**2**

votes

**0**answers

58 views

### A certain measure on $C^{*}$algebras

Is there a reference who introduce the following measure on a $C^{*}$ algebra and investigate it from the view point of $C^{*}$ algebra or from the view point of ergodic theory?:
Let $A$ be a $C^{*}$ ...

**1**

vote

**0**answers

46 views

### Order statistics of iid uniform RV and Pólya's urn model. Question about a.s. convergence

Let $U_1,U_2,U_3,\dots$ be IID uniform on $[0,1]$. For each $n\geq 1$ let
$$U_{1:n}<U_{2:n}<\dots<U_{n:n}$$
be the order statistic of $(U_1,\dots,U_n)$. Independent of the $U$ process there ...

**4**

votes

**2**answers

108 views

### A question on invariant measures

Let $(X, \mathcal{B}, T)$ be a topological dynamical system and $M(X, T)$ be the set of all invariant measures.
I do not know is there some nice functional characterization of the following set
$\{...

**1**

vote

**1**answer

149 views

### Could I affirm that $f$ is not identically 0?

Consider the following situation: Let $\Omega =l^{\infty}(\mathbb{R})$ be the
space of all bounded sequences of real numbers. We will consider in $\Omega$ the metric:
$
d(x,y)=\sum_{i\geq 1}\frac{|...

**1**

vote

**1**answer

86 views

### Some integrals with respect to a Gaussian measure on a Hilbert space

Assume that $(H,\langle\cdot,\cdot\rangle)$ is a real separable Hilbert space equipped with a Gaussian measure $\mu$ with a mean $m$ and a covariance operator $C$. Let $x\in H$ be a fixed vector. What ...

**-1**

votes

**0**answers

81 views

### Are the theorems of Ergodic Theory valid for non-probability spaces?

The theorems in Ergodic Theory have assumed a probability measure, always. I am interested to know if they hold even when the space is not equipped with a probability measure. In other words, if my ...

**6**

votes

**4**answers

465 views

### Speed of convergence in Lebesgue's density theorem

Let $\lambda=\text{unif}([0,1])$ be uniform distribution on $[0,1]$ and $B$ be any Borel set. Lebesgue's density theorem states that for $\lambda$-almost all $x\in[0,1]$ the limit
$$\lim_{\epsilon\...

**12**

votes

**1**answer

310 views

### Does there exist a ``continuous measure'' on a metric space?

Let $X$ be a separable complete metrizable space. Does there exist a complete metric $d$ and a Borel measure $\mu$ such that
(a)
$\mu(B_r(x))<\infty$ for every open ball $B_r(x)$ of radius $r>...

**1**

vote

**0**answers

70 views

### Can we always extract a proper Hausdorff measurable subset from a Hausdorff measurable set?

I also put this question on MSE here
Let $\Gamma\subset \Omega\subset \mathbb R^N$ be such that $\mathcal H^{N-1}(\Gamma)<+\infty$ (this also implise that $\Gamma$ is Hausdorff measurable).
Let $\...

**2**

votes

**0**answers

62 views

### Characterizing the optimimum over the space of probability measures

Consider the following optimization problem:
\begin{equation}
\max_{\mu \in \mathcal{M}} \int \log\left( \int e^{\alpha U(x,y)} d\mu(y) \right) d\nu(x)
\end{equation}
where $\mathcal{M}$ is the space ...

**1**

vote

**1**answer

66 views

### Results for Hausdorff Measure after Linear Transformation

For the Sierpinski Triangle, $S$, the $d$ dimensional Hausdorff measure is given by, $H^{d}(S)$. If a linear transformation, $W$ is applied to $S$, with
$$W(x,y)=\begin{bmatrix} 1/2 & 0 \\ 0 &...

**3**

votes

**1**answer

61 views

### Usable Change-of-Variables Formula for Hausdorff Measure

Let $H^{s}$ be the $s$-dimensional Hausdorff measure, let $D$ be a nonsingular matrix. Consider the change of measure formula:
$$
\int\limits_{A} f(Dx) \; \mathrm{d}H^{s}(x) = \int\limits_{ D A} f(y)...

**3**

votes

**0**answers

39 views

### Does there exist $\lambda_{\sigma(1)}$ such that $\mu(A\cap\{\lambda_{\sigma(1)}\neq0\})>0$?

Let $(\mathcal F,\Omega,\mu)$ be a measure space and $A\subseteq\Omega$ such that $\mu(A)>0$. Let $L^0$ be the space of all measurable functions.
We say $X_1,\ldots,X_k\in(L^0)^d=\prod_{k=1}^dL^0$...

**4**

votes

**1**answer

62 views

### sequence of graphs converge in the sense of varifold to multiplicity 2 plane

Say in $R^3$, is there a sequence of smooth graphs $f_n$ over some plane P, such that the graphs as submanifolds in $R^3$ converge in the sense of varifold (as Radon measures on $R^3 \times Gr(2,3)$ ) ...

**3**

votes

**2**answers

96 views

### How many cuts are required for a weighted-proportional cake-cutting?

In proportional cake-cutting, there are $n$ agents with equal entitlements to a "cake" (an interval). Each agent $i$ has a nonatomic value measure $V_i$ over the cake, and it is required to create a ...

**1**

vote

**0**answers

64 views

### Tensor product of sigma-algebra?

Does there exist an explaination of the product of 2 sigma-algebra in terms of of tensor product ? Which could explain the tensor product sign for the product of 2 sigma-algebra.
In particuliar, does ...

**5**

votes

**0**answers

174 views

### Topology on the space of Borel measures

Let $ B $ be the set of all measures $ \phi $ of $ \mathbf{R}^{n} $ such that every open set is $ \phi $-measurable (sometimes these measures are called Borel measures). Note the measures in $ B $ are ...

**3**

votes

**1**answer

119 views

### $\nu$ is a Dirac delta

Let $X$ be an locally compact Hausdorff space and $m$ a positive regular Borel probability measure where $m(Y)$ is 0 or 1 for any Borel set of $X$. Does it necessarily follow that $m$ is a Dirac delta?...

**1**

vote

**0**answers

63 views

### Reference for a simple fact in measure theory (semi-algebras)

What is the textbook where the following simple fact can be found:
A measure defined on a semi-algebra S can be extended to a sigma-algebra generated by S.
In the texbooks that I have looked into ...

**1**

vote

**1**answer

71 views

### Metrizability of the space of probability measures endowed with the topology of setwise convergence

Let $X$ be a separable completely metrizable space, let $\mathscr{B}(X)$ denote the Borel $\sigma$-algebra on $X$, and let $\mathscr{P}(X)$ denote the space of all probability measures on $(X, \...

**0**

votes

**0**answers

44 views

### The density one properties of $\mathcal H^{N-1}$-rectifiable set

Let $S\subset \mathbb R^N$ be a $\mathcal H^{N-1}$-rectifiable set. Then we know that there exist countably many Lipschitz $N-1$-graphs $\Gamma_i\subset \mathbb R^N$ such that
$$
\mathcal H^{N-1}\...

**6**

votes

**2**answers

227 views

### Can a nowhere differentiable function preserve measurability?

I want to know whether a continuous nowhere differentiable function $f: \mathbf{R} \to \mathbf{R}$ can map Lebesgue measurable sets to Lebesgue measurable sets. More generally I'm interested to know ...

**1**

vote

**0**answers

55 views

### Converge of measures [closed]

Good night, we have the following:
Let $(X,d)$ is a general metric space, $\mathcal{M}(Y)$ is the set of finite Borel measures on $Y$ and $C_B(Y)$ denotes the Banach space of bounded continuous ...

**7**

votes

**1**answer

175 views

### Product of limit $\sigma$-algebras

Let $X$ and $Y$ be Polish (i.e. Borel subsets of separable completely metrizable) spaces. For a Polish space $Z$, let $\mathscr{S}(Z)$ denote the limit $\sigma$-algebra on $Z$, i.e. the smallest $\...

**0**

votes

**0**answers

33 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 ...

**2**

votes

**1**answer

185 views

### Extension of a function from almost everywhere to everywhere

The informal general question is: let $f$ be a "sufficiently nice" function, defined "almost everywhere". Can we develop a method to uniquely extend $f$ to the "remaining" points?
Example: Let $f(x)=\...

**0**

votes

**1**answer

166 views

### Formula for an integration on $\mathbb{Q} \cap [0,1]$

In order to work with functions defined on $\mathbb{Q} \cap [0,1]$ I would like to define an adapted "integration" formula on this set. I though that following definition could be interesting:
$$ \...

**4**

votes

**1**answer

230 views

### Weil's Haar measure construction from below

Weil's construction of a Haar measure on a locally compact group rests on approximating a function from above by sums of translates of another function.
I would need to know something similar for an ...

**6**

votes

**1**answer

181 views

### Definitions of Hilbert Bundles

I have some doubts regarding definitions and conventions on Hilbert Bundles. Some authors like Peter Kuchment (Floquet Theory for Partial Differential Equations) and Serge Lang (Differential and ...

**1**

vote

**1**answer

63 views

### Set of General Linear Position with Nonzero Measure

I came to the following question, but I don't have quite a good idea how to approach.
Can a set $A\subset \mathbb{R}^n , n\ge 2$ with nonzero measure be in a general linear position?
I believe that,...

**0**

votes

**0**answers

58 views

### Lower bound on the diameter of a ball contained in the stable manifold of a critical point

Let $f: \mathbb{R}^d \rightarrow \mathbb{R}$ be a smooth function and consider the $d$-manifold $M = \{(x, f(x)): x \in \mathbb{R}^d\} \subset \mathbb{R}^{d+1}$. Consider the negative of the gradient ...

**1**

vote

**0**answers

21 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
$$
\...

**4**

votes

**2**answers

219 views

### Error estimate in the spectral theorem of compact operators on a Hilbert space

Given a compact self-adjoint operator $K$ mapping $L^2(\mathbb{R}^d) \rightarrow L^2(\mathbb{R}^d)$ as $f \rightarrow \int K(x,y) f(y) d\mu(y)$, let us define its eigenvalues $\lambda_i$ and eigen-...

**4**

votes

**1**answer

80 views

### Measurable $\epsilon$-optimal selection with an analytically measurable stochastic kernel

Let $(X, \mathcal{X})$ and $(A, \mathcal{A})$ be standard Borel spaces, $D \subseteq X \times A$ be an analytic set, and $D_x := \{a \in A : (x, a) \in D\}$ denote the $x$-section of $D$ at $x \in X$.
...

**4**

votes

**1**answer

73 views

### Conditions for existence of dominating $\sigma$-finite measure for all conditional distributions

Suppose $X$ and $Y$ are two real-valued random variables with a specified joint probability distribution $P_{X,Y}.$ I wish to determine if there is a $\sigma$-finite measure $\mu$ on the real line ...

**2**

votes

**1**answer

86 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 ...

**2**

votes

**0**answers

257 views

### Measure of the Attractor of Critical Points of a Manifold

Let $f: \mathbb{R}^d \rightarrow \mathbb{R}$ be a smooth function and consider the $d$-manifold $M = \{(x, f(x)): x \in \mathbb{R}^d\} \subset \mathbb{R}^{d+1}$. Let $P$ be a property of some subset ...

**2**

votes

**2**answers

196 views

### How to generalize normal number theorem

The Borel number theorem states that with respect to Lebesgue measure, almost all real numbers are normal numbers. It is sometimes stated in the context of the compact interval $[0,1]$, where one ...

**4**

votes

**1**answer

263 views

### $\forall g\in L^2(\Omega)$ exists $g_n\in H_0^1(\Omega)$ and $\epsilon>0$ s.t $g_n(x)\to g(x),\,a.e$ and $|g_n(x)|\leq |g(x)|+\epsilon$

I asked this question on MSE here some time ago, but I couldn't get an answer. There was a suggestion in the comments for a counterexample using a fat Cantor set, but I couldn't show a contradiction ...

**0**

votes

**1**answer

128 views

### Counterexample: weak convergence doesn't imply $L^1-$convergence [closed]

I'm not sure my question is of research level, but I cannot find the answer in the existing reference. Let $\mu_n$ be a sequence of probability measures on $\mathbb R$ satisfying
$$\int_{\mathbb R}xd\...

**1**

vote

**1**answer

123 views

### Integration against Borel measures on compact Hausdorff spaces

I am studying the properties of integration against Borel measures and Baire measures. And I am not sure whether the following proposition is correct and I tried to give a proof.
Suppose that $X$ ...

**3**

votes

**0**answers

140 views

### A strongly open set which is not measurable in the weak operator topology

Let $H$ be a non-separable Hilbert space and $\{e_i\}_{i\in I}$ be an orthonormal basis for $H$. Let $J$ be a uncountable proper subset in $I$.
Let us put $$E=\{x\in B(H): \lVert xe_j\rVert <1: \...

**3**

votes

**1**answer

129 views

### A linear functional on $C(K)^*$ continuous on each $L_1(\mu)$

I asked this at math.stackexchange, but nobody answered.
Let $K$ be a (Hausdorff) compact topological space, ${\mathcal C}(K)$ the usual Banach space of continuous functions $x:K\to{\mathbb C}$, ${\...

**14**

votes

**1**answer

482 views

### Is there a class of mathematical structures with non-isomorphic natural representations as a standard Borel space?

Background. The field of Borel equivalence relation theory
provides a robust, unifying theory that organizes most of the
classification problems of classical mathematics into a hierarchy,
allowing us ...

**2**

votes

**1**answer

155 views

### Non-completeness of the Borel-Lebesgue measure and countable choice

Is it possible to prove the non-completeness of the Borel-Lebesgue measure on $\mathbb{R}$ (restricted to the Borel $\sigma$-algebra) without the full axiom of choice, but still with Countable Choice ?...

**1**

vote

**0**answers

28 views

### Pointwise convergence of a sequence of approximate limits of BV functions

So, let $\Omega\subset \mathbb R^2$ bounded and consider a sequence of functions $\{u_k\}_{k\in\mathbb N}\subset BV(\Omega)$ and $u\in BV(\Omega)$ such that $u_k\rightarrow u$ weakly* in $BV(\Omega)$. ...

**5**

votes

**0**answers

249 views

### Equivalence of the Banach-Tarski paradox

I am working on the Banach-Tarski paradox and the fact that the Hahn-Banach theorem implies that paradox. The proof involves the equivalence of the Hahn-Banach theorem and the fact that for every ...

**4**

votes

**1**answer

315 views

### Invariant probability on a unit ball of a Banach space

Let $\Gamma$ be a discrete group acting on an infinite-dimensional Banach space $X$ by linear isometries.
Is there a probability measure (non-atomic, not supported on a finite dimensional subspace) ...

**6**

votes

**1**answer

321 views

### Does every (generalized?) Markov chain admit transition probabilities?

To pose the question let us start by recalling the following notions:
Transition Probabilities. A transition probability matrix between two measurable spaces $(S,\mathcal{S})$ and $(V,\mathcal{V})$...

**0**

votes

**0**answers

75 views

### Hausdorff dimension and Hausdorff measure

Let us consider a curve $E\subset \mathbb{R}^2$ which is a $(\delta,R)$- Reifenberg flat domain and suppose also that it holds the following estimate on the Hausdorff dimension:$\mbox{ dim}_{\mathcal{...