All Questions
Tagged with measure-theory integration
133 questions
31
votes
4
answers
8k
views
Counterexamples to differentiation under integral sign?
I'm exploring differentiation under the integral sign (I want to be much faster and more assured in doing this common task). So one thing I'm interested in is good counterexamples, where both ...
- 833
1
vote
2
answers
117
views
If $f\in C([0,\infty))$, does $\delta>0$ and $g\in C^1((0,\delta))\cap C([0,\delta])$ s.t. $g\geq f$ on $[0,\delta]$ and $g(0)=f(0)$ exist?
The question is the following:
Suppose $f : [0,\infty) \rightarrow \mathbb{R}$ is a continuous function. Can I find $\delta \in (0,\infty)$ and a function $g : [0,\delta] \rightarrow \mathbb{R}$ such ...
- 128k
2
votes
1
answer
670
views
Integral on level sets
Let $g_\epsilon : K \subset \mathbb{R}^d \rightarrow \mathbb{R}$ (more regularity can be assumed if necessary) be defined on a compact set (with regular boundary) $K \subset \mathbb{R}^d$, and the ...
CommunityBot
- 1
5
votes
0
answers
160
views
Hartman uniform distribution of means
Background: for a discrete abelian group $G$, a character of $G$ is a homomorphism $\chi:G\to \mathbf S^1$, $\mathbf S^1$ being the circle group $\{z\in \mathbb C:|z|=1\}$ with ordinary multiplication....
2
votes
0
answers
75
views
Have the open Questions 1 and 2 from Section 7 of the paper "Integrals with values in Banach spaces" been answered?
Some context: I had previously asked the post below on MSE, but someone suggested I ask it here and delete the original post.
In section 7 of the paper Integrals with values in Banach Spaces and ...
- 63.9k
3
votes
1
answer
79
views
Closed linear span of the range of $\boldsymbol f$ and Pettis integrals of $\boldsymbol f$
Let $X$ be a noncompact locally compact topological space, let $H$ by a complex Hilbert space and let $\boldsymbol f:X\to H$ be a continuous function vanishing at infinity whose support is equal to $X$...
- 407
24
votes
1
answer
1k
views
Integrating on $\mathbb{R}$ by summing on $\mathbb{Q}^+$
Does the following integration method hold for regular enough functions $F:\mathbb{R}\to\mathbb{R}$?
\begin{align}
&\zeta(2)\sum_{\frac{a}{b}\in\mathbb{Q}_n} \frac{F(\log \frac{a}{b})}{\sqrt{abn}...
- 109k
109
votes
28
answers
41k
views
Why should one still teach Riemann integration?
In the introduction to chapter VIII of Dieudonné's Foundations of Modern Analysis (Volume 1 of his 13-volume Treatise on Analysis), he makes the following argument:
Finally, the reader will ...
- 12.9k
8
votes
4
answers
1k
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\...
- 34.7k
1
vote
1
answer
62
views
Integrability in the product space can follow from a property of the Nemytskii operator?
Let's say that $f:\Omega\times\mathbb{R}\to\mathbb{R}$ is a Caratheodory function (i.e. $f(x,\cdot)$ is continuous for a.a. $x\in\Omega$ and $f(\cdot,t)$ is measurable for all $t\in\mathbb{R}$), where ...
- 2,670
0
votes
0
answers
116
views
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(\...
- 12.9k
5
votes
2
answers
517
views
Functions whose product with every $L^1$ function is $L^1$
Let $\mu$ be a probability measure and $f$ a measurable function whose
product with any integrable function is integrable: $$
\int|g|\,{\rm{d}}\mu<\infty\implies \int|fg|\,{\rm{d}}\mu<\infty. $$
...
- 578
3
votes
2
answers
994
views
measurability of integrated functions
DISCLAIMER: I'm not a mathematician, but a computer scientist, so I hope the question is not trivial (or perhaps I hope so, in order to get a definitive answer). Anyway it's not a homework, as ...
- 4,713
3
votes
1
answer
271
views
Expectation on a Polish space
I was wondering, if given a Polish space $X$, and given some probability measure $p$ on $X$, can the expectation of an $X$-valued function be taken? In particular, would the integral
$\int_X x dp$ ...
- 128k
1
vote
0
answers
87
views
$f \in L^2(X\times Y,\mu \times K)$ 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
87
votes
8
answers
16k
views
Why is Lebesgue integration taught using positive and negative parts of functions?
Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...
- 12.9k
2
votes
2
answers
211
views
Limit of a integral whose integrand diverges under the limit
I am trying to simplify the following limit of integral where $\mu$ is given:
$$p(y) = \lim_{\sigma \to 0} \int_{\mathbb R} |x| \cdot \frac{1}{\sqrt{2\pi\sigma^2} } e^{-\frac{1}{2\sigma^2} (xy - \mu)^...
- 128k
6
votes
0
answers
357
views
Is there a uniform version of Lebesgue's differentiation theorem?
Let $\mu$ be a finite measure on $\mathbb R$ and $f,g : \mathbb R \to \mathbb R_{\geq 0}$ two measurable maps such that $\int_{x\in\mathbb R} f(x)\ \mu(dx) \leq 1$ and that $g(x) \leq 1$ for all $x$. ...
7
votes
1
answer
381
views
Consistency of a strong Fubini type theorem for measure zero sets
Is the following statement (†) consistent with ZFC?
If $E \subseteq [0,1]^2$ is such that $E_x := \{y\in[0,1] : (x,y)\in E\}$ has measure zero for almost all $x$, then $E^y := \{x\in[0,1] : (x,y)\in ...
- 4,316
5
votes
1
answer
2k
views
Question on an exercise from Terry Tao's blog
I've been reading Tao's An introduction to measure theory, a draft can be found here. An exercise from it is
Exercise 30 (Rising sun inequality) Let ${f: {\bf R} \rightarrow {\bf R}}$ be an absolutely ...
CommunityBot
- 1
6
votes
1
answer
230
views
Integration along fibres of continuous map on compact Hausdorff spaces
Let $p:Z\to X$ be a continuous surjective map between compact Hausdorff spaces.
Does there exist a family $m=(m_x)_{x\in X}$ of Radon probability measures on $Z$, such that
the support of $m_x$ is ...
- 820
1
vote
1
answer
410
views
Takesaki lemma: existence Gelfand-Pettis integral
Consider the following fragment from Takesaki's second volume of "Theory of operator algebras" (lemma 2.4, chapter VI "Left Hilbert algebras").
In another post, it was explained ...
- 1,027
0
votes
1
answer
161
views
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$. ...
- 3,808
-1
votes
1
answer
990
views
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
2
votes
1
answer
141
views
Injectivity of two sided Laplace transform
Let $\mu,\nu$ be finite Borel measures on $\mathbb R$.
Assume that there is an open interval $(a,b)$ on which the Laplace transforms exist and coincide:
$$
\int_{-\infty}^\infty e^{-tx}\,d\mu(x) = \...
- 91.8k
3
votes
0
answers
94
views
Question on an integral inequality
I am reading van de Vaart and Weller, Weak Convergence and Empirical Processes With Applications to Statistics. And I am stuck in the proof of Theorem 2.6.7 on page 141.
For simplicity I restae the ...
- 53
0
votes
1
answer
74
views
$\int_{\mathbb{R}}|p(v-r,x)-p(u-r,x)|\,dx \leq C\frac{v-u}{u-r}$
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 $0<u\leq v,r\in[0,u[,$ $$\int_{\mathbb{R}^d}|p(v-r,x)-p(u-r,x)|\, ...
- 128k
2
votes
1
answer
157
views
$\int_0^u\int_{[-1,1]^2}\int_{[-1,1]^2}\frac{1}{r}e^{-\alpha^2|x-y|^2/r} \, dx\,dy\,dr\leq Cu^{\epsilon}\alpha^{-2\beta}$
I am looking for a proof for the following fact: for $U>0,\beta>0,$ there exists $C>0,\epsilon>0$ such that $$\forall u\in [0,U],\alpha\in\left]0,1\right],\int_0^u\int_{[-1,1]^2}\int_{[-1,...
1
vote
1
answer
190
views
Inequality and integral
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 5,474
0
votes
1
answer
248
views
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
0
votes
1
answer
112
views
Integral and inequality
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 128k
3
votes
0
answers
278
views
Radon-Nikodym derivative of vector-valued measure with respect to another vector-valued measure
Let $(X, | \cdot |)$ be a Banach space.
I am interested in whether one can extend the definition of the Kullback-Leibler divergence
$$
\text{KL}(\mu \ \Vert \ \nu)
:= \int_{\Omega} \ln\left(\frac{\...
- 67
1
vote
1
answer
89
views
Representing an $L^2$-functional by a non-$L^2$-function on a dense subspace - Part II
This is a follow-up to this previous question, but under stronger assumptions.
Let $(X, \mu)$ be a (say, $\sigma$-finite) measure space, let $g \in L^2$ (say, over the real
scalar field). Let $\tilde ...
- 31.5k
7
votes
2
answers
464
views
Representing an $L^2$-functional by a non-$L^2$-function on a dense subspace
Let $(X, \mu)$ be your favourite measure space (finite or $\sigma$-finite if you like), let $g \in L^2$ (say, the scalar field of $L^2$ is $\mathbb{R}$, though this probably doesn't matter). Let $\...
- 28k
16
votes
1
answer
2k
views
Equivalence between Lebesgue integrable and Riemann integrable functions
As the title says, for every Lebesgue integrable function $f:\mathbb{R}\to\mathbb{R}$ is there a Riemann integrable function $g:\mathbb{R}\to\mathbb{R}$ such that $f=g$ almost everywhere?
For example, ...
- 42.8k
0
votes
0
answers
66
views
Reference request: Integrability condition on measures
Let $(\mathcal{C}, \|\cdot\|)$ be a (non-locally compact) Banach space with Borel $\sigma$-algebra $\mathcal{B}$.
Given a probability measure $\mu : \mathcal{B}\rightarrow[0,1]$, I'm interested in ...
- 463
1
vote
3
answers
580
views
Squeezing more convergence from the convergence in all $L^p$ spaces
Let $X$ be a space endowed with a finite measure $m$. Let $f_n : \to \mathbb C$ be measurable functions such that $|f_n| \le 1$ for all $n$ and $f_n \to 0$ in every space $L^p (X)$ with $p \in [1, \...
- 12.6k
1
vote
0
answers
70
views
Prove or disprove the positivity of the ess inf of a singular function
Consider a measurable radial function $u:\Bbb R^d\to(0,\infty)$ such that
$$\int_{B_\delta(0)} u(x) d x=\infty\quad\forall\,\, \delta>0.$$
I would like to prove or to disprove that there exists $r&...
- 2,160
3
votes
1
answer
413
views
Schauder basis of $L^1_{\mathrm{loc}}(\mathbb{R}^n,H)$
$\newcommand{\loc}{\mathrm{loc}}$Let $(\mathbb{R}^n,\mathcal{B}(\mathbb{R}^n),\mu)$ denote the Euclidean space $\mathbb{R}^n$ with its Borel $\sigma$-algebra $\mathcal{B}(\mathbb{R}^n)$ equipped with ...
- 5,405
3
votes
1
answer
324
views
Does the Radon-Nikodym derivative commute with integration?
Suppose I have a measurable space $(\Omega, \Sigma)$ and a function $f: \mathbb{R} \times \mathbb{\Sigma} \rightarrow [0,1]$ such that for any $x \in \mathbb{R}$ the tuple $(\Omega, \Sigma, f(x, \_))$ ...
- 1,989
1
vote
0
answers
129
views
Sources for multiple Stieltjes integral
My research involves multiple Stieltjes integral or multiple Lebesgue-Stieltjes integral. But after searching online, I can not find what I need. So I ask this question on which sources (books or ...
- 663
2
votes
0
answers
57
views
Is the lattice of bounded Henstock Kurzweil integrable functions countably complete?
The set of HK integrable functions with an integrable upper bound $f$ forms a lattice, and satisfies the MCT and DCT. Does this mean that the lattice is countably complete?
Indexing any countable set, ...
- 6,367
0
votes
1
answer
202
views
When does the measure integral of the form $\int_{\log(S)} f d \mu$ exist?
When does the measure integral of the form $\int_{\log(S)} f d \mu$ exist ?
Here $\mu$ can be any measure (Lebesgue, Borel, Haar etc), $f$ is a measurable function, $S$ is any measurable set with ...
- 930
0
votes
1
answer
171
views
How to compute $\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}\int_{[-1,1]^n}\exp[2\pi i(\theta_1 v_1.x+\theta_2v_2.x)]d^nx d\theta_1d\theta_2$
Let $\mathbf{v}_1, \mathbf{v}_2$ be two vectors in $\mathbb{R}^n$. I would like to compute the following singular integral:
$$\int_{-\infty}^{ \infty} \int_{-\infty}^{\infty}
\int_{[-1,1]^n}
e(\...
- 188k
2
votes
0
answers
162
views
$\int_{\mathbb{R}^{N}\setminus\Omega}\vert x-z\vert^{-N-\alpha} dz = c \ \forall x\in\partial U$ implies $dist(x,\partial\Omega)=c, x \in \partial U$?
Let $\alpha \in \mathbb R_+$, $\Omega \subset \mathbb R^N$ and $U \subset \Omega$. Is it true that if
$$\int_{\mathbb R^N \setminus \Omega} |x - z|^{-N-\alpha} dz = \text{constant} \quad \text{for all ...
- 303
0
votes
1
answer
86
views
Is integration against an indicator Wasserstein-Continuous
Let $\mathcal{P}_p(X)$ denote the Wasserstein space over a compact metric space $X$, and $1\leq p<\infty$. Fix a non-empty closed subset $C\subseteq X$. Then is the map:
$$
\mathbb{P} \mapsto \...
- 42.8k
52
votes
4
answers
6k
views
A historical mystery : Poincaré’s silence on Lebesgue integral and measure theory?
Lebesgue published his celebrated integral in 1901-1902. Poincaré passed away in 1912, at full mathematical power.
Of course, Lebesgue and Poincaré knew each other, they even met on several occasions ...
- 91.8k
2
votes
1
answer
239
views
Injectivity of an integral transform
For a bounded function $F: \mathbb R_{\ge 0} \to \mathbb R$ (not necessarily non-negative), is it true that
$$\int_0^\infty \frac{x^ks}{(s^2+x^2)^{(k+3)/2}} F(x) dx = 0 \text{ for all $s >0$} \iff ...
- 17.2k
7
votes
1
answer
681
views
Change of variables for $p$-adic integral
Say $p$ is an odd prime. Suppose I have a measure $\mu$ on $\mathbf{Z}_p$. As in II.4.3 in Colmez - Fonctions d'une variable $p$-adique, I can restrict $\mu$ to $1+p\mathbf Z_p$, and there is a ...
CommunityBot
- 1
2
votes
0
answers
259
views
Bochner integral in a Fréchet space
I have a Fréchet space $V$ whose topology is (if it helps) induced by a family $\mathcal{P}$ of norms - not just seminorms - and on this space I have a Borel probability measure $\nu$. Now, I would ...
- 651