All Questions
54 questions
12
votes
1
answer
387
views
Is $X\times X$ homeomorphic to $X$ for a space of probability measures?
Let $\mathcal M_1(S)$ be the (compact, metrizable) space of probability Borel measures on the circle $S=\{z\in\mathbb C: |z|=1\}$ with its weak $*$ topology, so $\mu_n\to\mu$ if and only if
$$
\int_S ...
- 24.2k
3
votes
1
answer
177
views
Compactness of set of measurable functions between compact subspaces of real numbers
Let $X$ be a compact subset of $\mathbb{R}^n$ and $Y$ be a convex and compact subset of $\mathbb{R}^p$. Consider $\mathcal{F}$ the set of all measurable functions from $X$ to $Y$. Can I find ...
- 131
0
votes
0
answers
98
views
Does weak $L^2$ approximation implies $L^2$ approximation under a condition similar to convexity?
(Cross posted from Math StackExchange: Does weak $L^2$ approximation implies $L^2$ approximation under a condition similar to convexity?)
Assume $(\Omega, \mu)$ is a probability space. Consider a ...
- 2,830
1
vote
0
answers
73
views
Is $L^p_\text{loc} (Y)$ dense in $(L^0(Y), \hat \rho)$?
Below we use Bochner measurability and Bochner integral. Let
$(Y, d)$ be a separable metric space,
$\mathcal B$ Borel $\sigma$-algebra of $Y$,
$\nu$ a $\sigma$-finite Borel measure on $Y$,
$(Y, \...
- 657
4
votes
0
answers
119
views
Is the range of a probability-valued random variable with the variation topology (almost) separable?
Let $X$ and $Y$ be uncountable Polish spaces, $\Delta(Y)$ be the space of Borel probability measures on $Y$ endowed with the Borel $\sigma$-algebra induced by the variation distance, and let $g:X\to \...
2
votes
1
answer
192
views
Open sets in the space of signed measures equipped with the Kantorovich–Rubinshtein norm
Let $X$ be a compact metric space and $\mathcal{M}(X)$ be the space of variational-bounded, signed Borel measures equipped with the Kantorovich–Rubinshtein norm, cf. [Section 8.3, 1]:
$$||\mu||_0:= \...
- 113
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
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
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
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
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
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
161
views
Existence of a Borel measurable function
Let $X$ be a compact metric space and $Y\subset X$ be a compact set. Assume that $f_1, f_2: Y \to \mathbb{P}\mathbb{R}^2$ are continuous functions. Let $N \subset \mathbb{P}\mathbb{R}^2$ be a ...
- 133
1
vote
1
answer
172
views
A question about pushforward measures and Peano spaces
Specifically my question is the following: Let $P$ be a Peano space. If $(P,\sigma,\mu)$ and $(P,\sigma,\nu)$ are both nonatomic probability measures, does there exist a continuous function $f:P\to P$ ...
- 33
9
votes
1
answer
831
views
Baire category theorem for uncountable unions
Any compact Hausdorff space $X$ is a Baire space:
if the set $X$ is a meager set (meaning a countable union of nowhere dense subsets,
also known as a set of first category),
then $X$ is empty.
I am ...
- 37.8k
3
votes
1
answer
143
views
Density of $C(X,\operatorname{co}\{\delta_y\}_{y \in Y})$ in $C(X,\mathcal{P}(Y))$
Let $X,Y$ be locally-compact Polish spaces, equip the set $\mathcal{P}(Y)$ of probability measures on $Y$ with the weak$^{\star}$ topology (topology of convergence in distribution), and equip $C(X,\...
- 5,405
4
votes
1
answer
228
views
Haar-null union of dense subsets
Let $\{X_i\}_{i \in \mathbb{R}-\{0\}}$ be a set of subsets of a separable infinite-dimensional Fréchet space $X$ and $I$ be uncountable. Moreover, suppose that
(Dense $G_{\delta}$) $X_i$ is a dense ...
- 63
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
7
votes
1
answer
261
views
Comparison of several topologies for probability measures
Let $X$ be a compact metric space and denote $\mathcal M(X)$ the set of probability measures on $X$. For $\mu\in\mathcal M(X)$ we write $\operatorname{supp} \mu$ for the support of $\mu$. As is well ...
- 243
1
vote
2
answers
275
views
Again, proving that specific preorder on the set of measurable functions is symmetric
This question is followup to the previous similar question. There I was trying to find good sufficient condition for abstract preorder to be symmetric, but now, as I have found good formalization of ...
- 105
2
votes
1
answer
1k
views
Proving that family of sets has non-empty intersection
Let's say I have an object which can be viewed as family of sets $\mathfrak{S} \subseteq 2^S$, and I want to prove that its intersection is non-empty. What is known already:
$S$ is set of measurable ...
- 105
2
votes
0
answers
240
views
3 questions around the Stone space of the free $\sigma$-algebra on $\omega_1$ free generators
During my studies, I came across several different Stone spaces, e.g.:
(i) The Cantor cube $X=\{0,1\}^{\omega_1}$, which is the Stone space of the free Boolean algebra on $\omega_1$ free generators;
...
- 207
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
3
votes
0
answers
650
views
description of dual space of space of Radon measure equipped with topology of weak convergence
Let $\mathcal{M}(\mathbb R)$ be the space of Radon measures, equipped with topology $\tau$ generated by the following "weak convergence":
$$
\mu_n \rightarrow \mu \quad \text{iff} \quad \int f d\mu_n ...
- 325
10
votes
1
answer
366
views
Are all compact subsets of Banach spaces small in a measure-theoretic sense?
Definition. A subset $K$ of a topological group $X$ is called measure-continuous if there exists a $\sigma$-additive Borel probability measure $\mu$ on $X$ such that for every compact subset $C\subset ...
- 41.8k
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
9
votes
1
answer
384
views
Comparing two $\sigma$-algebras on $B(\ell^1)$
Let us consider $B(\ell^1)$, bounded linear operators on $\ell^1$. We recall the weak operator topology, denoted by $w$, on $B(\ell^1)$ is determined as follow
$$w-\lim T_i=T \Longleftrightarrow \...
- 4,058
2
votes
1
answer
203
views
Non-uniqueness in Krylov-Bogoliubov theorem
So apparently the Krylov-Bogoliubov theorem says that every continuous function $f:X\to X$ on a compact metrizable space $X$ has an invariant probability measure $\mu$.
Of course, if $X$ is just a ...
- 24.8k
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
12
votes
1
answer
1k
views
What is the structure associated to almost-everywhere convergence?
Let $M(X)$ be the vector space (actually it's an algebra) of all equivalent classes of measurable functions $X\to \mathbb{C}$ (where $X$ is a measured space) modulo equality almost-everywhere.
One ...
- 549
2
votes
1
answer
351
views
Measurability of integrals with respect to different measures
Let $Y$ be a locally compact Hausdorff topological space (further assumptions like metrizability, separability, etc., may be added if necessary) and let $\mathscr Y$ denote the Borel $\sigma$-algebra ...
- 395
8
votes
1
answer
360
views
Can we recover a topological space from the collection of Borel probability measures living on it?
Let $(X, \tau)$ be a topological space, and $\mathcal{P}(X, \tau)$ be the Borel probability measures living on $X$. Can we recover $(X, \tau)$ from $\mathcal{P}(X, \tau)$?
user76098
4
votes
2
answers
558
views
Is a specific sequentially closed subset of $M([0,1])$ closed?
Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...
- 95
5
votes
2
answers
1k
views
Is the space of signed finite measures on a compact set $M([0,1])$ a sequential space?
Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...
- 95
-1
votes
1
answer
148
views
Continuity of function mapping $\mathcal{P}(\mathcal{P}(X))$ to $\mathcal{P}(X)$ [closed]
Given a topological space $Y$, let $\mathcal{P}(Y)$ be the set of all probability measures on $Y$, endowed with the weak* topology.
Let $X$ be a topological space (for convenience, it might be Polish ...
3
votes
1
answer
145
views
Is $ {C_{c}}(G) $ a meager subset of $ {L^{2}}(G) $ for a second-countable locally compact Hausdorff group $ G $?
The following problem is a stumbling block in a research project that I am working on:
Problem. Let $ G $ be a second-countable locally compact Hausdorff group with a fixed Haar measure. Is it true ...
- 1,396
1
vote
0
answers
260
views
Generating the sigma algebras on the set of probability measures
I was wondering if somebody could help me see/provide a reference to the following fact: Let $X$ be a metrizable set, $\mathcal{F}$ the corresponding Borel sigma-algebra on $X$, and $\triangle\left(X,\...
- 11
18
votes
1
answer
11k
views
Is every continuous function measurable?
This question has already been asked on Math StackExchange here, but was too old to be migrated, and I think will be more appropriate to MathOverflow.
In non-Hausdorff topology it is standard to ...
- 321
6
votes
2
answers
963
views
Tightness of Measures, Riesz Representation for locally compact spaces
Let $X$ be a locally compact, separable metric space and $\mu_n$ a sequence of probability measures on $S$. Let $\mathfrak{C}$ be a convergence determining class for the weak topology (for instance, ...
- 71
4
votes
1
answer
579
views
Density of linear functionals in $L^2$
Let $X$ be a locally convex topological linear space, and let $\mathbb P$ be a probability measure on $X$. Suppose that $\operatorname{var}(\varphi) < \infty$ for all continuous linear functionals $...
- 8,512
2
votes
0
answers
136
views
equivalence of topologies defined on $M_1$(a subspace of bounded measures on $\mathbb{R}$)
Let $\mathcal{C}:=\mathcal{C}(\mathbb{R})$ be the space of continuous functions on $\mathbb{R}$ and $\mathcal{C}_b$ its subspace consisting of bounded elements. Define for $\phi(x):=1+|x|$,
$$
\...
- 1,835
2
votes
1
answer
245
views
Probability measures on $L^p$
Let $(X,\mathcal X,\mu)$ be a fixed measure space, and suppose that $\mu$ is stationary and ergodic with respect to the (left) action of a topological group $G$. Stationarity means that $\mu = g_* \mu ...
- 8,512
9
votes
1
answer
4k
views
What are some characterizations of the strong and total variation convergence topologies on measures?
I asked this question on StackExchange a few days ago but didn't get any response, so I thought I would try here.
The Wikipedia article on convergence of measures defines three kinds of convergence: ...
- 203
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
1
vote
0
answers
275
views
Regular Borel Measures equivalent definition
Please help me understand how the below definition is equivalent to the standard definition of regularity which says that a measure is regular if for which every measurable set can be approximated ...
- 11
2
votes
1
answer
891
views
Riesz representation theorem for vector-valued fields
Let $Q$ be a locally compact Hausdorff space, and let $V$ be a topological vector space. Consider the space $X = C_0(Q, V)$ of $V$-valued fields which vanish at infinity. Let $X^*$ denote the dual ...
- 8,512
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
10
votes
1
answer
869
views
Completeness of Borel measure
Let $X$ be a compact Hausdorff space and $\mu$ a finite Borel measure without atoms which is outer regular with respect to open sets and inner regular with respect to compact sets. Can such measure be ...
- 277
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