All Questions
Tagged with measure-theory integration
133 questions
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206
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A boundary of the second fundamental theorem of calculus
Let's say that a set $X\subseteq [0,1]$ has Property Q if the following holds: For every continuous $f:[0,1]\to\mathbb{R}$ with $f(0)=0$ and derivative existing and bounded by 1 on $[0,1]\setminus X$, ...
- 37.7k
1
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1
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101
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Integral average near a point of dispersion
Let $\Omega\subset\subset\mathbb R^{n}$ be a bounded domain and let $E\subset \Omega$ be a Lebesgue measurable set. Let $f\in L^{1}(\Omega)$ and let $x\in \Omega$ be a point of dispersion of $E$, that ...
- 21
1
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287
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Interpolation between $L^1$ and $L^2$ spaces
I was wondering whether the following interpolation between $L^1$ and $L^2$ spaces is true:
Let $f \in \mathbb{R}^n$ be such that
$$ \alpha_1:= \int_{\mathbb{R}} \left\lVert f(x_1,\cdot,....\cdot) \...
- 175
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87
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$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?
Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
- 309
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70
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Prove or disprove the positivity of the ess inf of a singular function
Consider a measurable radial function $u:\Bbb R^d\to(0,\infty)$ such that
$$\int_{B_\delta(0)} u(x) d x=\infty\quad\forall\,\, \delta>0.$$
I would like to prove or to disprove that there exists $r&...
- 1,101
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129
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Sources for multiple Stieltjes integral
My research involves multiple Stieltjes integral or multiple Lebesgue-Stieltjes integral. But after searching online, I can not find what I need. So I ask this question on which sources (books or ...
- 663
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54
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Standard definition: vector-valued essential support
Let $f \in L^p(\mathbb{R}^n,\mathbb{R}^m)$. If $m=1$ then the essential support of $f$ is a mainstream definition; see here for example. However, when $m>1$ is the following definition used?
$$
\...
- 5,405
1
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0
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106
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Change variable in integration with symmetry
Not sure if I can ask such fundamental problem here.
Let
$G$ be a finite group, $\sigma \in G$. Consider linear group actions fo $G$ on $\mathbb{R}^n$.
$\sigma(K)=\{x\in \mathbb{R}^n: \sigma^{-1}(...
- 345
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145
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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 ...
- 19
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340
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Integrating a function with respect to a mixture measure
This builds off on an old question about mixture measures: Generalized notions of mixture
Suppose $\mathcal{M}$ is a family of probability measures, and $Q$ is a probability measure over $\mathcal{M}$...
- 710
1
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0
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26
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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
$$
\...
- 53
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1
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248
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Integral with inequality
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 573
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1
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376
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How to prove the equality on the Fourier transformation of measure? [closed]
I cannot prove the following equality on the Fourier transformation of measure:
let $\mu$ be a finite Borel measure on $R^d,$ then
$$\lim\limits_{T\to \infty}\frac{1}{(2T)^d}\int_{[-T,T]^d}|\widehat{\...
- 11
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1
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202
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When does the measure integral of the form $\int_{\log(S)} f d \mu$ exist?
When does the measure integral of the form $\int_{\log(S)} f d \mu$ exist ?
Here $\mu$ can be any measure (Lebesgue, Borel, Haar etc), $f$ is a measurable function, $S$ is any measurable set with ...
- 930
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1
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171
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How to compute $\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}\int_{[-1,1]^n}\exp[2\pi i(\theta_1 v_1.x+\theta_2v_2.x)]d^nx d\theta_1d\theta_2$
Let $\mathbf{v}_1, \mathbf{v}_2$ be two vectors in $\mathbb{R}^n$. I would like to compute the following singular integral:
$$\int_{-\infty}^{ \infty} \int_{-\infty}^{\infty}
\int_{[-1,1]^n}
e(\...
- 3,625
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1
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86
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Is integration against an indicator Wasserstein-Continuous
Let $\mathcal{P}_p(X)$ denote the Wasserstein space over a compact metric space $X$, and $1\leq p<\infty$. Fix a non-empty closed subset $C\subseteq X$. Then is the map:
$$
\mathbb{P} \mapsto \...
- 5,405
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1
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161
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Sufficient conditions for L1 convergence of exponentials
Suppose $(X,B,m)$ is a finite measure space and $(f_n)$ is a
sequence of functions converging almost surely and in $L^2(X,m)$.
Moreover, I know that for every $n$, $\int e^{f_n(x)} m(dx)<\infty$. ...
- 650
0
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1
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74
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$\int_{\mathbb{R}}|p(v-r,x)-p(u-r,x)|\,dx \leq C\frac{v-u}{u-r}$
Consider $p(u,x)=(4\pi u)^{-d/2}e^{-\frac{|x|^2}{4u}},u>0,x\in \mathbb{R}^d.$
Prove that there exists $C>0$ such that for all $0<u\leq v,r\in[0,u[,$ $$\int_{\mathbb{R}^d}|p(v-r,x)-p(u-r,x)|\, ...
- 573
0
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1
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112
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Integral and inequality
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 573
0
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1
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55
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Looking for a family of random variables such that only the second clause is fulfilled [closed]
Working with the epsilon-delta-criterium, a family $(X_i)_{i \in I}$ on $(\Omega,A,P)$ is uniformly integrable if
i) $sup_{i \in I} E(X_i) <\infty$
ii) $\forall \epsilon>0$ ex. $\delta>0$ s.t....
- 11
0
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1
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153
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$ \{X_n\mathbb{1}_{X_n\in[-n,n]}\}$ is uniformly integrable
Let $(\Omega,\mathcal{A},\mathbb{P})$ be a probability space.
Suppose $\{X_n\}$ is a sequence of random variables satisfying :
$$
\sup_{n}{\mathbb{E}(|X_n|)} <\infty
$$
Suppose that
$$
\dfrac{M_j}{...
- 57
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1
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139
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Change of variables for double integral [closed]
Thank you for your time.
My basic question is whether the following change of variables allowed
$$\int_0^a \int_0^b f(a-b)g(b-c)h(c)\,dc\,db = \int_0^a \int_0^b f(c)g(b-c)h(a-b)\,dc\,db$$
I fail to ...
- 11
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1
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179
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Theory of integration of Kernel in çinlar probability and stochastic
I'm reading the probabilistic book write by çinlar, but I don't understand the Kernel theory, in details:
$ (E,\mathcal{E}),(F,\mathcal{F})$ are two measurable space
$$K:E \times \mathcal{F} \...
user96954
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1
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193
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$\int_{R^2}\varphi(x)d\mu(x)=0$ $\Leftrightarrow$ $\sum_{n\in \mathbb Z^2} d\mu(x-2\pi n)=0$
Let $\mu$ be a finite measure supported by $\Gamma $ (a smoth finite curve) and absolutely continuous with respect to the length measure on $\Gamma$ such that $\Gamma \cap (\Gamma+x)$ is a finite ...
0
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1
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887
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Change of variable for integration with respect to Haar measure
I know how to estimate the integral* (see the update)
\begin{gather}
\int f(Ub)d\mu(U), \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ [2]
\end{gather}
where $f:S^{n-1}(\...
- 163
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116
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Integral of a measurable function with parameter is measurable?
Say that $f:\Omega\times\mathbb{R}\to\mathbb{R}$, where $\Omega\subset\mathbb{R}^N$ is an open set, is a function such that:
$f(x,\cdot)\in L^1_{\text{loc}}(\mathbb{R})$ for a.a. $x\in\Omega$
$f(\...
- 1,759
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0
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66
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Reference request: Integrability condition on measures
Let $(\mathcal{C}, \|\cdot\|)$ be a (non-locally compact) Banach space with Borel $\sigma$-algebra $\mathcal{B}$.
Given a probability measure $\mu : \mathcal{B}\rightarrow[0,1]$, I'm interested in ...
- 463
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0
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117
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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 ...
- 3,574
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81
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Why is $\mathcal{E}(X)=\mathcal{E}(X,X^*)$?
According to a course about $\sigma$-agebras in infinite dimensional space they said that it is easy to see that :
$$\mathcal{E}(X)=\mathcal{E}(X,X^*)$$
where:
$X$ is separable real Banach space.
$\...
- 121
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0
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454
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Reference: Bochner Integral`
What would be an easily accessible book dealing with Bochner integration as applied to probability theory (I'm looking to understand random elements and their basic related concepts in a formal yet ...
- 5,405
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0
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232
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Morphisms associated to measured spaces [duplicate]
In a previous discussion (von neumann algebras and measurable spaces), the connexion between von Neumann algebras and localized measured spaces was clarified. I would like to have a category theory ...
- 585
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0
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448
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Is an integrable map from a measure space to a Banach space always measurable?
Is every integrable mapping defined in a general measure space to a Banach space measurable?
The answer is yes if it is function (real valued). The answer is yes if it is a mapping into a Banach ...
- 201
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990
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Random variable as an integral of an indicator function
This answer says that if $X$ is a random variable and $X_+ = \mathrm{max}(0, X)$, then $X_+ = \int_0^\infty I_{\{X > x\}}\mathrm{d}x$. I'd like to know how to derive this starting with $A \in \...
- 115