All Questions
Tagged with measure-theory fa.functional-analysis
93 questions
20
votes
2
answers
7k
views
Question about functional derivatives
This page on Wikipedia defines the so-called functional derivative as follows: "Given a manifold $M$ representing (continuous/smooth) functions $\rho$ (with certain boundary conditions, etc.) and a ...
- 3,515
41
votes
4
answers
16k
views
Product of Borel sigma algebras
If $X$ and $Y$ are separable metric spaces, then the Borel $\sigma$-algebra $B(X \times Y)$ of the product is the $\sigma$-algebra generated by $B(X)\times B(Y)$. I am embarrassed to admit that I ...
- 31.5k
40
votes
5
answers
10k
views
Is there a natural measures on the space of measurable functions?
Given a set Ω and a σ-algebra F of subsets, is there some natural way to assign something like a "uniform" measure on the space of all measurable functions on this space? (I suppose first ...
- 1,475
5
votes
1
answer
500
views
Hausdorff dimension of the graph of a BV function
Let $u: \Omega\subset \mathbb{R}^N \to \mathbb{R}^M$ be a $BV$ function.
Is the Hausdorff dimension of the graph of $u$ equal to $N$? How can we prove it?
Update.
In an answer to this post, it ...
- 839
5
votes
2
answers
321
views
If the Hausforff dimension of the graph of a function $u$ is $N$ and $\tilde u = u$ a.e. then $\dim_H \mathrm{graph} \, \tilde u = N$ too
Let $\Omega$ be an open (non empty) set and $u:\Omega \subset \mathbb{R}^N \to \mathbb{R}^M$ be a function such that the Hausdorff dimension of its graph is $N$.
Let $\tilde u = u$ a.e. Is it true ...
- 839
4
votes
1
answer
597
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 $\boldsymbol{b}$ ...
user123457
53
votes
3
answers
13k
views
Pullback measures
Why do all measure theory textbooks present the concept of push-forward measure, but never the concept of pull-back measure? Doesn't the latter exist?
It's true that the naive treatment of such a ...
- 5,407
16
votes
5
answers
3k
views
Measure theory treatment geared toward the Riesz representation theorem
I'm looking for recommendations for books (or lecture notes) that develop measure theory in sufficient detail to state and prove the Riesz representation theorem (which is the characterization of the ...
- 21.5k
16
votes
4
answers
2k
views
Is there a maximum to the amount of disjoint non-measurable subsets of the unit interval with full outer measure?
This question arose a few years back when I was an assistant teacher on a course of basic (Lebesgue) measure theory, but I didn't find an answer or anyone able to solve the problem. The setting of the ...
- 588
7
votes
1
answer
1k
views
Properties of convolutions
Consider the function
$$f_{n}(x)=e^{-x^2}x^n.$$
and the function
$$h_p(x):=e^{-\vert x \vert^p}.$$
My goal is to analyze
$$ F_p(y):=\frac{(f_2*h_p)(y)}{(f_0*h_p)(y)}- \left(\frac{(f_1*h_p)(y) }{(f_0*...
- 173
5
votes
2
answers
1k
views
Is the space of signed finite measures on a compact set $M([0,1])$ a sequential space?
Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...
- 95
5
votes
0
answers
198
views
Heuristic and graphic representation of BV functions and their singularities
This question is about some heuristics and graphs of BV functions.
In 1-dimensional setting, two key examples of $BV$ functions $u: \mathbb R \to \mathbb R$ are
the Heaviside function, whose ...
- 839
3
votes
2
answers
968
views
Can one estimate the distribution of eigenvalues of a matrix by its Cauchy/Stieltje transform?
Given a real symmetric $n$ dimensional matrix $A$, with eigenvalues $\lambda_i$ I am defining its Cauchy transform as the function, $f_A(z) = \sum_i \frac{1}{z-\lambda_i}\,$
Is there any information ...
- 617
3
votes
2
answers
949
views
Reference for proof that $C_b^* = rba$
The following theorem seems to have folk status:
The topological dual of the space $C_b(X)$ of bounded continuous functions on a topological space $X$ is isomorphic to the space $rba(X)$ of finite, ...
- 459
28
votes
7
answers
13k
views
Regular borel measures on metric spaces
When teaching Measure Theory last year, I convinced myself that a finite measure defined on the Borel subsets of a (compact; separable complete?) metric space was automatically regular. I used the ...
- 18.7k
17
votes
5
answers
3k
views
Conditional probabilities are measurable functions - when are they continuous?
Let $\Omega$ be a Banach space; for the sake of this post, we will take $\Omega = {\mathbb R}^2$, but I am more interested in the infinite dimensional setting. Take $\mathcal F$ to be the Borel $\...
- 8,512
11
votes
1
answer
1k
views
Stone-Weierstrass analogue for $L^p$
Let $A$ be a complex algebra of bounded measurable functions on the measure space $(X,\mu)$ (case of $[0,1]$ with Lebesgue measure is enough for me) closed under conjugation. Assume that $A$ separates ...
- 109k
9
votes
1
answer
4k
views
What are some characterizations of the strong and total variation convergence topologies on measures?
I asked this question on StackExchange a few days ago but didn't get any response, so I thought I would try here.
The Wikipedia article on convergence of measures defines three kinds of convergence: ...
- 203
6
votes
1
answer
1k
views
Prove that the flow of a divergence-free vector field is measure preserving
On page 3 of this preprint, after recalling the definition of flow generated by a vector field, the authors remark that "a necessary condition for a flow $\varphi_t(\cdot)$ generated by $a(t, \cdot)$ ...
- 839
4
votes
2
answers
558
views
Is a specific sequentially closed subset of $M([0,1])$ closed?
Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...
- 95
3
votes
3
answers
666
views
Is the space of all borel measures on $\mathbb R^n$ isomorphic to the tensor product of spaces of borel measures on $\mathbb R$?
Similarly to the decomposition $L_2(\mathbb R^n) = L_2(\mathbb{R})^{\otimes n}$ as vector spaces (and even as Hilbert spaces) , do we have $bm(\mathbb{R^n}) = bm(\mathbb{R})^{\otimes n}$
where $bm(\...
- 41
2
votes
0
answers
73
views
Alberti rank-one theorem and irregular jump discontinuities
Is it fair to say that Alberti rank one theorem means that a BV functions $u \in BV(\mathbb{R}^2)$ has $Du = D^{cantor}u$ if and only if it has a jump discontinuity across a curve that is not smooth (...
- 839
1
vote
3
answers
345
views
Under what general conditions is the set $S := \left\{\int_{X}v(x)\pi(x)\,\mathrm{d}P(x) \mid \pi: X \to A\right\}$ closed?
Let $X$ be a compact subset of $\mathbb R^n$ and let $A$ be a compact subset of $\mathbb R^k$. Let $P$ be a probability distribution on $X$ and $v$ be a $P$-measurable function from $X$ to $\mathbb R^{...
- 6,853
1
vote
1
answer
154
views
BV function with absolutely continuous divergence
Let $f:\Omega \subset \mathbb{R}^N \to \mathbb{R}^N$ be a vector field such that $f \in BV(\Omega)$.
Suppose that $\mathrm{div} f$ is absolutely continuous with respect to the Lebesgue measure and ...
- 839
0
votes
2
answers
125
views
Is there a modification of $f$ on a null set such that $F: [0, T] \to L^p ({\mathbb R}^d), t \mapsto f(t,\cdot)$ is Bochner measurable?
Let $T>0$ and $p \in [1, \infty)$. Let $f \in L^p ([0, T] \times {\mathbb R}^d)$. By a theorem in this thread, there is a Lebesgue null subset $N$ of $[0, T]$ such that $f(t, \cdot)$ is Lebesgue ...
- 835
0
votes
2
answers
494
views
Semifinite measure and spectral theorem
Let $H$ be a complex Hilbert space (not necessary separable).
Spectral Theorem: Let $A_1$ and $A_2$ be two commuting normal operators, then there exists a measure space $(X,\mathcal{E},\mu)$,
two ...
- 1,154
29
votes
1
answer
4k
views
Furstenberg's Conjecture on 2-3-invariant continuous probability measures on the circle
Hillel Furstenberg conjectured that the only $2$-$3$-invariant probability measure on the circle without atoms is the Lebesgue measure. More precisely:
Question: (Furstenberg) Let $\mu$ be a ...
- 25.5k
23
votes
2
answers
7k
views
What is a Gaussian measure?
Let $X$ be a topological affine space. A Gaussian measure on $X$ is characterized by the property that its finite-dimensional projections are multivariate Gaussian distributions.
Is there a direct ...
- 8,512
18
votes
1
answer
11k
views
Is every continuous function measurable?
This question has already been asked on Math StackExchange here, but was too old to be migrated, and I think will be more appropriate to MathOverflow.
In non-Hausdorff topology it is standard to ...
- 321
18
votes
4
answers
1k
views
Reference for a strong intermediate value theorem for measures
Let $\mu$ be a finite nonatomic measure on a measurable space $(X,\Sigma)$, and for simplicity assume that $\mu(X) = 1$. There is a well-known "intermediate value theorem" of Sierpiński that states ...
- 5,407
16
votes
3
answers
1k
views
A natural center of a convex weakly compact set in Banach space
Question: Let $S$ be a convex weakly compact set in Banach space $H$. Propose a natural way to define the unique center $O \in S$.
Motivation: A lot! For example, in game theory $S$ can be a set of ...
- 161
15
votes
3
answers
2k
views
Disintegrations are measurable measures - when are they continuous?
This is a sequel to another question I have asked.
The notion of disintegration is a refinement of conditional probability to spaces which have more structure than abstract probability spaces; ...
- 8,512
15
votes
3
answers
2k
views
Riesz's representation theorem for non-locally compact spaces
Every version of Riesz's representation theorem (the one expressing linear functionals as integrals) that I have found so far assumes that the underlying topological space is locally-compact. (For ...
- 5,407
13
votes
4
answers
5k
views
What is known about the Gaussian measure of the unit ball in a Hilbert Space?
Let $X$ be an infinite dimensional separable Hilbert Space with norm $||\cdot||$ and let $\mu$ be a Gaussian measure on $X$ such that $\mu(X) = 1$. What do we know about $\mu(B(0,1))$, where $B(0,1)$ ...
- 617
12
votes
3
answers
870
views
Measure theory in nuclear spaces
Much of the literature on measure theory in linear spaces focuses on the case of normed linear spaces (e.g., the outstanding book by Vakhania, or its sequel). However, nuclear linear spaces "as far ...
- 8,512
11
votes
2
answers
2k
views
Spectrum of $L^\infty(X,\mu)$
Suppose that $(X,\Sigma,\mu)$ is a measured set with respect to $\sigma$-algebra $\Sigma$.
Suppose that $L^\infty(X,\mu)$ is the set of all $\mu$-equal bounded $\Sigma$-measurable functions on $X$. ...
9
votes
1
answer
3k
views
Is every finite Borel measure on a locally compact Hausdorff, $\sigma$-compact and separable space automatically regular?
The conditions stated in the question seem mouthful and a bit arbitrary, so let me provide some backgrounds.
Definition
Let $\mu$ be a Borel measure on a topological space. We say:
$\...
- 83
8
votes
3
answers
2k
views
Measures on general topological groups
I am interested in the group algebras of non-locally compact groups. What references can you advise?
This is a wide question, so I list more concretely what I would like to see:
Here X can be even ...
- 1,152
8
votes
2
answers
785
views
Is taking the product of signed measures weakly continuous?
For a Polish space $X$, let $C_b(X)$ denote the real Banach space of bounded continuous real-valued functions on $X$. Let $M(X)$ denote the space of all finite signed Borel measures on $X$, equipped ...
- 29.8k
8
votes
2
answers
644
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 $...
- 1,209
7
votes
2
answers
464
views
Representing an $L^2$-functional by a non-$L^2$-function on a dense subspace
Let $(X, \mu)$ be your favourite measure space (finite or $\sigma$-finite if you like), let $g \in L^2$ (say, the scalar field of $L^2$ is $\mathbb{R}$, though this probably doesn't matter). Let $\...
- 12.6k
7
votes
1
answer
261
views
Comparison of several topologies for probability measures
Let $X$ be a compact metric space and denote $\mathcal M(X)$ the set of probability measures on $X$. For $\mu\in\mathcal M(X)$ we write $\operatorname{supp} \mu$ for the support of $\mu$. As is well ...
- 243
7
votes
2
answers
665
views
Non-separable metric probability space
Let us say a metric probability space $(X,\rho,\mu)$ has property (*) if:
the support of $\mu$ is contained in a separable subspace of $X$.
Questions:
1. Is there a standard name for this property?
...
- 6,541
6
votes
1
answer
798
views
Prohorov's theorem for random elements of Hilbert space: weak convergence
Let $(\Omega,\mathcal{F},P)$ be a probability space and let $(E,\mathcal{E})$ be a separable Hilbert space ($E$) with Borel $\sigma$-algebra $\mathcal{E}$. For concreteness let us set $E=L^{2}[a,b]$ ...
- 61
6
votes
1
answer
2k
views
Sobolev functions on $\mathbb{R}^N$ cannot be discontinuous on a $(N-1)$-dimensional submanifold
How can one prove (or where can I find a proof) that if $u \in W^{1,p}(\Omega)$, where $\Omega \subset \mathbb{R}^N$, then $u$ cannot have a $(N-1)$-manifold of discontinuity points?
- 839
6
votes
0
answers
798
views
What is the Banach dual of the Bochner space $L^\infty(\Omega;X)$?
Suppose $\Omega$ is a $\sigma$-finite measure space (I'm happy to take $\Omega = \mathbb{N}$) and let $X$ be a Banach space. It's pretty well known that the Banach dual of $L^\infty(\Omega)$ can be ...
user14166
6
votes
0
answers
4k
views
Interchange of supremum and integral
Let $f : X \to Y$, $X \subset R^n$, $Y$ Banach space, $g : X \times Y \to R \cup \{ \infty \}$, $L^n$ the n-dimensional Lebesgue measure.
Are there some results under which the following interchange ...
- 303
5
votes
1
answer
220
views
Alberti rank one theorem and a blow-up argument
In this paper, it is written that Alberti’s rank
says that the singular part $D^s u$ with respect to $\mathcal L^d$ of the distributional derivative $Du$ of a function $u \in BV_{loc}(\mathbb R^d; \...
user123457
5
votes
1
answer
1k
views
Conditions under which a linear functional on a space of measures must be integration of a function
Let $X$ be a measurable space, and let $M(X)$ be the vector space of finite signed measures on $X$. Are there natural conditions on a linear functional $f:M(X)\rightarrow\mathbb{R}$ that are ...
- 2,130
5
votes
1
answer
298
views
If $ F(x,\bullet) \in {L^{\infty}}(G,B) $ for all $ x \in G $, then is $ x \mapsto F(x,\bullet) $ strongly measurable?
Let $ (X,\Sigma,\mu) $ be a $ \sigma $-finite measure space and $ B $ a Banach space. A function $ f: X \to B $ is said to be strongly $ \mu $-measurable iff it is the almost-everywhere pointwise ...
- 1,396