# Questions tagged [measure-theory]

Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.

2,534
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### Can the Banach-Tarski paradox or Tarski's circle-squaring problem be done with hinges?

It is known for both the Banach-Tarski paradox and Tarski's circle-squaring problem that you can finitely partition the starting configuration, then continuously move these pieces (without ...

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40
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### Density of pairs of relatively prime integers in $\mathbb{N}^2$

Let $\mathbb{N}$ denote the set of positive integers. For $n\in\mathbb{N}$ let $[n] = \{1,\ldots,n\}$.
For $A\subseteq \mathbb{N}^2$ let the (two-dimensional) lower density $d_2(A)$ be defined by
$$...

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74
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### What is the limit of a helix as the frequency tends to infinity?

Consider the helix parametrized by $r(t) = (\cos(\omega t), \sin(\omega t), t)$, for a given $\omega > 0$, and $t \in \mathbb{R}$. How can we interpret the limit as $\omega \to \infty?$
My initial ...

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### Is (the generalised) Sard's theorem optimal?

As mentioned in this question (https://math.stackexchange.com/questions/416607/show-that-fc-has-hausdorff-dimension-at-most-zero/446049#446049), in 1965 Sard proved the following result (paraphrased ...

2
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1
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### $\Psi$ in finite Wiener–Itô Chaos implies existence of continuous representative on neighborhood of Cameron–Martin space?

Let $(\Theta, H, \mu)$ be an abstract Wiener space, i.e. let $(\Theta, \lVert \cdot \rVert_{\Theta})$ be a separable Banach space, let $(H, \langle \cdot, \cdot \rangle_{H})$ be a separable Hilbert ...

2
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37
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### Equivalent definition of the Kantorovich-Fisher-Rao distance

I am reading this paper
"A JKO splitting scheme for Kantorovich-Fisher-Rao gradient flows"
(https://arxiv.org/abs/1602.04457)
and in the proof of Proposition 2.2, basically, if the measure ...

6
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3
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265
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### If the measure theoretic boundary is closed must it coincide with the topological boundary?

$\DeclareMathOperator\Int{Int}\DeclareMathOperator\Ext{Ext}$Suppose $E\subset\mathbb{R}^n$ is a set of finite perimeter and suppose that the measure theoretic boundary $\partial^*E=\mathbb{R}^n\...

4
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1
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100
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### Does approximately Fréchet differentiable imply approximately Gateaux differentiable?

In what follows, $\mu^n$ denotes $n$-dimensional Lebesgue measure, and $B_r(x)$ is the open ball with radius $r$ centered at $x$.
In elementary calculus, if we have a function $f : \mathbb{R}^n \...

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74
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### 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 ...

2
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1
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161
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### Large cardinals and measurability in $L(A)$

Under suitable large-cardinal assumptions, in the inner model $L(\mathbb R)$ one can have $\omega_1$ and $\omega_2$ measurable (this follows from determinacy).
I was wondering if it is possible to ...

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29
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### Convex ordering of measures that are obtained by different push-forwards of a same measure

Suppose that we have a probability measure $\rho$ which is supported on $\mathbb{R}^d$ and absolutely continuous w.r.t. the Lebesgue measure. Take two vector fields $F, G : \mathbb{R}^d \rightarrow \...

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1
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79
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### Cameron-Martin space of product space

Suppose you have Banach spaces $\mathcal B_\alpha$ where $\alpha$ is in some index set $I$. Let $\mu_\alpha$ be Gaussian measures on $\mathcal B_\alpha$ with Cameron-Martin spaces $\mathcal H_{\mu_\...

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1
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185
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### The Borel sigma-algebra of a product of two topological spaces

The following problem arose while trying to justify some "known results" in abstract harmonic analysis on noncommutative groups, for which I couldn't find explicit statements in the ...

4
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128
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### Existence of a limit of alpha-difference quotient for Hölder functions

Let $f:\mathbb{R}\to \mathbb{R}^d,d\geq 1,$ be an Hölder function with exponent $\alpha\in (0,1)$, meaning that
\begin{equation}
\sup_{x, y \in \mathbb R, \,x\neq y}\frac{|f(x)-f(y)|}{|x-y|^\alpha}<...

5
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1
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397
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### Volume of a shape whose boundary consists of portions of spheres symmetrically placed about the origin in $d\gg 1$ dimensions

We are given a convex shape $S$ in the $d$-dimensional Euclidean space, whose boundary is formed by portions of $2d$ different spheres, one portion per sphere. The radius of each sphere is the same, $...

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1
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77
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### Transforming two smooth densities to the same density

I am looking for an example of the following:
Find a bijective, differentiable function $f$ and continuous probability density functions $q_1\ne q_2$ such that $f_*q_1=p=f_*q_2$, where $f_*$ is the ...

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0
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102
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### A measure on the group of homeomorphisms of $\mathbb T^2$

Let us consider the group of measure-preserving homeomorphisms of $\mathbb T^2$ (with transformations identified if they agree almost
everywhere) called $G[\mathbb T^2, \mathcal L^2]$. We shall ...

1
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0
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151
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### Building random homeomorphisms of the torus $\mathbb T^2$

In https://arxiv.org/abs/0912.3423, a family of random homeomorphisms of the circle is constructed. Main Question: Can the construction be generalized to higher space dimensions, e.g. to $\mathbb T^2$?...

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### Building random homeomorphisms of the circle

Given a positive Borel measure without atoms $\tau$ on the circle $\mathbb T =\mathbb R /\mathbb Z =[0,1)$ , in https://arxiv.org/abs/0912.3423 a homeomorphism $h:[0,1)\to [0,1)$ is defined as
\...

6
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2
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337
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### If every point is a Lebesgue point of $f$, is $f$ continuous a.e.?

Let $f: \mathbb R^n \to \mathbb R$ be a locally integrable function.
Question: Suppose every point $x \in \mathbb R^n$ is a Lebesgue point of $f$. Does it follow that $f$ is continuous almost ...

3
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1
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76
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### Does there exist $f:\Bbb{R}\to \Bbb{R}$ additive onto function such that $f(F) \subset \Bbb{R}$ has the property of Baire for every $F$?

Let $F\subset \Bbb{R}$ intersect every closed uncountable subsets of $\Bbb{R}$.
Does there exist $f:\Bbb{R}\to \Bbb{R}$ additive onto function such that $f(F) \subset \Bbb{R}$ has the property of ...

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2
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891
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### Kolmogorov 0-1 law counter examples for almost independent variables

According to Kolmogorov 0-1 law, if $ \left(X_{i}\right)_{i=1}^{\infty} $ are independent, then the tail sigma algebra is trivial. I want to construct such variables which are "almost independent&...

8
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1
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277
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### Why impossible events have some drawbacks or pathologies in probability theory?

It is said by Halmos, P.R.; in "Lectures on ergodic theory"
"Many of the difficulties of measure theory and all the pathology of the subject arise from the existence of sets of measure ...

0
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1
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82
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### Does $\sum_{|S| \text{ even}} f(S) \le \sum_{|T| \text{ even}} f(T)$ hold for all nondecreasing submodular functions f?

Let $f : 2^n \to \mathbb{R}$ be a nondecreasing submodular function, where $2^n$ is the powers of $\{1, \dots, n\}$. Here nondecreasing means that $f(S) \le f(T)$ for all $S \subseteq T$. And ...

2
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79
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### 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 ...

2
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0
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121
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### Weakly mixing diffeomorphism

From
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 measure ...

7
votes

1
answer

212
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### Does this "local time" type limit exist a.e. for $C^2$ functions?

For $f: \mathbb R^n \to \mathbb R$ a locally integrable function, $\varepsilon \in (0, \infty)$, and $x \in \mathbb R^n$, define $I(f, \varepsilon, x)$ to be the averaged integral of $f$ over $B_{\...

0
votes

1
answer

50
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### Bound the conditional expectation of a random matrix under weak dependence

Let $X$ be an $d\times d$ random matrix satisfying $\mathbb{E}[X]=0$ and $\|X\|_2\leq 1$ almost everywhere. Let $\mathcal{F}$ be the $\sigma$-field generated by $X$. Now suppose we have another $\...

2
votes

1
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140
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### Bakry-Emery criterion

The most common use of the Bakry-Emery criterion is for the measure $\mu(x)=e^{-u(x)} /Z$ where $u \in \mathcal{C}^2$. I would like to ask for an application to a smaller class.
Consider $u(x)=|x|^2 + ...

6
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1
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178
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### Steinhaus number of a group

$\newcommand\Sn{\mathit{Sn}}$A subset $A$ of a group $X$ is called algebraic if $A=\{x\in X: a_0xa_1x\dotsm xa_n=1\}$ for some elements $a_0,a_1,\dotsc,a_n\in X$.
Let $\mathcal A_X$ be the family of ...

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0
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### If $(\kappa_t)_{t\ge0}$ is a Markov semigroup with invariant measure $μ$, under which assumption is $t\mapsto\kappa_tf$ measurable for $f\in L^p(μ)$?

Let
$(E,\mathcal E)$ be a measurable space;
$(\kappa_t)_{t\ge0}$ be a Markov semigroup on $(E,\mathcal E)$;
$\mu$ be a finite measure on $(E,\mathcal E)$ which is subinvariant with respect to $(\...

2
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0
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190
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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 $\Omega\subset \Omega_k=\Omega+\operatorname{supp}k$. ...

23
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3
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### Are there arbitrarily large families of lines in $\Bbb R^3$ with average angle $\ge \pi/3$?

Question: Can I have an arbitrarily large finite family of lines $\ell_1,\dotsc,\ell_n\subset\Bbb R^3$ so that the average angle between two (distinct) lines is $\ge \pi/3$?
We can assume that all ...

8
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5
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457
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### Distributions of distance between two random points in Hilbert space

Let $\mu$ be a probability distribution on a separable infinite-dimensional Hilbert space. Let $D$ be the distance between two independent random samples from $\mu$.
So $D$ has some probability ...

2
votes

1
answer

223
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### Matching the integral of a function on smaller open sets

Let $f: [0, 1] \to \mathbb R$ be Lebesgue integrable with $\int_0^1 f \, d \mu = C.$
Question: For every $K$ with $0 < K \leq 1$, does there exist an open subset $U$ of $[0, 1]$ of Lebesgue measure ...

1
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0
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### Is a Boolean algebra with an order continuous topology a measure algebra?

Assume that $B$ is a complete boolean algebra endowed with a Hausdorff topology, with respect to which all operations on $B$ are continuous, $0$ has a base of full sets (recall that $A\subset B$ is ...

0
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1
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91
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### Condition for set of the type $\{(a,b)|a \in A, \ b = f(a)\}$ to have empty interior if $A$ has empty interior

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? ...

4
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1
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224
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### Bounds on discrepancy metric of product measures

Consider two measurable spaces $X_1 = (\mathbb{R}^m,\mathcal{B}(\mathbb{R}^m),\mu_1)$ and $X_2 = (\mathbb{R}^m,\mathcal{B}(\mathbb{R}^m),\mu_2)$ and the product spaces
$$X_1^{q} = (\times_{i=1}^q\...

2
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1
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129
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### Problem regarding set of positive Lebesgue measure in $\mathbb{R}^2$

Let $T_{p,q}$ be line joining $(0,0)$ and $(p,q).$ Now let us define the set
$$L= \bigcup_{p\in[0,1]\cap \mathbb{Q}}T_{p,1} \bigcup_{q\in[0,1]\cap \mathbb{Q}}T_{1,q} $$
and consider $P=[0,1]\times[0,...

1
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1
answer

108
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### Coarea formula for measure of epsilon neighbourhood

I am trying to use the coarea formula to get estimates on the measure of an epsilon-neighbourhood of a set. Specificly, given a compact 'nice' set $A\subseteq \mathbb{R^d}$, possibly with more than ...

1
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2
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145
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### Connection between invariant measure and positive recurrence for continuum state space markov chain

Let $\{ X_n(\omega,x)\}_{n \ge 0}$ be a Markov chain with and underlying probability space $(\Omega,\Sigma,\mathbb{P})$ and state space $X= \mathbb{S}^1$. Suppose this markov chain admits unique ...

6
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1
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222
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### Are all quasi-regular points on Polish spaces generic points?

Let $X$ be a Polish space and $T\colon X\to X$ be a continuous map. We say that a point $x\in X$ is quasi-regular if for every bounded continous function $\varphi\colon X\to\mathbb{R}$ the sequence $...

1
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0
answers

133
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### Study of the class of functions satisfying null-IVP

$\mathcal{N}_u$ : Class of all uncountable Lebesgue-null set i.e all uncountable sets having Lebesgue outer measure $0$.
Let $f:\Bbb{R}\to \Bbb{R}$ be a function with the following property :
$\...

0
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0
answers

46
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### Measure of noncompactness and multivalued functions

The Hausdorff measure of noncompactness of a nonempty and bounded subset $Q$ of $X$, denoted by $\alpha(Q)$, is the infimum of all numbers $\varepsilon>0$ such that $Q$ can be covered by a finite ...

2
votes

1
answer

239
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### Qualitative difference between "continuous" and "discontinuous" states on $M(G)$

Let $G$ be a locally compact Abelian group (we can think that $G={\mathbb R}$). Let $C_0(G)$ be the space of continuous functions $u:G\to{\mathbb C}$ vanishing at infinity with the usual $\sup$-norm, ...

1
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0
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44
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### Basin of attraction comparative statics* using local energy functions?

Let $\dot{\boldsymbol{x}}=\boldsymbol{F}(\boldsymbol{x};p)$ be an autonomous dynamical system defined on $[a,b]^n$ ($-\infty<a<B<\infty)$; $p\in\mathbb{R}$ is some fixed parameter. Suppose ...

2
votes

2
answers

78
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### Regular Lagrangian flow for explicit ODE with discontinuous right-hand side

Consider the problem
$$(\star) \quad \begin{cases} \frac{d}{dt} X(t,x) = \begin{cases} - 1 & \text{ if } X(t,x) >0, \\
1 & \text{ if } X(t,x) < 0 \end{cases}, &t \in [0,T],\\
X(0,x) ...

5
votes

1
answer

226
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### Boolean algebra of ambiguous Borel class

Suppose $X$, $Y$ are uncountable compact metric spaces and $\Delta^0_\xi(X)$, $\Delta^0_\xi(Y)$ ($2\le\xi\le\omega_1$) are the Boolean algebras of Borel sets of ambiguous class $\xi$. So for $\xi=2$ ...

1
vote

1
answer

98
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### A different version of Besicovitch Covering Theorem involving balls of half radius

I am trying a find a reference to/proof of the following result:
Let $(M, g)$ be a compact Riemannian manifold. Then there is $b$ so that the following holds: for any $r>0$, there is a covering $\...

2
votes

1
answer

97
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### Can we say that there exists a measurable function $f$ such that $ \nu=f_{\#}\mu$?

Define a coupling $\pi\in \Pi(\mu,\nu)$ on the product space $(X\times X,\mathcal{F}\times\mathcal{F})$. let $\pi_x$ be the disintegration of $\pi$ with respect to the $\mu$, i.e. there exists a Borel ...