Questions tagged [measurable-functions]
The measurable-functions tag has no usage guidance.
78
questions
15
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3
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Are measurable homomorphisms $ (\Bbb{C},+) \to (\Bbb{C},+) $ or $ (\Bbb{C},+) \to (\Bbb{C},*) $ continuous, and do they admit an explicit description?
I am interested in generalizations of the following fact (known as automatic continuity, as pointed out below). I am especially looking for references to papers dating back to 1920’s. I feel that ...
11
votes
2
answers
10k
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The image of a measurable set under a measurable function.
Let $f:X \rightarrow (Y, \mathcal{Y})$ be an abstract function, with $\mathcal{Y}$ a $\sigma$-algebra on $Y$. Endow $X$ with $f^{-1}(\mathcal{Y})$. Is then $f(X)$ a measurable set in $Y$? If not, are ...
11
votes
2
answers
3k
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Good examples of random variables whose image is not a measurable set?
Are their simple/natural examples of real-valued Borel-measurable random variables whose image is not a Borel set? Something that occurs "naturally"?
I am teaching Doob's lemma (for two real-valued ...
10
votes
1
answer
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When is the set of measurable functions a vector space?
I know this is not a research question, but I searched somewhat thoroughly and could not find the exact answer I want. But I've always wondered the following: suppose that $(X,\mathcal{M})$ is a ...
10
votes
1
answer
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Is the "continuous on compact subsets" characterization of measurable functions actually useful?
According to Lusin's theorem (and the slightly weaker converse of that result), measurable functions on locally compact topological spaces that are equipped with a regular measure may be characterized ...
9
votes
2
answers
642
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Analogue of open/closed maps for measurable spaces
$\newcommand{\A}{\mathcal{A}}\newcommand{\T}{\mathcal{T}}$The notions of continuous map of topological spaces and measurable function of measurable spaces are very similar:
A map of topological ...
6
votes
1
answer
1k
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Are Bochner measurablity and Borel measurability compatible?
Let $(X,\mathfrak{M})$ be a measurable space and $E$ be a Banach space and $f:(X,\mathfrak{M})\rightarrow E$ be a function.
Question
Are Borel-measurable condition on $f$ and Bochner-measurable ...
6
votes
0
answers
335
views
Radon-Nikodym derivatives with parameters?
Suppose that $(A,\Sigma_A)$ and $(X,\Sigma_X)$ are measurable spaces, and that
$$
\mu,\nu \: : \: A \times \Sigma_X \rightarrow [0,1]
$$
are Markov kernels, i.e. probability measures on $X$ ...
6
votes
0
answers
357
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 ...
5
votes
1
answer
292
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Continuity of real functions
The following question concerns that without $ZF+DC$, can every function be "a little bit" continuous?
Question Is it consistent with $ZF+DC$ that for any function $f:[0,1]\to [0,1]$ and ...
5
votes
1
answer
368
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Is there a Borel measurable $f:\mathbb{R}^d \to \mathbb{R}^d$ such that $f(x) \in \partial \varphi (x)$ for all $x$?
Let $\varphi: \mathbb{R}^d \to \mathbb{R}$ be a convex function. The subdifferential of $f$ at $x$ is defined as
$$
\partial \varphi (x) := \{z \in \mathbb{R}^d : \varphi(y) \geq \varphi(x) + \langle ...
5
votes
2
answers
628
views
Exotic Lebesgue Measurable Function
Measurable functions whose graphs are dense in the plane are well known. Examples include, the Conway 13 function, as given in the answer in this link: When is the graph of a function a dense set?
...
5
votes
1
answer
202
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Dense subcategory of measurable spaces
Recall the notion of a dense subcategory $\mathcal{D}$ of a category $\mathcal{C}$. It means that the restricted Yoneda functor $\mathcal{C} \to \mathrm{Hom}(\mathcal{D}^{op},\mathbf{Set})$, $A \...
4
votes
1
answer
200
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Measurable selection involving measure valued random variable
Let $(\Omega, \mathcal{F}, \mathbb{P})$ be a probability space and let $\mathcal{M}(\mathbb{R}^d)$ be the space of finite signed measures on $\mathbb{R}^d$ endowed with the narrow topology (i.e. the ...
4
votes
1
answer
735
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The Notion of Strong Measurability for Separable Banach Spaces
Let $ (X,\Sigma,\mu) $ be a measure space and $ B $ a Banach space. According to my understanding, a function $ f: X \to B $ is said to be strongly $ \mu $-measurable if and only if it is the almost-...
4
votes
1
answer
261
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Volume-preserving mappings in the torus $T^n$
Let $T^n$ be the $n$-dimensional torus and let $F$ be the set of all volume preserving continuous mappings $f:T^n\to T^n$. I would like to know if $F$ is connected in the sense that for any $f\in F$ ...
4
votes
1
answer
520
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Optimal Transport: how is this transport map Borel measurable?
I'm reading Theorem 1.17. and its proof at page 14 of Santambrogio's Optimal transport for applied mathematicians. The content is not hard but a little bit long (because of related detail). Please ...
3
votes
2
answers
903
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Opinions on the Multiplication of Measures
A few questions, hopefully to spark some discussion.
How can one define a product of measures?
We could use Colombeau products by embedding the measures into the distributions? I'm not sure why this ...
3
votes
1
answer
139
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Measurability of superposition operator with non-separable Banach space
Let $f\colon I \times X \to \mathbb{R}$ be a map where $I \subset \mathbb{R}$ is an interval, $X$ is a Banach space (possibly non-separable) and we have
$$t \mapsto f(t,x) \text{ is measurable}$$
$$x \...
3
votes
1
answer
220
views
Measurable selection for argmin to distance
Let $Y$ be a Banach space and equip $Y$ with the weak topology. Now, let $X$ be a closed, bounded, and convex subset of $Y$ and suppose that the relative (weak) topology on $X$ is metrizable with ...
3
votes
2
answers
405
views
Sharp assumption for preserving Lebesgue measurability by left composition
Let $g: [0, 1] \to \mathbb R$ be a Lebesgue-measurable function (in the classical sense: the inverse images of Borel sets are Lebesgue-measurable). It is a classical fact in analysis that $f \circ g$ ...
3
votes
3
answers
750
views
When Banach indicatrix is measurable?
Let $f:X\to Y$ is a measurable function. Banach indicatrix
$$
N(y,f) = \#\{x\in X \mid f(x) = y\}
$$
is the number of the pre-images of $y$ under $f$. If there are infinitely many pre-images then $N(y,...
3
votes
1
answer
145
views
Can there be an upper bound on the Borel rank of the preimages of Borel sets under a surjective Borel map?
Let $X$ and $Y$ be standard Borel spaces, $Y$ uncountable, and $f : X \to Y$ a surjective Borel map. Is it possible that there is a countable ordinal $\alpha$ such that for each Borel set $B \subseteq ...
3
votes
1
answer
283
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Loeb measures and non-standard hull of Banach spaces
$\DeclareMathOperator\Fin{Fin}$I am trying to understand the notion of "liftings" of Loeb measurable functions to internal, internally measurable functions, and its connection to non-...
3
votes
1
answer
152
views
$L_p(I,Y)^\perp=L_q(I,Y^\perp)$?
Let $X$ be a Banach space and $Y$ be a closed subspace of $X$. For $1<p<\infty$ consider the $p$-th power Bochner Integrable functions which takes values in $X$ and defined on the unit interval $...
3
votes
0
answers
176
views
Example of an optional non-predictable process
To clarify better the notions of predictable and optional processes, I am looking for a simple example of a process that is optional, but not predictable. I found out something useful here, however, I ...
3
votes
0
answers
203
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Characterization of a Bochner/strongly measurable function solely as a random element
Be $(\Omega, \mathcal{A}, P)$ and $E$ a probability space and a Banach space respectively.
This paper of G.A. Edgar contains a proof that, for a function $X: \Omega \rightarrow E$, being weakly ...
3
votes
1
answer
222
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Sobolev embedding into measurable functions
Consider the fractional Sobolev space
$$
W^{k,2}(\mathbb R^n):=\big\{f \in \mathcal S'\,\big|\,(1+\|\xi\|)^k\hat f(\xi)\in L^2(\mathbb R^n)\big\}
$$
for some $k\in\mathbb R$, and let $\mathcal M$ ...
3
votes
0
answers
110
views
A measurable implicit function with differentiated arguments
I have encountered the need for an unusual implicit function theorem, about which I know very little. I would appreciate it if someone could help me with a few pointers.
The setup is as follows. Let $...
2
votes
1
answer
246
views
Is scalarly measurable simply measurable?
More specifically, consider the following particular situation: Let $I=[0,1]$ with the standard Borel $\sigma$-algebra. Consider functions $y:I\times I\to I$. Say that $y$ is scalarly measurable iff $...
2
votes
2
answers
226
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Preimage of null sets under a monotone increasing function
Let $I\subseteq \mathbb{R}$ be a closed bounded interval and $f:I \to I$ a monotonic increasing function and $S$ the countable set of points $s$ such that $|f^{-1}(s)| > 1$. Is the following ...
2
votes
1
answer
716
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Functional representation of adapted jointly measurable stochastic processes
It seems like the question stated here in MSE has no answer yet and seems therefore for me to be not of a basic question type. For this reason I move it to MO.
Let $X_t : \Omega \to E, \ t \geq 0$ be ...
2
votes
1
answer
298
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Measurability of Markov kernel wrt the Borel $\sigma$-algebra generated by the weak topology
Consider two Polish metric probability spaces $(\mathcal{A}, \Sigma_\mathcal{A})$ and $(\mathcal{B}, \Sigma_\mathcal{B})$, endowed with their Borel $\sigma$-algebras. Denote as $\mathcal{P}_\mathcal{B}...
2
votes
1
answer
199
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Measurability of maximum likelihood estimator under conditions from Lehmann's "Theory of point estimation"
I'm trying to prove that MLE from the proof of one theorem in Lehmann's "Theory of point estimation"
(the theorem is below) is a measurable function. I know that under some regularity ...
2
votes
2
answers
2k
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Supremum of continuous functions and essential supremum of continuous functions
Suppose that $(X,d)$ is a Polish metric space and $A$ is a set of continuous bounded functions $f:X\to \mathbb{R}$.
Suppose that $\mu:X\to[0,1]$ is a Borel probability measure.
Define
$$\sup A:X\to ...
2
votes
1
answer
421
views
Is the following "section-wise" defined function measurable in the product space?
I asked this question in mathstackexchange a couple of days ago. Almost right after posing it a partial (affirmative) answer came to my mind in the following form
Proposition: Assume that $(X,\...
2
votes
0
answers
60
views
On the measurability of stochastic integrals
Let $S(t)$ be a $C_0$-contraction semi-group, $W$ is a cylindrical Wiener process in a separate Hilbert space $U$. Assume the following conditions:
$$
\|F(t,u_1)-F(t,u_2)\|_{H}< C\|u_1-u_2\|_{H},~~...
2
votes
0
answers
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views
Measure of subsets in $\mathbb S^d$ defined by multiplicities of real roots
We associate to an element $\mathbf x=(x_0,\ldots,x_d)$
of the real unit sphere $\mathbb S^d=\lbrace (x_0,\ldots,x_d)\in\mathbb R^{d+1},\
x_0^2+\dots+x_d^2=1\rbrace$ the number $\mu(\mathbf x)$ of ...
2
votes
0
answers
52
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The initial sigma-algebra on the dual of a Banach lattice
Let $E$ be an AL space (i.e. a Banach lattice whose norm is additive on the positive cone $E_+$) that satisfies Mazur's condition (every sequentially weak$^*$-continuous functional on $E'$ is weak$^*$-...
2
votes
0
answers
201
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Prove or disprove that $u=0$ a.e. on $\Bbb R^d$
Let $\Omega\subset\Bbb R^d$ be an open set. Let $k:\Bbb R^d\to [0,\infty)$ be measurable such that $0\in \operatorname{supp}k$. This implies that $\Omega\subset \Omega_k=\Omega+\operatorname{supp}k$. ...
2
votes
0
answers
445
views
Does equality almost everywhere on a product imply equality almost everywhere on sections [closed]
(This question was on MSE, with no answers)
Consider two $\sigma$-finite measure spaces $X_1$ and $X_2$, and $X=X_1\times X_2$ the product measure space (a priori non-completed).
Take two functions ...
2
votes
0
answers
188
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Progressive measurability and functional composition
Suppose we have a progressively measurable process $X$ taking values in $\mathbb{R}^d$.
What are sufficient conditions on a function $$f( x, t, \omega ) \colon \mathbb{R}^d \times [0,\infty) \...
2
votes
1
answer
172
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Measurability of functions with multiple parameters
For a formalisation of the Giry monad in a theorem prover, I think I require some notion of measurability of “curried” functions. I.e. I have measure spaces $A$, $B$, and $C$ and a function $f: A \...
1
vote
2
answers
173
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Measurable selection for maximum process
Let $(\Omega,\mathcal{F},(\mathcal{F}_t)_{t\geq 0},\mathbb{P})$ be a complete filtered probability space, where $(\mathcal{F}_t)_{t\geq 0}$ is the completed Brownian filtrate. Suppose that $\Phi(t,x)$ ...
1
vote
1
answer
94
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Implications of a Regularity Condition for Functions
$
\newcommand{\essSup}{\mathop{\rm sup_{ess}}\nolimits}
$
What can be concluded from the fact, that $f: X\ni x\mapsto f(x)\in [a,b]\subset\mathbb{R}\setminus\lbrace{-\infty,+\infty\rbrace} $ ...
1
vote
2
answers
176
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Does a measurable $F :[0, T] \to L^p (\mathbb R^d; \mathbb R_{\ge 0})$ have a "flattened" measurable version?
Let $d \in \mathbb N^*,p \in [1, \infty]$ and $T>0$. Let
$$
F :[0, T] \to L^p (\mathbb R^d; \mathbb R_{\ge 0}), t \mapsto F_t
$$
be measurable. I would like to ask if there is a measurable function ...
1
vote
1
answer
55
views
Let $c: X \times Y \to \overline{\mathbb R}$ be $\gamma$-measurable. Is $c_x:Y \to \overline{\mathbb R}, y \mapsto c(x, y)$ $\nu$-measurable?
Let $(X, \mathcal X, \mu)$ and $(Y, \mathcal Y, \nu)$ be $\sigma$-finite measure spaces. Let $\overline{\mathbb R} := \mathbb R \cup \{\pm \infty\}$.
$f:X \to \overline{\mathbb R}$ is called $\mu$-...
1
vote
1
answer
181
views
Friedland metric entropy
I was asking if it is possible to extend the definition of topological Friedland entropy for $\mathbb{Z}^d$ continuos actions to measure preserving actions.
The topologica Friedland entropy is ...
1
vote
0
answers
85
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 ...
1
vote
0
answers
46
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, \...