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

2
votes
1answer
86 views

Measure preserving coordinates of $S^2$ from $[0,1]^2$

Consider the unit sphere $S^2 = \left\{x\in\mathbb{R}^3 ~ {\large|} ~ |x|=1 \right\}$ and denote the uniform (Lebesgue) measures on the $S^2$ and $[0,1]^2$ by $m_S$ and $m_2$, respectively. Question ...
0
votes
0answers
17 views

Weak* convergence in a dual Banach lattice vs norm convergence of moduli

Let $E$ be a dual Banach lattice, that is, $E = E_*^*$ for some Banach lattice $E_*$ (I have $M(X)=C(X)^*$ specifically in mind for a compact space $X$). Suppose that $(x_n)$ is a weak*-null ...
5
votes
1answer
117 views

Weak*-convergence of signed measures

Let $X$ be a compact Hausdorff space and let $M(X)$ denote the space of signed measures that is naturally dual to $C(X)$, the space of continuous functions on $X$. I am interested whether the ...
2
votes
1answer
65 views

Borel $\sigma$-algebra in $\beta \mathbb N \times \beta \mathbb N$

For a second-countable space $X$, we have $${\rm Bor}(X\times X) = {\rm Bor}\, X \otimes {\rm Bor}\, X,$$ that is the Borel $\sigma$-algebra of the product is the product $\sigma$-algebra. Some ...
2
votes
1answer
178 views

Is there a finitely additive measure on R which is not sigma-additive?

Consider the usual measurable space of real number $( \mathbb{R}, \mathcal{B}(\mathbb{R}))$. My question is: Is there an application $\mu$ on $\mathcal{B}( \mathbb{R}) \rightarrow [0,+\infty]$ such ...
-4
votes
0answers
59 views

the limits of series [on hold]

let $S_n=\sum^n_{i=1} \frac{3 i^2}{4^i-1}$ $$\frac{3 i^2}{4^i-1} \leq \frac{3 i^2}{3^i}=\frac{i^2}{3^{i-1}}$$ put $A_i=\ln \frac{i^4}{3^{i-1}}$ $$A_i=4 \ln i- (i-1)\ln 3 $$ for $i>1$ $A_i=\frac{1}{...
8
votes
2answers
416 views

Is taking the positive part of a measure a continuous operation?

Here is question I tried to answer for some time - it seems to be straightforward, but I have trouble figuring it out. Let $\Omega$ be a compact domain in $\mathbb{R}^n$. For any signed Borel measure ...
3
votes
1answer
57 views

Echange of Infimum Integral with Pointwise Infimum

Setup Suppose that $U$ is a subset of $L^{\infty}_{\mu}(\mathscr{F})\cap L^1_{\mu}(\mathscr{F})$ defined by $$ f\in U \Leftrightarrow g(f(x))\leq M \mbox{ and } f \in L^{\infty}_{\mu}(\mathscr{F})\...
2
votes
0answers
76 views

Inequality concerning BV norm

Let $u(x) \in L^1( \mathbb{R}^n) \cap BV(\mathbb{R}^n)$ and let $\rho\ge 0$ be the standard mollifier on $\mathbb{R}^d$, supported in unit ball with $\int_{\mathbb{R}^d}\rho \,dx=1$ and define $\rho_\...
4
votes
3answers
133 views

Regular Borel measures and the measure of a singleton

I'm studying this paper: http://matwbn.icm.edu.pl/ksiazki/sm/sm73/sm7313.pdf At the top of page 36, it states the following Proposition: Let $S$ be a compact and $\mu$ a regular Borel measure on $...
1
vote
1answer
101 views

Characterization of state spaces of Boolean algebras

A state space of a Boolean algebra is a Choquet simplex but not all Choquet simplices can be viewed as state spaces of Boolean algebras. Is it known which Choquet simplices are precisely state spaces ...
12
votes
3answers
493 views

Which bounded sequence can be realized as the Fourier Series of a probability measure on the circle?

Given a finite Borel measure $\mu$ on $\mathbb{S}^1 = \mathbb{R}/\mathbb{Z}$, define its Fourier coefficients by $$ \hat\mu(n) = \int e^{2i\pi nx} d\mu(x) \qquad\forall n\in \mathbb{Z}.$$ Clearly, $(...
3
votes
1answer
81 views

Every closed subspace $A$ of $C_0(K)$ can be regarded as a subspace of continuous functions on $A^*$?

We consider a locally compact Hausdorff space $X$ and the Banach space $C_0(X)$ of continuous functions on $X$ taking values at $\mathbb K = \mathbb R$ or $\mathbb C$, equipped with the supremum norm. ...
2
votes
0answers
62 views

The Poisson equation

I see the following theorem in Lihe Wang's A geometric approach to the Calderon--Zygmund estimates $$\triangle u=f,in \> B_2 \>(1)$$ Lemma 7: There is a constant $N_1$ so that for any $ε > ...
2
votes
0answers
39 views

Convergence to the probability generating function of a Poisson process

I'm working currently with a Poisson process trying to proove Renyi's Theorem, so far I want to show that $\prod_{i=1}^{k_n}[z + (1-z)e^{-\mu(A_{n_i})}] \to e^{-(1-z)\mu(A)}$ as $\mu(A_{n_i}) \to 0$, ...
2
votes
0answers
86 views

Can computers take uniform samples from a polytope?

For each $r \in \mathbb N $ write $\mathbb Z/ 10^r = \{a/10^r: a \in \mathbb Z\}$ and $P(r)$ for the lattice $(\mathbb Z/10^r)^N \subset \mathbb R^N$. Suppose the plane $P \subset \mathbb R^N$ is ...
2
votes
0answers
76 views

Lebesgue density theorem for “doubling uniformly covering collections of subsets”

I am looking for a version of Lebesgue density theorem that works when restricting to "good" collections of balls with respect to (not necessarily doubling) metric measure spaces. Specifically Let $(...
-1
votes
0answers
22 views

Q: The relationship between convergence of sequence (fn) almost everywhere, almost uniformly and convergence in measure [migrated]

Q:how we can discribe relationship between convergence of sequence (fn) almost everywhere, almost uniformly and convergence in measure?
7
votes
0answers
79 views

Volume of a neighborhood of singular matrices

Suppose we take the set of all $n\times n$ real matrices with entries in $[0,1]$ in Euclidean space. Let $N_\epsilon$ be the $\epsilon$ neighborhood of the set of all singular matrices in this space, ...
3
votes
1answer
221 views

Measures on sites

Let $\mathcal{C}$ be a category equipped with a Grothendieck topology $\tau$, i.e., a site. Under which conditions on $\mathcal{C}$ can one construct a Borel $\sigma$-algebra, $\sigma_\tau$, for $\...
-1
votes
0answers
45 views

A usage of mean value theorem for Nemytskii operators

Let $F$ be a real-valued continuously differentiable function over $\mathbb{R}$. Let $\Omega$ be a bounded set in $\mathbb{R}^2$; and $w_1$ and $w_2$ be in $H^1_0(\Omega)$. I am doing this calculation ...
8
votes
2answers
378 views

Measures and differential forms on manifolds

Let $M$ be a differentiable manifold. Let $\mu$ be a (probability) measure on $M$. What are the conditions under which $\mu$ is given by a differential form on $M$? I imagine some sort of ...
1
vote
0answers
34 views

On different norms of the interpolating operator

Let $[a,b]$ be an interval in real line . Given any function $f:[a,b]\to \mathbb R$ and set $A \subseteq [a,b]$ of size $n+1$, there exists a unique polynomial $p_{f,A,n}(x)$ of degree $n$ such that $...
4
votes
1answer
64 views

Find $p$ s.t. there is a sequence of nodes in $[0,1]$ s.t. sequence of interpolating polynomials of every continuous function converges in $p$-norm

Let $[a,b]$ be an interval in real line . Given any function $f:[a,b]\to \mathbb R$ and set $A \subseteq [a,b]$ of size $n+1$, there exists a unique polynomial $p_{f,A,n}(x)$ of degree $n$ such that $...
1
vote
0answers
46 views

Existence of Time-Reversed Markov Kernels

Suppose I have a probability measure $\pi$ and a Markov kernel $q$ which leaves $\pi$ invariant, in the sense that \begin{align} \int_x \pi(dx) q(x \to dy) = \pi(dy) \end{align} Then, a (the) time-...
3
votes
1answer
158 views

Given any sequence of interpolating nodes, can we find a continuous function $f$ whose interpolating polynomials doesn't converge to $f$ point-wise

Let $[a,b]$ be an interval in real line . Given any function $f:[a,b]\to \mathbb R$ and set $A \subseteq [a,b]$ of size $n+1$, there exists a unique polynomial $p_{f,A,n}(x)$ of degree $n$ such that $...
1
vote
1answer
98 views

Is the boundary of an open set in a $\sigma$-space empty?

Recall that a Boolean space is a $\sigma$-space in case the closure of every open Borel set is open. Let $\{B_i\}$ be a denumerable family of open-closed sets in a $\sigma$-space $X$. Then $\bigcup_i ...
3
votes
1answer
167 views

What is to Stone space of the free sigma-algebra on countably many generators?

I asked the question on MSE. https://math.stackexchange.com/questions/2898377/what-is-the-stone-space-of-the-free-sigma-algebra-on-countably-many-generators The answer I got, however, seems disputed....
2
votes
1answer
94 views

time delay ergodic theorem

given dynamic system $(X, \mathcal{B}, F, \mu), \mu \circ F^{-1}=\mu, F $ is mixing, $ A \in \mathcal{B}, s.t. \mu(A) >0 $. consider dynamic system $(X\times X, \mathcal{B}\otimes \mathcal{B}, ...
3
votes
2answers
285 views

Important examples or applications of lattices in locally compact groups

If $G$ is a locally compact group and $\Gamma $ is a discrete subgroup such that the quotient $G / \Gamma$ carries a finite left $G$-invariant Haar measure, then we say that $\Gamma$ is a lattice in $...
2
votes
1answer
84 views

Direct proof a property of hyperstonean spaces

First, let me state some basic facts and definitions for my question. I believe these are well-known among experts working on von Neumann algebras, but let me state them anyway since my question is ...
6
votes
1answer
110 views

Transportation-cost inequality for pushforward measure

Let $X=(X,d_X)$ and $Y=(X,d_Y)$ be metric spaces and $\varphi: X\rightarrow Y$ be an $L$-Lipschitz map, with $0 \le L < \infty$. Suppose $\mu$ is a probability measure on $X$ which satisfies ...
3
votes
1answer
159 views

wasserstein distance between distributions with bounded ratio

Let $p$ and $q$ be probability distributions on a metric space $X=(X, d)$ with densities $dp$ and $dq$, such that there exists $0 < \alpha < \beta < \infty$ satisfying $$ \alpha d p \le dq \...
17
votes
5answers
1k views

Why is Lebesgue measure theory asymmetric?

A set $E\subseteq \mathbb{R}^d$ is said to be Jordan measurable if its inner measure $m_{*}(E)$ and outer measure $m^{*}(E)$ are equal.However, Lebesgue mesure theory is developed with only outer ...
3
votes
0answers
133 views

Cardinality of extreme points of finitely additive probabilistic extensions

Let $\Omega = \{0,1\}^\mathbb{N}$, let $\mathcal{A}$ be the algebra generated by the open subsets of $\Omega$, where we use the product of discrete topologies, and let $\mathcal{F} = \sigma(\mathcal{A}...
6
votes
0answers
112 views

What (if any) was known about null sets before Lebesgue?

The notion af a null set, i. e., a set of Lebesgue measure zero, does not require a full blown construction of Lebesgue measure: A set is $E\subset \mathbb{R}$ is called a null-set if it can be ...
0
votes
0answers
58 views

Reference Request: Egoroff Theorem for nets

Does there exist a generalization of Egoroff theorem for nets instead of sequences of functions?
1
vote
0answers
54 views

Dense Egoroff theorem

Suppose that $f_n:X\rightarrow V$ is a sequence of continuous functions from a compact metric space $X$ to a Banach space $V$ and let $\mu$ be a Radon measure on $X$ and $\epsilon>0$ be given. ...
0
votes
0answers
37 views

Reformulate Wasserstein constraint optimization on product space in terms of marginal

Let $X = (X,d_X)$ be a metric space and $Y$ be an abstract set (with at least two elements). Consider the metric on $X \times Y$ defined by $$d((x,y),(x',y')) = \begin{cases}d_X(x,x'),&\mbox{ if }...
2
votes
0answers
32 views

Invariance of simple functions

Let $(A(s),D(A(s)))_{s\in\mathbb{R}}$ be a family of unbounded operators on a Banach space $X$ and $g:\mathbb{R}\rightarrow X$ be a simple function, i.e., \begin{align*} g=\sum_{i=1}^n{x_i\textbf{1}_{...
1
vote
1answer
79 views

A distribution which is Wasserstein-close to a compactly supported distribution is almost compactly supported

I wonder whether this is true: If a distribution is very close (in the Wassertein sense) to another distribution with compact support, then the former must put only tiny amount of mass outside a ...
0
votes
1answer
71 views

Differences between the reduced Borel field and the category algebra of a space

Let $X$ be a topological space. Halmos calls "reduced Borel field" the quotient $B(X)/M(X)$ where $B(X)$ is the Borel field of $X$ and $M(X)$ is the $\sigma$-ideal of meagre subsets of $X$. Fremlin ...
1
vote
1answer
108 views

Operator power of another operator

I was reading a paper and encountered the following notation: Let $\mathcal{H}=\ell^2(\mathbb{Z})$ and $\{e_p\}_{p\in \mathbb{Z}}$ be an orthonormal basis of $\mathcal{H}$.Define $$ue_p=e_{p+1}\quad ...
18
votes
6answers
1k views

Lebesgue measure theory applications

I'm looking for reasonably simple examples of applications of Lebesgue measure theory outside the measure theory setting. I give an example. Theorem: Let $X$ be a differentiable submanifold of $\...
2
votes
0answers
65 views

A variant of the optimal transport

Let $\mu$, $\nu$ and $\gamma$ be three probability measures on $\mathbb R$. Consider the optimisation problem as follows: $$\inf_{(X,Y,Z)}~ \mathbb E\big[|Y-Z|^2\big],$$ where the inf is taken ...
1
vote
0answers
241 views

Is that correct $\mathbb R^2\cong\mathbb R$ as measurable spaces? [closed]

Is that correct $R^2\cong R$ as measurable spaces? If we consider $R$ and $R^2$ with Borel $\sigma$-algebras, is there measurable map from $R$ to $R^2$ with measurable inverse?
2
votes
1answer
190 views

Schwartz space on $\bigcup_{n=1}^CR^n$

I have an application where I need to work with the following idea. Let the space $\bigcup_{n=1}^C \mathbb{R}^n$ be associated with the metric $d$ such that for $x=(x_1,\cdots,x_n)$ and $y=(y_1,\cdots,...
4
votes
0answers
72 views

Cadlag and adapted (usual conditions assumed) imply progressively measurable (related to Protter's Stochastic Calculus theorem 6)

Hi maybe someone on here can help me. I have been stuck on showing this fact for several months. I asked this question in the stack exchange and it has floated around for a while but to no avail. ...
4
votes
1answer
106 views

Improving equi-integrability for a family $\mathcal F$ in $L^1(\Omega)$

Let $\mathcal F$ be a weakly compact subset of $L^1(\Omega)$. Dunford–Pettis theorem says that $\mathcal F$ is uniformly integrable. Also, by de la Vallée-Poussin theorem we can find an increasing ...
3
votes
0answers
55 views

A conjecture characterizing almost uniform convergence of finitely additive conditional probabilities

This question is a continuation of a question I asked a couple weeks ago. Let $(\Omega, \mathcal{C})$ be the Cantor space of binary sequences equipped with the usual product topology, and let $(\...