Questions tagged [measure-theory]
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
3
votes
1answer
167 views
Does measurability of cardinal $\kappa$ imply measurability of $2^\kappa$?
A cardinal $\kappa$ is real-valued measurable if there is a $\kappa$-additive probability measure on $2^\kappa$ which vanishes on singletons. The existence of measurable $\kappa$ is independent of ZFC....
0
votes
1answer
53 views
Total variation norm estimate
I have the following question concerning an estimate of the total variation norm. Let $\mu$ be a bounded Borel measure on $\mathbb{R}$ and denote by $\mu_t$ the measure defined by $\mu_t(\Omega):=\mu(\...
1
vote
0answers
159 views
Random variables over large measurable cardinals
This question assumes the existence of a large real-valued measurable cardinal. Let $X$ be an uncountable set and $(X,2^X)$ equipped with a non-atomic probability distribution $P$. Additionally, let $...
0
votes
0answers
48 views
convergence of a fraction containing Lebesgue measures and perimeters
Sorry for this basic question posted on MO, I as well asked here https://math.stackexchange.com/questions/3063202/convergence-of-a-fraction-containing-lebesgue-measures-and-perimeters
Let $\epsilon&...
0
votes
0answers
55 views
When does measurability of sections imply measurability in product $\sigma$-algebra?
Let $(X,\mathcal{X})$ and $(Y,\mathcal{Y})$ be measurable spaces and let $\mathcal{Z}$ be the product $\sigma$-algebra on $X\times Y$. Suppose $A\subset X\times Y$ is such that its $X$- and $Y$-...
4
votes
0answers
82 views
How to think about dual space of a certain space of Lipschitz functions
Consider the following Banach space (for concreteness):
$$X=Lip(\bar{\mathbb{B}}^n)=\{f\in C^0(\bar{\mathbb{B}}^n): \Vert f \Vert_L<\infty \}$$
where
$$
\bar{\mathbb{B}}^n=\{\mathbf{x}\in \mathbb{...
19
votes
1answer
779 views
Fubini without CH
In Real and Complex Analysis, Rudin gives an example (due to Sierpinski) of a function $f:[0,1]^2\to[0,1]$ separately Lebesgue-measurable in each argument, such that
$$
\int_0^1 dx\int_0^1f(x,y)\,dy
\...
2
votes
1answer
105 views
Difference quotient for functions of bounded variation
Let $u:\mathbb{R}^N \to \mathbb{R}^N$, $u \in BV(\mathbb{R}^N)$, be a function of bounded variation.
We have that the following holds
$$(\ast) \qquad \frac{1}{|B_r(0)|}\int_{B_r(0)} \frac{|u(x+z)-...
0
votes
1answer
110 views
Given these conditions, can a function be defined that is well defined a.e.?
I have two functions, and I want to combine them to define a certain function.
Suppose for every fixed $e$ in $(0, ∞)$, we have a function $g_e (x): \mathbb{R} \to [0,\infty]$ that is well defined a....
0
votes
1answer
64 views
Exterior cone condition for $\mathrm{supp}\, u$ and Lebesgue points of $u$
Let $u:\mathbb{R}^n \to \mathbb{R}$ be an $L^1$ function with compact support. Let $\bar x \in \partial \mathrm{supp}\, u$ and assume that $\mathrm{supp} \, u$ satisfies the exterior cone condition at ...
0
votes
1answer
87 views
Are these conditions enough to ensure joint measurability?
Suppose $f(x, e): \mathbb{R} \times (0, \infty)\to [0,\infty]$ is right continuous in $x$, and monotone increasing in $e$. Is $f$ jointly measurable?
8
votes
1answer
153 views
On the existence of a particular type of finite measure on $\mathbb N$
Let $\mathbb N$ denote the set of all positive integers. Does there exist a countably additive measure $\mu : \mathcal P(\mathbb N) \to [0,\infty)$ such that $\mu(\mathbb N)<\infty$ and $\mu(\{nk: ...
1
vote
0answers
56 views
On the convergence of an integral of Hardy's maximal function
Let $f:\mathbb{R}\times \mathbb{R}^N \to \mathbb{R}^N$ be an $L^1$ function.
Assume that
$$\mathcal M f(x,y) = \sup_{r< \bar r}\frac{1}{B_r(y)} \int_{B_r(y)} f(x,z)dz \to 0 $$ as $\bar r \to 0$ ...
3
votes
1answer
116 views
Invariant integration on principal bundles
Let $G$ be a sufficiently nice topological or Lie group (e.g. compact), and let $H$ be a closed subgroup. This data determines a principal $H$ bundle $G \rightarrow G/H$ defined by the projection $g \...
8
votes
1answer
241 views
What's so special about the Orthonormal base $\{e_n\}$ of $L^2[0,1]$, where $e_n(x)=e^{2\pi i nx }$?
Let $f \in L^2([0,1])$ . Then Carleson's Theorem states that
$$\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],$$
where $\{e_n\}$ is the Orthonormal ...
1
vote
0answers
67 views
Why do weak and L metric topology for measures coincide?
Let $(X,d)$ be a complete metric space,
$$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
1answer
187 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
2answers
73 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
vote
0answers
45 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
1answer
57 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
2answers
174 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
vote
0answers
38 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
vote
1answer
81 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
2answers
169 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
0answers
107 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
1answer
90 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
2answers
180 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
2answers
113 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
1answer
90 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
1answer
326 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
votes
0answers
86 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
3answers
405 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
0answers
103 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
0answers
27 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
0answers
120 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
1answer
223 views
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 $\boldsymbol{b}$ ...
1
vote
0answers
79 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
1answer
361 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
1answer
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
vote
0answers
34 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
votes
0answers
33 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
2answers
359 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
vote
0answers
50 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
votes
0answers
44 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
votes
0answers
59 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
votes
0answers
124 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
votes
1answer
140 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
votes
0answers
57 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
1answer
134 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
vote
0answers
115 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 ...
