Skip to main content

All Questions

Filter by
Sorted by
Tagged with
1 vote
2 answers
117 views

If $f\in C([0,\infty))$, does $\delta>0$ and $g\in C^1((0,\delta))\cap C([0,\delta])$ s.t. $g\geq f$ on $[0,\delta]$ and $g(0)=f(0)$ exist?

The question is the following: Suppose $f : [0,\infty) \rightarrow \mathbb{R}$ is a continuous function. Can I find $\delta \in (0,\infty)$ and a function $g : [0,\delta] \rightarrow \mathbb{R}$ such ...
vaoy's user avatar
  • 309
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....
John Griesmer's user avatar
2 votes
0 answers
75 views

Have the open Questions 1 and 2 from Section 7 of the paper "Integrals with values in Banach spaces" been answered?

Some context: I had previously asked the post below on MSE, but someone suggested I ask it here and delete the original post. In section 7 of the paper Integrals with values in Banach Spaces and ...
Sam's user avatar
  • 121
3 votes
1 answer
79 views

Closed linear span of the range of $\boldsymbol f$ and Pettis integrals of $\boldsymbol f$

Let $X$ be a noncompact locally compact topological space, let $H$ by a complex Hilbert space and let $\boldsymbol f:X\to H$ be a continuous function vanishing at infinity whose support is equal to $X$...
P. P. Tuong's user avatar
24 votes
1 answer
1k views

Integrating on $\mathbb{R}$ by summing on $\mathbb{Q}^+$

Does the following integration method hold for regular enough functions $F:\mathbb{R}\to\mathbb{R}$? \begin{align} &\zeta(2)\sum_{\frac{a}{b}\in\mathbb{Q}_n} \frac{F(\log \frac{a}{b})}{\sqrt{abn}...
Alexandre's user avatar
  • 634
1 vote
1 answer
62 views

Integrability in the product space can follow from a property of the Nemytskii operator?

Let's say that $f:\Omega\times\mathbb{R}\to\mathbb{R}$ is a Caratheodory function (i.e. $f(x,\cdot)$ is continuous for a.a. $x\in\Omega$ and $f(\cdot,t)$ is measurable for all $t\in\mathbb{R}$), where ...
Bogdan's user avatar
  • 1,759
0 votes
0 answers
115 views

Integral of a measurable function with parameter is measurable?

Say that $f:\Omega\times\mathbb{R}\to\mathbb{R}$, where $\Omega\subset\mathbb{R}^N$ is an open set, is a function such that: $f(x,\cdot)\in L^1_{\text{loc}}(\mathbb{R})$ for a.a. $x\in\Omega$ $f(\...
Bogdan's user avatar
  • 1,759
5 votes
2 answers
517 views

Functions whose product with every $L^1$ function is $L^1$

Let $\mu$ be a probability measure and $f$ a measurable function whose product with any integrable function is integrable: $$ \int|g|\,{\rm{d}}\mu<\infty\implies \int|fg|\,{\rm{d}}\mu<\infty. $$ ...
KhashF's user avatar
  • 3,599
3 votes
1 answer
271 views

Expectation on a Polish space

I was wondering, if given a Polish space $X$, and given some probability measure $p$ on $X$, can the expectation of an $X$-valued function be taken? In particular, would the integral $\int_X x dp$ ...
J.R.'s user avatar
  • 291
1 vote
0 answers
87 views

$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?

Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
vaoy's user avatar
  • 309
2 votes
2 answers
211 views

Limit of a integral whose integrand diverges under the limit

I am trying to simplify the following limit of integral where $\mu$ is given: $$p(y) = \lim_{\sigma \to 0} \int_{\mathbb R} |x| \cdot \frac{1}{\sqrt{2\pi\sigma^2} } e^{-\frac{1}{2\sigma^2} (xy - \mu)^...
user482401's user avatar
6 votes
0 answers
357 views

Is there a uniform version of Lebesgue's differentiation theorem?

Let $\mu$ be a finite measure on $\mathbb R$ and $f,g : \mathbb R \to \mathbb R_{\geq 0}$ two measurable maps such that $\int_{x\in\mathbb R} f(x)\ \mu(dx) \leq 1$ and that $g(x) \leq 1$ for all $x$. ...
Guillaume Geoffroy's user avatar
7 votes
1 answer
381 views

Consistency of a strong Fubini type theorem for measure zero sets

Is the following statement (†) consistent with ZFC? If $E \subseteq [0,1]^2$ is such that $E_x := \{y\in[0,1] : (x,y)\in E\}$ has measure zero for almost all $x$, then $E^y := \{x\in[0,1] : (x,y)\in ...
Gro-Tsen's user avatar
  • 32.5k
6 votes
1 answer
230 views

Integration along fibres of continuous map on compact Hausdorff spaces

Let $p:Z\to X$ be a continuous surjective map between compact Hausdorff spaces. Does there exist a family $m=(m_x)_{x\in X}$ of Radon probability measures on $Z$, such that the support of $m_x$ is ...
user avatar
0 votes
1 answer
161 views

Sufficient conditions for L1 convergence of exponentials

Suppose $(X,B,m)$ is a finite measure space and $(f_n)$ is a sequence of functions converging almost surely and in $L^2(X,m)$. Moreover, I know that for every $n$, $\int e^{f_n(x)} m(dx)<\infty$. ...
user12345678's user avatar
-1 votes
1 answer
988 views

Random variable as an integral of an indicator function

This answer says that if $X$ is a random variable and $X_+ = \mathrm{max}(0, X)$, then $X_+ = \int_0^\infty I_{\{X > x\}}\mathrm{d}x$. I'd like to know how to derive this starting with $A \in \...
johnsmith's user avatar
  • 115
2 votes
1 answer
141 views

Injectivity of two sided Laplace transform

Let $\mu,\nu$ be finite Borel measures on $\mathbb R$. Assume that there is an open interval $(a,b)$ on which the Laplace transforms exist and coincide: $$ \int_{-\infty}^\infty e^{-tx}\,d\mu(x) = \...
Lau's user avatar
  • 759
1 vote
1 answer
410 views

Takesaki lemma: existence Gelfand-Pettis integral

Consider the following fragment from Takesaki's second volume of "Theory of operator algebras" (lemma 2.4, chapter VI "Left Hilbert algebras"). In another post, it was explained ...
Andromeda's user avatar
  • 175
3 votes
0 answers
94 views

Question on an integral inequality

I am reading van de Vaart and Weller, Weak Convergence and Empirical Processes With Applications to Statistics. And I am stuck in the proof of Theorem 2.6.7 on page 141. For simplicity I restae the ...
newbie's user avatar
  • 53
0 votes
1 answer
74 views

$\int_{\mathbb{R}}|p(v-r,x)-p(u-r,x)|\,dx \leq C\frac{v-u}{u-r}$

Consider $p(u,x)=(4\pi u)^{-d/2}e^{-\frac{|x|^2}{4u}},u>0,x\in \mathbb{R}^d.$ Prove that there exists $C>0$ such that for all $0<u\leq v,r\in[0,u[,$ $$\int_{\mathbb{R}^d}|p(v-r,x)-p(u-r,x)|\, ...
mathex's user avatar
  • 573
2 votes
1 answer
157 views

$\int_0^u\int_{[-1,1]^2}\int_{[-1,1]^2}\frac{1}{r}e^{-\alpha^2|x-y|^2/r} \, dx\,dy\,dr\leq Cu^{\epsilon}\alpha^{-2\beta}$

I am looking for a proof for the following fact: for $U>0,\beta>0,$ there exists $C>0,\epsilon>0$ such that $$\forall u\in [0,U],\alpha\in\left]0,1\right],\int_0^u\int_{[-1,1]^2}\int_{[-1,...
mathex's user avatar
  • 573
1 vote
1 answer
190 views

Inequality and integral

Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$ Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$ ...
mathex's user avatar
  • 573
0 votes
1 answer
112 views

Integral and inequality

Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$ Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$ ...
mathex's user avatar
  • 573
0 votes
1 answer
248 views

Integral with inequality

Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$ Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$ ...
mathex's user avatar
  • 573
1 vote
1 answer
89 views

Representing an $L^2$-functional by a non-$L^2$-function on a dense subspace - Part II

This is a follow-up to this previous question, but under stronger assumptions. Let $(X, \mu)$ be a (say, $\sigma$-finite) measure space, let $g \in L^2$ (say, over the real scalar field). Let $\tilde ...
Jochen Glueck's user avatar
7 votes
2 answers
464 views

Representing an $L^2$-functional by a non-$L^2$-function on a dense subspace

Let $(X, \mu)$ be your favourite measure space (finite or $\sigma$-finite if you like), let $g \in L^2$ (say, the scalar field of $L^2$ is $\mathbb{R}$, though this probably doesn't matter). Let $\...
Jochen Glueck's user avatar
16 votes
1 answer
2k views

Equivalence between Lebesgue integrable and Riemann integrable functions

As the title says, for every Lebesgue integrable function $f:\mathbb{R}\to\mathbb{R}$ is there a Riemann integrable function $g:\mathbb{R}\to\mathbb{R}$ such that $f=g$ almost everywhere? For example, ...
SilverBladeII's user avatar
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 ...
fsp-b's user avatar
  • 463
1 vote
3 answers
579 views

Squeezing more convergence from the convergence in all $L^p$ spaces

Let $X$ be a space endowed with a finite measure $m$. Let $f_n : \to \mathbb C$ be measurable functions such that $|f_n| \le 1$ for all $n$ and $f_n \to 0$ in every space $L^p (X)$ with $p \in [1, \...
Alex M.'s user avatar
  • 5,407
3 votes
0 answers
277 views

Radon-Nikodym derivative of vector-valued measure with respect to another vector-valued measure

Let $(X, | \cdot |)$ be a Banach space. I am interested in whether one can extend the definition of the Kullback-Leibler divergence $$ \text{KL}(\mu \ \Vert \ \nu) := \int_{\Omega} \ln\left(\frac{\...
ViktorStein's user avatar
1 vote
0 answers
70 views

Prove or disprove the positivity of the ess inf of a singular function

Consider a measurable radial function $u:\Bbb R^d\to(0,\infty)$ such that $$\int_{B_\delta(0)} u(x) d x=\infty\quad\forall\,\, \delta>0.$$ I would like to prove or to disprove that there exists $r&...
Guy Fsone's user avatar
  • 1,101
3 votes
1 answer
411 views

Schauder basis of $L^1_{\mathrm{loc}}(\mathbb{R}^n,H)$

$\newcommand{\loc}{\mathrm{loc}}$Let $(\mathbb{R}^n,\mathcal{B}(\mathbb{R}^n),\mu)$ denote the Euclidean space $\mathbb{R}^n$ with its Borel $\sigma$-algebra $\mathcal{B}(\mathbb{R}^n)$ equipped with ...
ABIM's user avatar
  • 5,405
3 votes
1 answer
324 views

Does the Radon-Nikodym derivative commute with integration?

Suppose I have a measurable space $(\Omega, \Sigma)$ and a function $f: \mathbb{R} \times \mathbb{\Sigma} \rightarrow [0,1]$ such that for any $x \in \mathbb{R}$ the tuple $(\Omega, \Sigma, f(x, \_))$ ...
gigalord's user avatar
  • 133
2 votes
0 answers
57 views

Is the lattice of bounded Henstock Kurzweil integrable functions countably complete?

The set of HK integrable functions with an integrable upper bound $f$ forms a lattice, and satisfies the MCT and DCT. Does this mean that the lattice is countably complete? Indexing any countable set, ...
saolof's user avatar
  • 1,947
0 votes
1 answer
202 views

When does the measure integral of the form $\int_{\log(S)} f d \mu$ exist?

When does the measure integral of the form $\int_{\log(S)} f d \mu$ exist ? Here $\mu$ can be any measure (Lebesgue, Borel, Haar etc), $f$ is a measurable function, $S$ is any measurable set with ...
MAS's user avatar
  • 930
2 votes
1 answer
670 views

Integral on level sets

Let $g_\epsilon : K \subset \mathbb{R}^d \rightarrow \mathbb{R}$ (more regularity can be assumed if necessary) be defined on a compact set (with regular boundary) $K \subset \mathbb{R}^d$, and the ...
user avatar
0 votes
1 answer
171 views

How to compute $\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}\int_{[-1,1]^n}\exp[2\pi i(\theta_1 v_1.x+\theta_2v_2.x)]d^nx d\theta_1d\theta_2$

Let $\mathbf{v}_1, \mathbf{v}_2$ be two vectors in $\mathbb{R}^n$. I would like to compute the following singular integral: $$\int_{-\infty}^{ \infty} \int_{-\infty}^{\infty} \int_{[-1,1]^n} e(\...
Johnny T.'s user avatar
  • 3,625
2 votes
0 answers
162 views

$\int_{\mathbb{R}^{N}\setminus\Omega}\vert x-z\vert^{-N-\alpha} dz = c \ \forall x\in\partial U$ implies $dist(x,\partial\Omega)=c, x \in \partial U$?

Let $\alpha \in \mathbb R_+$, $\Omega \subset \mathbb R^N$ and $U \subset \Omega$. Is it true that if $$\int_{\mathbb R^N \setminus \Omega} |x - z|^{-N-\alpha} dz = \text{constant} \quad \text{for all ...
user175203's user avatar
0 votes
1 answer
86 views

Is integration against an indicator Wasserstein-Continuous

Let $\mathcal{P}_p(X)$ denote the Wasserstein space over a compact metric space $X$, and $1\leq p<\infty$. Fix a non-empty closed subset $C\subseteq X$. Then is the map: $$ \mathbb{P} \mapsto \...
ABIM's user avatar
  • 5,405
5 votes
1 answer
2k views

Question on an exercise from Terry Tao's blog

I've been reading Tao's An introduction to measure theory, a draft can be found here. An exercise from it is Exercise 30 (Rising sun inequality) Let ${f: {\bf R} \rightarrow {\bf R}}$ be an absolutely ...
Rixinner's user avatar
1 vote
0 answers
129 views

Sources for multiple Stieltjes integral

My research involves multiple Stieltjes integral or multiple Lebesgue-Stieltjes integral. But after searching online, I can not find what I need. So I ask this question on which sources (books or ...
Eugene Zhang's user avatar
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 ...
Jun's user avatar
  • 303
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 ...
iolo's user avatar
  • 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 ...
Ruy's user avatar
  • 2,263
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) \|_{\...
brighton's user avatar
14 votes
1 answer
918 views

Was Cantor aware of Lebesgue theory of integration?

Georg Cantor died in 1919, more than ten years after appearance of the Lebesgue theory of measure and integration at the beginning of the twentieth century. Lebesgue theory has a deep connection with ...
XIII's user avatar
  • 747
2 votes
0 answers
84 views

How to define Lebesgue Integrability of functions assuming values in an arbitrary topological vector space over an arbitrary topological field?

I have already asked this question in this MSE thread, but some people suggested me to ask to the MO community also. Preliminaries An algebra of sets in a set $X$ is an $\mathcal{X}\subseteq\mathcal{P}...
Daniel Kawai's user avatar
6 votes
1 answer
343 views

Is there a standard way of defining the integral of an extended real function with respect to a finitely additive probability measure?

Let $X$ be a set, and let $\mu$ be a finitely additive probability measure defined on $2^X$. Let $\Phi$ be the set of functions from $X$ to $\mathbb R \cup \{-\infty, \infty\}$. Is there a standard ...
aduh's user avatar
  • 869
5 votes
1 answer
434 views

Integration theory for functions and values with values in topological rings

I am curious whether somebody ever tried to generalize the classical theory of Lebesgue integral to functions and measures with values in Hausdorff topological rings. The generalization of a measure ...
Taras Banakh's user avatar
  • 41.8k
5 votes
1 answer
319 views

Spherical average of $\frac{1}{x}$

Let $X_1,...,X_n$ be points on $\mathbb S^1.$ We then define the expectation value $E(X)=\frac{1}{n}\sum_{i=1}^n X_i.$ Let $\frac{dS(X_1)}{2\pi}$ be the normalized surface measure of $\mathbb S^1,$ i....
Pritam Bemis's user avatar