All Questions
Tagged with measure-theory real-analysis
551 questions
6
votes
2
answers
846
views
An example that the sum of two Borel sets which is not a Borel set in n-dimensional Euclidean space
By sum of two sets I mean $A+B := \{x+y:x \in A \quad y \in B\}$, and there is a tip in a book of real analysis by Zhou Minqiang which says:
“If $A,B$ are Borel sets in $\mathbb{R}^{n}$, $A+B$ may not ...
- 193
2
votes
0
answers
89
views
Prove integral inequality for divergence-free vector fields
Let $u$ be a divergence-free vector field $u:\mathbb R^n \to \mathbb R^ n$. Does the following inequality hold?
$$\Big( \int_{\mathbb R^n} |u|^2 dx\Big)^2 \le C\Big(\int_{\mathbb R^n} |u|^2|x|^2 dx \...
- 839
1
vote
0
answers
52
views
A local base for space of probability measures with Prohorov metric
Let $S$ be a Polish space. Let $P(S)$ denote the space of probability measures on $(S,\mathcal{B})$, where $\mathcal B$ is the Borel-$\sigma$-algebra over $S$. Equip $P(S)$ with the Prohorov metric. I ...
- 111
1
vote
0
answers
44
views
Sufficient conditions for the continuity of an improper integral concerning the finite-time stability of a dynamical system
Consider the initial value problem
\begin{equation}\label{fainait ve}
\dot{\boldsymbol{x}}(t) = \boldsymbol{f}(\boldsymbol{x}(t)), \;\; t \geq 0, \; \;\boldsymbol{f}(\boldsymbol{0}_n) = \boldsymbol{0}...
- 81
0
votes
1
answer
115
views
Average over spheres finite
Let $X_1,...,X_N$ be random variables that are iid with the uniform distribution over $\mathbb S^n.$
I am curious how to see that $f(X_1,..,X_N):=\left \lvert \sum_{i=1}^N X_i \right\rvert^{-1}$ has ...
- 124
0
votes
0
answers
53
views
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
1
vote
2
answers
194
views
Continuity of the densities of a stochastic process
Let $X=(X_t)_{t\in I}$ ($I\subset\mathbb{R}$ an interval) be a stochastic process with continuous sample paths and such that $X_t$ admits a continuous Lebesgue density $\chi_t\in C(\mathbb{R}^d)$ for ...
- 463
0
votes
1
answer
188
views
a question about vector valued Banach spaces
I wonder the difference between $L^1(\mu\times\nu)$ and $L^1(\mu;L^1(\nu))$, as if partial derivatives can be exchanged with integration in the second spaces in many articles. In Folland's real ...
- 71
2
votes
0
answers
100
views
What is the weak limit of $f_n \ \mathrm{sign}(f_n - 1)$ if $f_n \to f$ weakly in $L^p([0,1])$?
Let $f_n: [0,1] \to \mathbb R$ be a uniformly bounded sequence in $L^p$. Then there exists a subsequence such that $f_{n_k} \to f$ weakly in $L^p([0,1])$. What is the weak limit of the sequence of ...
- 217
1
vote
1
answer
386
views
$L^p$ compactness for a sequence of functions from compactness of product with cut-off
Fix $p \in [1,\infty)$. Let $f_n:[a,b] \to \mathbb R$, $n \in \mathbb N$, be a sequence of $C^1$ functions. For every fixed $m\in \mathbb N^*$, suppose that the sequence of functions $$\{f_{n}\psi_m(...
- 161
1
vote
1
answer
426
views
$L^p$ compactness for a sequence of functions from compactness of cut-off
Fix $p \in [1,\infty)$. Let $f_n:[a,b] \to \mathbb R$, $n \in \mathbb N$, be a sequence of $C^1$ functions. For every fixed $m\in \mathbb N^*$, suppose that the sequence of functions $$\{f_{n}\psi_m(...
- 161
0
votes
1
answer
281
views
Problem regarding Lebesgue measure in $\mathbb{R}^2$
Let $P=A_1\times A_2,$ where $A_1,A_2\subset \mathbb{R}$ are set of positive Lebesgue measure, and $Z\subset \mathbb{R}^2,$ be a set of zero Lebesgue measure. Can we always find positive Lebesgue ...
- 123
1
vote
0
answers
79
views
Conditions for a function to vanish almost nowhere on its support?
Let $f:\mathbb{R}^d\rightarrow\mathbb{R}$ be a continuous function and $\mathrm{supp}(f) := \mathrm{cl}\{x\in\mathbb{R}^d\mid f(x)\neq 0\}$ its support.
Under which conditions is it true that $f≠0$ (...
- 463
3
votes
1
answer
237
views
Measure theory on abstract Boolean ring
Since a σ-algebra in measure theory is indeed an algebra over $\mathbb{Z}_2$ with addition given by symmetric difference and multiplication given by intersection, does it mean we can put measure on ...
- 43
0
votes
1
answer
362
views
Conditions on continuity under Lebesgue measure
Let $h : X \times I \rightarrow \mathbb{R}$ be a continuous function, where $X$ is a compact set of $\mathbb{R}^k$, for some $k$.
Set $\hat{h}(x,t) = 1$ if $h(x,t) \neq 0$, $0$ otherwise.
Define $g : ...
1
vote
0
answers
66
views
Path connectedness of a certain subspace of measurable functions
Note: Functions that differ on a null set are not identified.
Consider the space of measurable functions $[0, 1] \to [0, 1]$ that are continuous exactly on a set of Lebesgue measure $r$ , $0 < r &...
- 2,069
4
votes
1
answer
548
views
Two definitions of $L^p$ spaces that are not always equivalent
There are two definitions of $L^p(S, \Sigma,\mu)$ in the literature. (Here $S$ is a set, $\Sigma$ is a $\sigma$-algebra of subsets of $S$ and $\mu$ is a positive measure.) The two definitions are ...
- 41
9
votes
1
answer
831
views
Baire category theorem for uncountable unions
Any compact Hausdorff space $X$ is a Baire space:
if the set $X$ is a meager set (meaning a countable union of nowhere dense subsets,
also known as a set of first category),
then $X$ is empty.
I am ...
- 37.8k
12
votes
1
answer
1k
views
Riesz–Markov–Kakutani representation theorem for compact non-Hausdorff spaces
Let $X$ be a compact Hausdorff topological space, and $\mathcal C^0 (X) = \{f:X\to\mathbb{R}; \ f \text{ is continuous }\}$. It is well known that for any bounded linear functional $\phi: \mathcal C^...
- 333
3
votes
0
answers
222
views
Sets of finite perimeter: intersection with an half space
I have a question regarding sets of finite perimeter. In particular I'm interested to find
$$\mu_{E \cap H_t}, \label{1}\tag{1}$$
where $E$ is a set of finite perimeter in a generic open set $\Omega \...
- 51
0
votes
1
answer
1k
views
Bounding $L^p$ norms in terms of lower-order $L^q$ norms
Suppose $f,g\in L^q(\Omega)$ ($\Omega\subset \mathbb{R}^n$) for all $1\le q\le p$. Here, $L^p(\Omega)$ is defined with respect to some measure $\mu$ that is absolutely continuous wrt Lebesgue measure. ...
- 710
5
votes
1
answer
426
views
When is the Radon-Nikodym derivative locally essentially bounded
Let $\mu\lll\nu$ be $\sigma$-finite Borel measures, which are not finite, on a topological space $X$. Under what conditions is $0<\operatorname{ess-supp}(\frac{d\mu}{d\nu}I_K)<\infty$ for every ...
- 5,405
5
votes
1
answer
243
views
How much time does a function spend above or below its average value around a point?
Given a locally integrable function $f: \mathbb R \to \mathbb R$, define $
K: \mathbb R \times \mathbb R+ \to \mathbb R$ by
$$
K(x, r) :=
\begin{cases}
1, & \text{if }f(x) > \dfrac{1}{2r}\...
- 2,069
2
votes
1
answer
150
views
Duality form of $L^q$ norm, without assumption that $\int fg$ defined?
The following theorem is found, for example, in the Real Analysis books by Folland, by Yeh, and (in a slightly different form) by Royden.
Theorem. Let $(X,\mathcal{A},\mu)$ be a measure space.
Let ...
- 201
1
vote
1
answer
101
views
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
2
votes
0
answers
65
views
Measure of the convex hull of a ball and a point
I need to prove the following statement:
Let $B_s(z)$ be a ball centered at $z$ of radius $s$ s.t. $0\not\in B_s(z)$. Moreover let $K_s(z)$ the convex hull of $\{0\}\cup B_s(z)$.
Then
$$ \...
- 73
1
vote
0
answers
45
views
Decomposition of the space of Radon measures with respect fractional harmonic capacity?
It is well know that there is a generalization of Lebesgue decomposition theorem in the following way:
Any non negative Radon measure can be decomposed uniquely into the sum of an absolutely ...
- 371
1
vote
1
answer
170
views
Convergence of local means implies converge ae?
Let $f,f_n \in L^1(\mathbb{R},\mathbb{R}_+)$ with $\int_{\mathbb{R}} f = \int_{\mathbb{R}} f_n = 1$, $(\sqrt{f_n})'$ bounded in $L^2$, $\nabla \sqrt{f}\in L^2$ and such that $$\int_{ p+[0,1/n]} f_n = \...
- 23
9
votes
1
answer
805
views
Does every measurable subset of $\mathbb R$ of non zero Lebesgue measure contain arbitrarily long arithmetic progressions?
A subset $E$ of $\mathbb R$ is said to contain arbitrarily long arithmetic progressions, if for every natural $n$, there exists $a, d \in R, d$ nonzero, such that $a + kd$ is in $E$ for all natural $k ...
- 2,069
10
votes
1
answer
1k
views
Is there a strictly increasing differentiable function maps positively measurable set to zero measure set?
Let $g(t)$ be a strictly increasing differentiable function. Can it map positively measurable set to zero measurable set?
It's obviously that $\{g'>0\}$ is dense. If I can prove that the Lebesgue ...
- 1,168
4
votes
1
answer
346
views
Mehta integral and orthogonality
The Mehta integral is the following expression:
$$\frac{1}{(2\pi)^{n/2}}\int_{-\infty}^{\infty} \cdots \int_{-\infty}^{\infty} \prod_{i=1}^n e^{-t_i^2/2}
\prod_{1 \le i < j \le n} |t_i - t_j |^{2 \...
- 124
1
vote
1
answer
594
views
Is strong convergence of measures equivalent to convergence in measure of the Radon Nikodym derivatives?
Let $X$ be a measure space, and suppose $\mu_i$ are probability measures on $X$ that are absolutely continuous with respect to another probability measure $\mu$. Is strong convergence of $\mu_i$ to $\...
- 2,069
7
votes
1
answer
250
views
A trapping set with finite measure
Does there exist a measurable subset $T$ of $[0, \infty)$ with finite measure and some $\epsilon > 0$ such that for every $r$ with $0 < r < \epsilon$, $nr$ is in $T$ for infinitely many ...
- 2,069
2
votes
0
answers
200
views
The collection of mean value abscissas in the Mean value theorem
The integral mean value theorem for continuous f on [0,b] and finite positive continuous measure $\mu$ we have
$$\frac{1}{\mu[a,b]}\int_{a}^{b}f(x)d\mu(x)=f(c)(*)$$
for at least one $c\in [a,b]$. We ...
- 5,474
0
votes
1
answer
251
views
If a real-valued bivariate function on the unit square is integrable along each line, is it integrable on the square?
Let $f(x,y)$ be a real-valued function on the unit square $[0,1]^2$. Suppose that $f(x,y)$ is Riemann integrable along each straight line. Does this imply that $f$ Riemann integrable on the square? ...
- 220
7
votes
1
answer
1k
views
Properties of convolutions
Consider the function
$$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
3
votes
2
answers
516
views
Several definitions of approximate continuity of real functions
I found the definition of approximate continuity stated as follows:
A function $f:\mathbb R \to \mathbb R$ is approximately continuous at $x_0$ iff there exists a set $A\in \mathcal L$ such that $x_0\...
- 930
2
votes
1
answer
178
views
Non-convergence to a Gaussian
Let $f_n: \mathbb R^2 \rightarrow \mathbb R$ be a family of probability distributions with the property that they vanish on the diagonal $f_n(x,x)=0.$
I would like to know: Can we show that a ...
- 183
1
vote
1
answer
192
views
Log-concavity of function
Consider the function
$$f_{n}(x)=e^{-x^2}x^n.$$
My goal is to show that
$$ G(y):=\frac{(f_2*f_0)(y)}{(f_0*f_0)(y)}- \left(\frac{(f_1*f_0)(y) }{(f_0*f_0)(y)}\right)^2$$
is log-concave.
Let us ...
- 173
0
votes
0
answers
53
views
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
$$ ||\mu-\nu|| \le 2(|\...
- 6,541
2
votes
0
answers
146
views
Prove the equicontinuity of a maximizing sequence
Let $X$ be a compact subset of $\mathbb{R}$ and $c(x_1,x_2,x_3,x_4)$ be a fixed bounded continuous functions on $X^4$. Assume $\mu,\nu$ are probability measures on $X^2$, and $\mu\otimes\nu$ is the ...
- 323
0
votes
0
answers
146
views
Derivatives in unusual support domains
Originally posted on Math.StackExchange, here, but I was advised to post it on MathOverflow as it is a research question. Now two final, great answers have been posted, see on Math.StackExchange.
I ...
- 3,098
14
votes
1
answer
655
views
Almost all non-negative real numbers have only finitely many multiples lying in a measurable set with finite measure
Let $A$ be Lebesgue measurable subset of $[0,\infty)$ such that Lebesgue measure of $A$ is positive i.e. $0<\lambda(A)<\infty$. Let $S$ be the set defined as follows:
$$S:=\{t\in [0,\infty):nt\...
- 632
2
votes
2
answers
451
views
If $0 \le \mu(A) < p < 1$, when is it true that there exists a measurable $B \supseteq A$ such that $\mu(B)=p$?
Let $(X,\mu)$ be a probability measure space and $A$ be a measurable subset of $X$ such that $0 \le \mu(A) < p < 1$.
Question
When is it true that there exists a measurable $B \subseteq X$ ...
- 6,853
1
vote
1
answer
860
views
Right continuous filtration
In optimal control theory, we often need a filtration do be right continuous. Consider a filtered probability space $(\Omega, \mathcal F, \mathbb P)$ equipped with a right continuous filtration $\...
- 553
2
votes
1
answer
428
views
If $\int_E f = 0$ for all $E$ the translation and dilation of $E_0$ then $f = 0 \text{ } a.e.$
Let $f \in L^1(\mathbb{R}^n)$. It's obvious that if $\int_R f = 0$ for all rectangles $R$ then $f = 0$ $a.e.$ since every open set is union of almost disjoint rectangles and consequently with zero ...
- 1,168
1
vote
1
answer
644
views
Most general form of Jensen's inequality
What is the most general form of Jensen's inequality?
Wikipedia gives for example this more general form, which holds in every topological vector space.
Are there even more general forms, for ...
- 2,129
2
votes
1
answer
99
views
Does bounded integral over sequence of subsets of $X$ whose union is $X$ imply bounded integral over X?
I came across the following problem while doing a piece of research on automata theory.
Suppose we have a probability space $(\Omega, \mathcal{F}, \mu)$, where $\Omega$ is a set, $\mathcal{F}$ is a $\...
- 333
2
votes
0
answers
68
views
Sequence of harmonic measure
There is a well-known result stating that if $\mu_{n}$ is a sequence of uniformly bounded measures on a compact set $E$ of $\mathbb{R}^{m}$, then there is a subsequence $\mu_{n_{j}}$ that converges ...
- 411
12
votes
1
answer
919
views
Is the map sending a continuous function to its period measurable?
Let $C(\mathbb{R})$ be the space of continuous functions from $\mathbb{R}$ to $\mathbb{R}$ with the compact-open topology, and the associated Borel $\sigma$-algebra. Consider the function $p$ from $C(\...
- 289