All Questions
Tagged with integration measure-theory
33 questions with no upvoted or accepted answers
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 $x$. ...
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
202
views
Invariant measure on coset space and integrable functions
Let $G$ be a locally compact abelian group, and $H$ a closed subgroup. Let $C_c(G)$ be the space of continuous, compactly supported complex valued functions on $G$. General theory of Haar measure ...
- 6,180
4
votes
0
answers
136
views
Integration on a family of differential forms
Let $X$ be a smooth manifold, and denote by $\Omega^*(X)$ the set of all smooth differential forms on $X$. Assume we have a family of differential forms $\omega_t \in \Omega^*(X)$, $t\in E$, ...
- 2,789
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 ...
- 53
3
votes
0
answers
278
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
$$
\text{KL}(\mu \ \Vert \ \nu)
:= \int_{\Omega} \ln\left(\frac{\...
- 67
3
votes
0
answers
101
views
Pettis vs. Dunford integrability of operator valued functions
Given a Banach space $X$ and a measure space $(\Omega ,\mu )$, one says that a function
$$
f:\Omega \to X
$$
is Dunford integrable, or scalarly integrable if, for every $\varphi $ in the ...
- 2,263
3
votes
0
answers
238
views
Dominated convergence Theorem
I am struggling to understand the proof in the paper, Learning Temporal Evolution of Spatial Dependence with
Generalized Spatiotemporal Gaussian Process Models.
Theorem 2.1 in the page 33 uses ...
- 31
2
votes
0
answers
75
views
Have the open Questions 1 and 2 from Section 7 of the paper "Integrals with values in Banach spaces" been answered?
Some context: I had previously asked the post below on MSE, but someone suggested I ask it here and delete the original post.
In section 7 of the paper Integrals with values in Banach Spaces and ...
- 121
2
votes
0
answers
57
views
Is the lattice of bounded Henstock Kurzweil integrable functions countably complete?
The set of HK integrable functions with an integrable upper bound $f$ forms a lattice, and satisfies the MCT and DCT. Does this mean that the lattice is countably complete?
Indexing any countable set, ...
- 1,947
2
votes
1
answer
670
views
Integral on level sets
Let $g_\epsilon : K \subset \mathbb{R}^d \rightarrow \mathbb{R}$ (more regularity can be assumed if necessary) be defined on a compact set (with regular boundary) $K \subset \mathbb{R}^d$, and the ...
user140442
2
votes
0
answers
162
views
$\int_{\mathbb{R}^{N}\setminus\Omega}\vert x-z\vert^{-N-\alpha} dz = c \ \forall x\in\partial U$ implies $dist(x,\partial\Omega)=c, x \in \partial U$?
Let $\alpha \in \mathbb R_+$, $\Omega \subset \mathbb R^N$ and $U \subset \Omega$. Is it true that if
$$\int_{\mathbb R^N \setminus \Omega} |x - z|^{-N-\alpha} dz = \text{constant} \quad \text{for all ...
- 61
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
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
$$\int_{x \in \Omega} \| u(x) \|_{\...
- 21
2
votes
0
answers
84
views
How to define Lebesgue Integrability of functions assuming values in an arbitrary topological vector space over an arbitrary topological field?
I have already asked this question in this MSE thread, but some people suggested me to ask to the MO community also.
Preliminaries
An algebra of sets in a set $X$ is an $\mathcal{X}\subseteq\mathcal{P}...
- 129
2
votes
0
answers
200
views
The collection of mean value abscissas in the Mean value theorem
The integral mean value theorem for continuous f on [0,b] and finite positive continuous measure $\mu$ we have
$$\frac{1}{\mu[a,b]}\int_{a}^{b}f(x)d\mu(x)=f(c)(*)$$
for at least one $c\in [a,b]$. We ...
- 5,474
2
votes
0
answers
1k
views
Definition of the surface measure in some books
I am studying PDEs and in some books (Folland, Introduction to Partial Differential Equations and Evans, Partial Differential Equations), I found an integral integrated by the surface measure on a $C^...
- 141
2
votes
0
answers
263
views
Is a maximal set of rectangles known for which Lebesgue’s Differentiation Theorem holds true?
Lebesgue's differentiation theorem states that if $x$ is a point in $\mathbb{R}^n$ and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a Lebesgue integrable function, then the limit of $\frac{\int_B f d\...
- 4,597
2
votes
0
answers
181
views
Is the implication ($f$ is Riemann integrable over $D_1$ and $D_2$) $\Rightarrow $ ($f$ is Riemann integrable over $D=D_1\cup D_2$) true?
Let $D_1,D_2$ be a bounded subset of $\mathbb{R}^n$ and $\partial D_1,\partial D_2$ are both of Lebesgue measure zero (that is to say: $D_1,D_2$ are Jordan measurable).
Also, let $f:D_1\cup D_2=D\...
- 121
1
vote
0
answers
87
views
$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?
Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
- 309
1
vote
0
answers
70
views
Prove or disprove the positivity of the ess inf of a singular function
Consider a measurable radial function $u:\Bbb R^d\to(0,\infty)$ such that
$$\int_{B_\delta(0)} u(x) d x=\infty\quad\forall\,\, \delta>0.$$
I would like to prove or to disprove that there exists $r&...
- 1,101
1
vote
0
answers
129
views
Sources for multiple Stieltjes integral
My research involves multiple Stieltjes integral or multiple Lebesgue-Stieltjes integral. But after searching online, I can not find what I need. So I ask this question on which sources (books or ...
- 663
1
vote
0
answers
54
views
Standard definition: vector-valued essential support
Let $f \in L^p(\mathbb{R}^n,\mathbb{R}^m)$. If $m=1$ then the essential support of $f$ is a mainstream definition; see here for example. However, when $m>1$ is the following definition used?
$$
\...
- 5,405
1
vote
0
answers
106
views
Change variable in integration with symmetry
Not sure if I can ask such fundamental problem here.
Let
$G$ be a finite group, $\sigma \in G$. Consider linear group actions fo $G$ on $\mathbb{R}^n$.
$\sigma(K)=\{x\in \mathbb{R}^n: \sigma^{-1}(...
- 345
1
vote
0
answers
145
views
How to show that this function is continuous (Geometric Measure Theory)
I want to prove that the function $F: \mathbb{R}_+ \to \mathbb{R}$ defined by
$$F(t)=\int_{\{d=t\}} g \, d\mathcal{H}^{n-1}$$
is continuous if $g:\Omega \subset \mathbb{R}^n\to \mathbb{R}$ is ...
- 19
1
vote
0
answers
340
views
Integrating a function with respect to a mixture measure
This builds off on an old question about mixture measures: Generalized notions of mixture
Suppose $\mathcal{M}$ is a family of probability measures, and $Q$ is a probability measure over $\mathcal{M}$...
- 710
1
vote
0
answers
26
views
Bivariate integration with the range of one variable shrinking to a point
Let $f(x,y)$ be a measurable function defined on $(\mathbb{R}^2, \mathcal{B}(\mathbb{R}^2))$. Define $C_{\epsilon} = \{y:d(y, y_0)\leq \epsilon\}$, then can we say for sure that the integration
$$
\...
- 53
0
votes
0
answers
116
views
Integral of a measurable function with parameter is measurable?
Say that $f:\Omega\times\mathbb{R}\to\mathbb{R}$, where $\Omega\subset\mathbb{R}^N$ is an open set, is a function such that:
$f(x,\cdot)\in L^1_{\text{loc}}(\mathbb{R})$ for a.a. $x\in\Omega$
$f(\...
- 1,759
0
votes
0
answers
66
views
Reference request: Integrability condition on measures
Let $(\mathcal{C}, \|\cdot\|)$ be a (non-locally compact) Banach space with Borel $\sigma$-algebra $\mathcal{B}$.
Given a probability measure $\mu : \mathcal{B}\rightarrow[0,1]$, I'm interested in ...
- 463
0
votes
0
answers
116
views
Generalizing Integration by parts for general bounded continous measure
Consider a probability measure $d\mu = w(t) dt$ with $w(t)\in L^1(I)$, $I =\left[ 0,1\right]$. What are the minimal assumption I can take on two functions $f,g:I\ \to \mathbb{R}$ so that an ...
- 3,574
0
votes
0
answers
81
views
Why is $\mathcal{E}(X)=\mathcal{E}(X,X^*)$?
According to a course about $\sigma$-agebras in infinite dimensional space they said that it is easy to see that :
$$\mathcal{E}(X)=\mathcal{E}(X,X^*)$$
where:
$X$ is separable real Banach space.
$\...
- 121
0
votes
0
answers
454
views
Reference: Bochner Integral`
What would be an easily accessible book dealing with Bochner integration as applied to probability theory (I'm looking to understand random elements and their basic related concepts in a formal yet ...
- 5,405
0
votes
0
answers
448
views
Is an integrable map from a measure space to a Banach space always measurable?
Is every integrable mapping defined in a general measure space to a Banach space measurable?
The answer is yes if it is function (real valued). The answer is yes if it is a mapping into a Banach ...
- 201