# Questions tagged [measure-theory]

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

1,549 questions

**7**

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216 views

### What's so special about the Orthonormal base $\{e_n\}$ of $L^2[0,1]$, where $e_n(x)=e^{2\pi i nx }$?

Let $f \in L^2([0,1])$ . Then Carleson's Theorem states that
$$\lim_{N\to \infty} \sum_{|n|<N} \langle f,e_n\rangle e_n(x)=f(x),\quad\text{a.e. } x\in[0,1],$$
where $\{e_n\}$ is the Orthonormal ...

**1**

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**0**answers

43 views

### Why do weak and L metric topology for measures coincide?

Let $(X,d)$ be a complete metric space,
$$M^1 := \{\mu: \mu \mbox{ is a Borel regular measures having bounded support and } \mu(X) = 1\},$$
and $$BC(X) := \{f : f:X\rightarrow \mathbb{R} \mbox{ is ...

**9**

votes

**1**answer

174 views

### Rothberger property for finite covers

Let us recall that a topological space $X$ has the Rothberger property if for any sequence $(\mathcal U_n)_{n\in\omega}$ of open covers of $X$ there exists a sequence $(U_n)_{n\in\omega}\in\prod_{n\...

**1**

vote

**2**answers

70 views

### Positive part of “outer sums” of measures

Here is a question about decomposition of measures in singular parts and in positive and negative parts.
$\newcommand{\RR}{\mathbb{R}}$
Let $\Omega_{1/2}$ be compact subsets of $\RR^d$ equipped ...

**1**

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**0**answers

44 views

### Matching Stochastic Flows

Let $\nu = (\nu_t)_{t \in [0,T]} \in C( [0,T], \mathcal{P}_2(\mathbb{R}) ) ,$ where $\mathcal{P}_2(\mathbb{R})$ denotes the space of probability measures with finite moment equipped with the ...

**0**

votes

**1**answer

56 views

### Evolution of a density under the doubling angle map

Let $\mu$ be a probability measure on $I=[0,1]$, absolutely continuous with respect to Lebesgue measure. Denote by $T$ the "doubling angle map" on $I$, where $T(x)=2x \text{ mod }1$. Is it true, in ...

**3**

votes

**2**answers

128 views

### Example of measure for some algebra over N

$\mathcal F$ is set of events. Can you give an example of some algebra $\mathcal A$ over $\mathbb N$ and a non-zero finitely additive measure $\mu$ on this algebra, which has a countably additive ...

**1**

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**0**answers

35 views

### Extension of a result about measurable, additive functionals

Let $W$ be a set, and let $v$ be a finitely additive probability measure on $2^W$.
Equip $2^W$ with the Borel sigma-algebra $\mathcal{B}$ generated by the sub-basic sets of the form $\{a: w \in a\}$ ...

**1**

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**0**answers

58 views

### An example of a measurable random process with non-measurable integral

Let $ \xi _t(\omega), t\in[0,\infty)$, be a random process and let $ \xi _t(\omega)\in \{\mathfrak F_t\}$ be some filtration. Even if $ \xi _t(\omega) $ is $ \mathfrak F_t $ measurable then $\int_0^...

**0**

votes

**2**answers

142 views

### Uncountable infimum of measurable functions

I know that in general it does not hold, but there exists a positive result under some conditions for which the following claim holds?
Claim: given an uncountable set of measurable functions $f_i : U ...

**1**

vote

**0**answers

98 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 ...

**2**

votes

**1**answer

84 views

### Measurability of C([0,1]) for the completion of the Wiener measure

Consider the completion $(\mathbb{R}^{[0,1]}, \mathcal{B}, \mu)$ of the Wiener measure on $\mathbb{R}^{[0,1]}$ (with the cylinder set $\sigma$-algebra).
Is the following true :
$C([0,1])\in \...

**5**

votes

**2**answers

172 views

### Extension of a von Neumann algebra by a von Neumann algebra

I asked this question at MSE now I repeat it at MO:
Let $A,B,C$ be $3$ unital $C^*$ algebras. Assume that we have the following short exact sequence of $C^*$-algebras:
$$0\to A\to C\to B\...

**2**

votes

**2**answers

106 views

### Weak convergence of measures and a sequence of closed sets

Assume that we have a metric space $(A,\rho)$ and a sequence of probabilistic Borel measures $\mu_{n}$ on $A$ that converges weakly to the probabilistic Borel measure $\mu$. Assume also that one is ...

**4**

votes

**1**answer

86 views

### Is a Gaussian measure on a Hilbert space determined by the coarser topology induced by the covariance operator?

I have a basic question about Gaussian measures on a Hilbert space:
Let $\mu$ be a non-degenerate Gaussian measure on a Hilbert space $(H_0,\left\langle \cdot,\cdot \right\rangle_0)$. Then the ...

**5**

votes

**1**answer

324 views

### Base zero-dimensional spaces

Definition. A zero-dimensional topological space $X$ is called base zero-dimensional if for any base $\mathcal B$ of the topology that consists of closed-and-open sets in $X$, any open cover $\mathcal ...

**-2**

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**0**answers

51 views

### Estimate on the difference between the measure of the sublevels of two functions in terms of their $L^1$ distance

Fix $R\gg 1$. How can I estimate the difference between the Lebesgue measures $$\mathscr{L}^N(\{x \in \mathbb{R}^N \cap B_R(0): f(x)>0\} - \mathscr{L}^N(\{x \in \mathbb{R}^N \cap B_R(0): g(x)>0\...

**2**

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**0**answers

78 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\...

**7**

votes

**3**answers

400 views

### For what sets does the Lebesgue Differentiation Theorem hold in one dimension?

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**

votes

**0**answers

98 views

### Geometric interpretation for the Lebesgue-Radon-Nikodym Theorem

Discussing with some friends, the following question arose:
If $\nu$ is a signed measure, $\mu$ is a positive measure, and they're both $\sigma$-finite, then we may write $\nu = \lambda+\rho$, where $...

**0**

votes

**0**answers

25 views

### Is there a Markov family that does not have an associated semigroup?

After reading some references, I found that many probabilists are cautious about whether or not a Markov family is associated with a semigroup, while many others assume its existence for granted.
So ...

**2**

votes

**0**answers

115 views

### Infintely iterated and functional integration in constructive math

Looking for references on constructive derivations of (elements of) functional integration -- in particular, those used in the classical construction of the Wiener measure.
It seems such ...

**2**

votes

**1**answer

216 views

+50

### Meaning of Alberti rank-one theorem

Heuristically what does Alberti's rank-one theorem imply about the structure of a $\mathrm{BV}$ vector field $\boldsymbol{b}$?
Is it rigorously fair to say that the level lines of $\boldsymbol{b}$ ...

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**0**answers

78 views

### size of local strong stable manifold is measurable

Let $M$ be compact manifold. suppose $f:M\rightarrow M$ is $C^{2}$.
There is a continuous splitting of the tangent bundle $TM=E^{ss}+E^{s}+E^{u}$ invariant under the derivative $Df$ of the ...

**13**

votes

**1**answer

353 views

### reverse mathematics of the Lebesgue measurability of analytic sets

Can the fact that all analytic sets are Lebesgue measurable be proven in $Z_2$, or in some weak subsystem such as $\Pi^1_1\text{-CA}_0$? Conversely, can certain set existence axioms be derived from ...

**8**

votes

**1**answer

195 views

### Is a measurable solution continuous?

Let $f: \mathbb R\to \mathbb R$ be a Borel measurable function. Suppose that for each $q\in \mathbb Q$, the function $f(q+x)-f(x)$ is continuous on $\mathbb R$. Is it true that there is a continuous ...

**1**

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33 views

### If $(Y_n)_{n\in\mathbb N_0}$ and $(N_t)_{t\ge0}$ are stochastic processes, what is the filtration generated by $\left(Y_{N_t}\right)_{t\ge0}$?

Let
$(\Omega,\mathcal A)$ and $(E,\mathcal E)$ be measurable spaces
$(Y_n)_{n\in\mathbb N_0}$ be a $(E,\mathcal E)$-valued stochastic process on $(\Omega,\mathcal A)$
$(N_t)_{t\ge0}$ be a $\mathbb ...

**0**

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**0**answers

32 views

### Predictable Process Question (Da Prato & Zabcyzk 2014)

I've been looking at the 2014 edition of Da Prato & Zabcyzk and the sections on predictable processes. In particular, in their Proposition 3.7 (ii), they assert that if $\Phi$ is adapted and ...

**11**

votes

**2**answers

345 views

### Is it known how the Sigma Algebra generated by Jordan measurable sets compares to universally measurable sets and analytic sets?

Unlike the collection $L$ of Lebesgue measurable sets, the collection $J$ of Jordan measurable sets do not form a Sigma algebra. (A set is Jordan measurable if and only if its characteristic function ...

**1**

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**0**answers

49 views

### If $P \ll Q$, are the regular conditional probabilities a.s. absolutely continuous?

Let $P$ and $Q$ be probabilities on $(\Omega, \mathcal{A})$, and let $\mathcal{F}$ be a sigma-subalgebra of $\mathcal{A}$. Assume $P \ll Q$. Assume that $P(\cdot \mid \mathcal{F})$ and $Q(\cdot \mid \...

**0**

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**0**answers

42 views

### References for formal powers of measures

In Information geometry, Ay et al. define the space of formal $r$th powers* of signed measures as the limit $\mathcal S^r(\Omega) = \injlim L^{1/r}(\Omega, \mu)$ of maps $\phi\mapsto (\mu/\nu)^r\phi :$...

**0**

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57 views

### Separable measures on compact groups

Let us say that a (signed, finite) measure $\mu$ is separable if $L_1(|\mu|)$ is a separable Banach space.
EDIT: Suppose that $G$ is a locally compact group such that each measure on $G$ is ...

**4**

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**0**answers

121 views

### Gelfand spectrum as a measure space

Given a Lebesgue probability measure space $(X,m)$ (say, just the unit interval with the Lebesgue measure on it), let $A$ be a closed subalgebra of the real $L^\infty(X,m)$. Then one can realize the ...

**0**

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**1**answer

137 views

### Support of a regular measure Reg

Let $K$ be compact, Hausdorff space but not necessarily metrizable. Let $\mathfrak{M}$ be the Borel $\sigma$ field over $K$ and $\mu$ be a positive Regular Borel measure on $K$. Let $S$ be a subset of ...

**3**

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**0**answers

56 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 $\omega_t \in \Omega^*(X)$, $t\in E$, ...

**3**

votes

**1**answer

130 views

### Minkowski sum of polytopes from their facet normals and volumes

By Minkowski's work in the early 1900s, every polytope $P\subset\mathbb R^n$ is determined up to translation by its unit facet normals $u_1,\dots,u_k$ and facet volumes $\alpha_1,\dots,\alpha_k$. ...

**1**

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**0**answers

103 views

### Egorov's and Lusin's Theorem in the space with infinite measure

Both the fundamental Egorov's and Lusin's Theorem in measure theory are given on any measurable space $X$ whose measure is finite.
On the measurable space whose measure is infinite, does there ...

**1**

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**1**answer

40 views

### Monotonicity given an implicit function containing a Measure integral

The following question seems simple but I am not sure how to handle it correctly because of the integral with respect to a measure. I would be very thankful for any reply.Cheers!
Knowing that $$f(\...

**0**

votes

**1**answer

123 views

### Regularity in Orlicz spaces for the Poisson equation

I see the following Lemma in :Regularity in Orlicz spaces for the Poisson equation | SpringerLink:(2007)
$$\Delta u=f \quad \quad \quad \quad (1)$$
Lemma 2: There is a constant $N_1 >1$ so that ...

**3**

votes

**2**answers

221 views

### Effect of perturbing the atoms of a measure on the Wasserstein distance

Let $(X,d)$ be a metric space, $x_1,\ldots,x_N\in X$ and $x_1',\ldots,x_N'\in X$ be atoms, and $G=\sum_{i=1}^Np_i\delta_{x_i}$, $G'=\sum_{i=1}^Np_i'\delta_{x_i}$, and $G''=\sum_{i=1}^Np_i'\delta_{x_i'}...

**1**

vote

**1**answer

154 views

### continuity entropy with respect gibbs measures

Let $X=\{0,1\}^{\mathbb{N}}$. For simplicity I consider Bernoulli measures on $X$ only.
Let $f:X\to \mathbb{R}$ be Holder continuous. The measure $\mu$ is a Gibbs measure with potential $f$ if there ...

**3**

votes

**0**answers

104 views

### Completely I-non-measurable unions in Polish spaces

Problem. Let $X$ be a Polish space, $\mathcal I$ be a $\sigma$-ideal with Borel base, and $\mathcal A\subset\mathcal I$ be a point-finite cover of $X$. Is it true that $\mathcal A$ conatins a ...

**2**

votes

**1**answer

99 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 ...

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34 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 ...

**6**

votes

**1**answer

175 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 ...

**3**

votes

**1**answer

95 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

**1**answer

211 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 ...

**8**

votes

**2**answers

446 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

**1**answer

61 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

**0**answers

79 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_\...