All Questions
Tagged with measure-theory real-analysis
125 questions with no upvoted or accepted answers
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Generating the sigma algebras on the set of probability measures
I was wondering if somebody could help me see/provide a reference to the following fact: Let $X$ be a metrizable set, $\mathcal{F}$ the corresponding Borel sigma-algebra on $X$, and $\triangle\left(X,\...
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Does the difference quotient of an absolut cont. funct. converge in L^1?
Assume that $\mu$ is a finite Radon measure on the real line and $f$ is integrable wrt. $\mu$. Define
$F(x)=\int_{]\infty;t]}f(y)d\mu(y) $
Is the following statement true?
The functions $d_h:x\...
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416
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When does a proper Zariski closed set have measure zero with respect to a conditional measure?
Assume we have a probability measure $\mu$ over $\mathbb{R}^d$ that is absolutely continuous with respect to Lebesgue measure.
Given $m$ polynomials $p_1,\ldots,p_{m}\in \mathbb{R}[x_1,\ldots,x_d]$ ...
- 61
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71
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Fourier decay implies what kind of regularity
We consider a function $f:\mathbb R^2 \to \mathbb C$ that is compactly supported and bounded. In addition, we know that
$$\lim_{\vert x\vert \to \infty} \vert x \vert^2 \vert \hat{f}(x)\vert =0,$$
...
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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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120
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Equality of two measures on functional spaces
It is well known that if $\mu$ and $\nu$ are two measures on the space $C^0([0,1],\mathbb{R}^n)$ of continuous mappings from $[0,1]$ to $\mathbb{R^n}$ endowed with its Borel $\sigma$-algebra satisfy $$...
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Projection measure and an integral formula for Lipschitz functions
Let $n\geq m\geq 0$ be integers and put $k=n-m$. Let $A\subset\mathbb{R}^n$ be Borel measurable, we define the projection measure of $A$ as
$$\mu_k(A):=\underset{P_1, \ldots, P_r}{\sup_{A=A_1\sqcup\...
- 75
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22
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An auxiliary problem while constructing the system of Jordan sets on a plane
Let $\mathfrak{S}$ be a system of rectangles in $R^2$ of the form $[a,b]\times [c,d]$
where $a,b,c, d \in R$, $a<b$, $c<d$.
Let $\mathfrak{A}$ be a system of simple sets based on $\mathfrak{S}$.
...
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616
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The set of continuous bounded functions $f:X\to Y$ is dense in $L^p(X,Y)$ where $X,Y$ are Polish
It is well known that the set of real-valued continuous functions with compact support is dense in $L^p(\mu)$ where $\mu$ is a Radon measure (see e.g. [Folland, Proposition 7.9]) Clearly, the set of ...
- 305
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120
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Mysterious Bound: $\int_{B_{4}}\|D^{2}u\|^{2} \leq 2^{n}$
I am reading through "A GEOMETRIC APPROACH TO THE CALDERON–ZYGMUND ESTIMATES" by Lihe Wang and I am perplexed by an assertion in Lemma 7. The claim is that whenever $\Delta u = f$:
$$\frac{1}...
- 1
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75
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Extracting the point mass measure of some type of positive measures
Let us consider the measure algebra $M(\mathbb{R})$ consisting of all Radon measures on the reals.
Let $\delta_0$ be the point mass measure concentrated on 0, which is also the multiplicative ...
- 4,058
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80
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On the weak convergence of sub-probability measures
Denote by $M(\mathbb R)$ the collection of sub-probability measures. Let $(\mu_n)_{n\ge 1}\subset M(\mathbb R)$ and $\mu\in M(\mathbb R)$. Do we have the equivalence of the following claims :
$\mu_n$ ...
user128095
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Can $\ell_1(E)$ be embedd into the dual of continuous function space?
Let $E$ be a compact seperable space, for example $E=[0,1]\subset\mathbb{R}$. Denote by
$$\ell_1(E):=\{u:=(u_x\in\mathbb{C}:x\in F):F\text{ is a countable subset of }E \text{ and } \|u\|_{\ell_1(E)}:=\...
- 131
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Are the densities of a continuous stochastic process locally positive in time?
Let $X=(X_t)_{t\in I}$ ($I\subset\mathbb{R}$ a (non-degenerate) interval) be a stochastic process with continuous sample paths and such that $X_t$ admits a continuous Lebesgue density $\chi_t\in C(\...
- 463
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Reference for inequality for TV of positive measures
Let $\mu,\nu$ be positive measures on some measurable space $(X,\mathcal{F})$.
Let $||\mu-\nu||$ denote the total variation distance between $\mu$ and $\nu$.
Is the inequality
$$ ||\mu-\nu|| \le 2(|\...
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146
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Derivatives in unusual support domains
Originally posted on Math.StackExchange, here, but I was advised to post it on MathOverflow as it is a research question. Now two final, great answers have been posted, see on Math.StackExchange.
I ...
- 3,098
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Is there a dyadic cube decomposition where edge length is comparable to L^2 averages?
Suppose I have some measurable function $f : B_1(0) \to [0,1)$, which is pointwise very small, i.e. $\|f\|_{\infty} << 1$.
I'm looking to construct some kind of dyadic cube decomposition or ...
- 1,179
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77
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Energy-minimizing set of discrete points in a bounded domain
Let $\Omega \subset \mathbb{R}^3$ be a smooth, bounded domain.
Let $x_1,\ldots,x_n \in \overline{\Omega}$ be chosen so as to minimize
$$
\sum_{1\leq i<j\leq n} \frac{1}{|y_i - y_j|}
$$
over all ...
- 401
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75
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Dense Egoroff theorem
Suppose that $f_n:X\rightarrow V$ is a sequence of continuous functions from a compact metric space $X$ to a Banach space $V$ and let $\mu$ be a Radon measure on $X$ and $\epsilon>0$ be given.
...
- 5,405
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131
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Measurable sets of probability measures $\{\mu \in M: (\mu \times \mu)(A) \in B\} \in \mathscr{M}$
Let $(X,\mathscr{F})$ be a measurable space, and let $M$ be the set all probability measures $\mu: \mathscr{F} \to [0,1]$. Let us denote with $\mathscr{M}$ the $\sigma$-algebra on $M$ generated by the ...
- 119
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63
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The union of weighted compact supported continuous function
Let $\Omega\subset \mathbb R^N$ be open. Given a weight function $v\geq 1$ such that $v\in L^1_{\text{loc}}(\Omega)$ and $l.s.c$. Also supposethere exists a Lipschitz continuous sequence $v_n$ such ...
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145
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Discrete measures and discrete kernels
This is a cross-post from math.stack. Let $d\in\mathbb N$ and $\mu$ be the probability measure on $\mathbb R^d$ defined by $\mu=\sum_{k=1}^\infty 2^{-k}\delta_{x_k}$ for some sequence $(x_k)_{k\in\...
- 215
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405
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Dual of the space of vector valued Borel measures
What is the dual of the space of all vector valued Borel measures?
- 21
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700
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Sigma algebra generated
Let $\mathcal{L} \subset \mathbb{R}$ the Lebesgue sigma algebra and $\mathcal{B} \subset \mathbb{R}^{n}$ the Borel sigma algebra. I'll denotes by $\mathcal{L} \times \mathcal{B}$ the smallest sigma ...
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A Problem using Limits of Sequences of Functions
Suppose $\{f_n\}$ is a sequence of nonnegative extended real-valued functions on $X$ and $\lim_{n\to\infty}f_n=f$. Take a simple function $0\leq\varphi\leq f$. If $X_{\infty}=\{x\in X: \varphi(x)=a>...
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