Fix $p \in [1,\infty)$. Let $f_n:[a,b] \to \mathbb R$, $n \in \mathbb N$, be a sequence of $C^1$ functions. For every fixed $m\in \mathbb N^*$, suppose that the sequence of functions $$\{f_{n}\psi_m(...
- 161
1
vote
0
answers
66
views
Outer-regular product of $\tau$-additive measures
Due to the deficiencies of the simple product measure defined on measurable rectangles, there have been many different constructions of product measures in more specialized circumstances.
Originally, ...
- 3,816
5
votes
1
answer
363
views
Inverse marginal property of a collection of $\sigma$-algebras
In my paper "On the inverse best approximation property of systems of subspaces of a Hilbert space"
I introduced the Inverse marginal property (IMP) for a collection of $\sigma$-algebras.
Let $(\...
- 935
1
vote
0
answers
54
views
Standard definition: vector-valued essential support
Let $f \in L^p(\mathbb{R}^n,\mathbb{R}^m)$. If $m=1$ then the essential support of $f$ is a mainstream definition; see here for example. However, when $m>1$ is the following definition used?
$$
\...
- 5,405
10
votes
1
answer
1k
views
Dual space of continuous Banach-space-valued functions
Let $X$ be a Banach space and $K$ some compact Hausdorff space. I am interested in the dual space of the Banach space
$$C(K; X) = \lbrace f: K \to X, \ f \text{ is continuous}\rbrace, \qquad \lVert ...
- 381
0
votes
0
answers
145
views
“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
1
vote
0
answers
83
views
Embedding random variables in infinite-dimensional spaces
Let $H$ be a reproducing kernel Hilbert space of functions $f:E\to F$ with kernel $k$. A point in $E$ may be embedded into $H$ via the canonical embedding $x\mapsto k(x,\cdot)$. Similarly, a random ...
- 710
3
votes
1
answer
299
views
Regularity and normal trace of "Hdiv" measures
In order to fix the ideas let me consider an open, smooth, bounded domain $\Omega\subset \mathbb R^d$.
I am wondering what can be said about a vector-valued measure $v\in \mathcal M^d(\Omega)$ with ...
- 5,380
9
votes
4
answers
4k
views
Is the space of Radon measures a Polish space or at least separable?
Background: I work on a SPDE problem where in order to apply Prokhorov's theorem I need that some measure space is Polish space. And additionaly it would be good if that space is Banach space. Earlier ...
- 657
4
votes
1
answer
189
views
Intrinsic volumes of non-polyconvex, non-compact sets
I am reposting this question I asked and bountied on Math SE, which has been upvoted but not answered or commented on.
The intrinsic volumes (AKA Minkowski Functionals or, with different ...
- 509
0
votes
1
answer
133
views
Product of sets with the Radon-Nikodym Property (RNP)
I have read that it is somewhat well-known that if two Banach spaces $X$ and $Y$ have the Radon-Nikodym Property (RNP), then their product $X\times Y$ also has the RNP.
Does the above result ...
- 1,245
1
vote
1
answer
83
views
Reference request for (weak*) metrizability of a bounded space of signed Radon measures on a compact set
I know the following is true and I know how to prove it (cf. exercise 50 on page 171 in Folland, Theorem 7.18 in Folland), but per my adviser's instructions, it would be better to find a source to ...
- 401
7
votes
1
answer
1k
views
Reference request: norm topology vs. probabilist's weak topology on measures
Let $(X,d)$ be a metric space and $\mathcal{M}(X)$ be the space of regular (e.g. Radon) measures on $X$. There are two standard topologies on $\mathcal{M}(X)$: The (probabilist's) weak topology and ...
- 710
2
votes
1
answer
307
views
Box counting dimension of a set and Lipschitz functions
If $f$ is Lipschitz, then the following holds for the Hausdorff dimension:
$$\dim_H f(A) \le \dim_H A.$$
Is the same true for the box counting dimension?
- 839
3
votes
2
answers
322
views
Hausdorff dimension of the graph of the sum of two continuous functions
How can one prove the following result on the Hausdorff dimension of the graph of the sum of two continuous functions:
Let $f,g:[0,1] \to \mathbb R$ be two continuous functions. Suppose that $$\...
user139844
3
votes
1
answer
162
views
Reference Request: $L^p(x)$/(Musielak–Orlicz space) analogue of classical $L^p$ result
Fix a non-empty open domain $\Omega\subseteq \mathbb{R}^d$ with compact closure, and a finite Borel measure $\mu$ on its closure $\overline{\Omega}$.
In Halmos' book it is shown that:
Classical ...
- 5,405
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
1
vote
0
answers
100
views
Weak estimate for difference quotient of BV function
In an answer to the question Weak Lebesgue spaces and an estimate for BV functions it was remarked that if $u\in BV(\mathbb R^N)$ then there exists a Lebesgue negligible set $F \subset \mathbb R^N$ ...
- 839
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
0
votes
0
answers
63
views
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
1
vote
1
answer
178
views
Growth assumption and example of finite (arbitrarily small) time blow up for ODE
Consider the following ODE initial value problem
\begin{align*}
&\frac{d}{dt}\Phi(t,x) = \boldsymbol{F}(t,\Phi(t,x)), & t \in [0,T], \ \ x \in \mathbb{R}^N,\\
&\Phi(0,x) = x, & x \in \...
- 839