All Questions
Tagged with measure-theory real-analysis
551 questions
3
votes
1
answer
70
views
How irregular can the set of points of non-differentiability for an L1 function's primitive F get, before the FTC fails?
A Fundamental Theorem of Calculus for Lebesgue Integration, J. J. Koliha begins with the passage
Lebesgue proved a number of remarkable results on the relation between integration and differentiation....
- 831
0
votes
1
answer
142
views
Why are the homeomorphisms from the unit circle to the unit circle preserving measure affine? [closed]
Why are the homeomorphisms from the unit circle to the unit circle preserving measure affine? The affine is composition of rotation and continue automorphism.
- 83
0
votes
0
answers
71
views
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
$$\lim_{\vert x\vert \to \infty} \vert x \vert^2 \vert \hat{f}(x)\vert =0,$$
...
0
votes
1
answer
66
views
Does convergence in probability of iid samples imply convergence in measure of the sampled functions?
Let $g_i: [0, 1] \to \mathbb R$ be $L^1$ functions, equibounded in $L^1$ norm. Let $X_i$ a sequence of iid uniform random variables on $[0, 1]$. Suppose that
$$\frac{1}{n} \sum_{i = 1}^n g_i (X_i) \to ...
- 6,155
1
vote
1
answer
69
views
Exhausting sequences contain a $\pi$ lift of a subset with a $(1-\delta)$ factor
Let $\pi : Y \to X$ be a measurable map between the $\sigma$-finite measure spaces $(Y, \mathcal{B}, \nu)$ and $(X, \mathcal{A}, \mu)$. Suppose there exists $c \in (0, \infty)$ such that for all $A \...
- 105
-2
votes
0
answers
64
views
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>...
- 1
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 ...
- 309
4
votes
1
answer
256
views
Approximating an $L^1$ function with Riemann sums
Note: Here all functions are genuine functions, i.e. pointwise defined measurable functions instead of defined only a.e.
Let $f: [0, 1] \to \mathbb R$ be an arbitrary $L^1$ function. Of course, $f$ is ...
- 6,155
3
votes
1
answer
227
views
"Essential values" of a function at a point?
Recall that the essential range $\operatorname{ess.im} f$ of a measurable function $f \in L^\infty(\mathbb{R})$ is a compact set. Denote by $f_k$ the restriction of $f$ to the interval $[-1/k,1/k]$, ...
- 981
12
votes
2
answers
866
views
Sets that project to zero measure on all lines except one
It is a (difficult) exercise to show that there exists a measurable set $E \subset [0,1]^2$ (necessarily with zero 2-dimensional Lebesgue measure) such that the projection on every line passing ...
- 355
0
votes
1
answer
153
views
Lebesgue measure of the level set of sum of two nonnegative functions
Let $f, g:\mathbb{R}^n\to \mathbb{R}$ be nonnegative functions such that $g$ is a strictly positive homogeneous function. As commented by Fedor Petrov below, one may not have that for any $\lambda>...
- 407
2
votes
1
answer
231
views
Is Boltzmann entropy well-defined for arbitrary probability density function?
$\newcommand{\bR}{\mathbb{R}}\newcommand{\diff}{\mathop{}\!\mathrm{d}}$ We define a continuous function $\varphi : \bR_+ \to \bR$ by
$$
\varphi (s) :=
\begin{cases}
0 &\text{if} \quad s =0 , \\
s \...
- 835
1
vote
0
answers
46
views
Optimal transport and the geometry of singular measures on fractal Sets
Let $K$ be a self-similar fractal set in $\mathbb{R}^n$ with Hausdorff dimension $d < n$, equipped with a self-similar measure $\mu$ supported on $K$. Let $\mathcal{P}(K)$ denote the space of ...
- 11
3
votes
0
answers
45
views
Small deviation asymptotics for sub-gaussian diffusions in dirichlet spaces
Let $(X,d,\mu)$ be a metric measure space equipped with a strongly local, regular Dirichlet form $(\mathcal{E}, \mathcal{D}(\mathcal{E}))$ on $L^2(X,\mu)$. Assume that the associated heat kernel $p_t(...
4
votes
0
answers
198
views
When a null uncountable set can be image of some increasing function with discontinuities on a dense countable set
Consider the following result:
A: Let $f:D \to \mathbb R$ be an increasing function with discontinuities on a dense countable subset of $D$ such that the jump values sum to $\mu(D)$, where $D$ is a ...
- 303
2
votes
0
answers
57
views
Mappings that preserve local or global minimum
In the most general form, I'm interested in any non-trivial results of the following question.
Consider metric space $X$ and $Y$, denote all real valued functions on $X$ and $Y$ as $\mathbb{R}^{X}$ ...
- 275
3
votes
1
answer
176
views
Question about Lebesgue Bochner spaces
Let $T>0$ and $\Omega\subset\mathbb{R}^N$ be a bounded domain. Also $p\in (1,\infty)$ is any number.
I know that $u\in L^{p}((0,T);L^p(\Omega))$ and $\nabla u\in L^{p}((0,T);L^p(\Omega))^N$. How ...
- 1,759
2
votes
1
answer
117
views
Special density on $L^2$
Let $\Omega\subset\mathbb{R}^N$ be a bounded domain, and $u\in L^2(\Omega)$ with $0\leq u(x)\leq 1$ a.e. on $\Omega$. It is well known that $C^{\infty}_c(\Omega)$ is dense in $L^2(\Omega)$. Because $C^...
- 1,759
4
votes
1
answer
551
views
Is there an explicit, everywhere surjective $f:\mathbb{R}\to\mathbb{R}$ whose graph has zero Hausdorff measure in its dimension?
Suppose $f:\mathbb{R}\to\mathbb{R}$ is Borel. Let $\text{dim}_{\text{H}}(\cdot)$ be the Hausdorff dimension, and $\mathcal{H}^{\text{dim}_{\text{H}}(\cdot)}(\cdot)$ be the Hausdorff measure in its ...
- 63
5
votes
0
answers
104
views
Convolution of a bounded function and measures
Given a function $f\in L^\infty(\mathbb{R}^n)$ and a family of Radon measure $\mu_\alpha$, under what condition do we have $f*\mu_\alpha$ equi-continuous?
One condition I know is if $\mu_\alpha$ has a ...
- 375
2
votes
0
answers
29
views
Steiner symmetrization of smooth function on non-simply connected regions
Given a smooth function $u$ defined on $\mathbb{R}^2$, restrict $u$ to a subset $\Omega \subset \mathbb{R}^2$ (possibly not simply connected) foliated by level sets of a smooth function $\psi: \Omega \...
- 434
1
vote
2
answers
209
views
Approximate simple function $f$ by a sequence of continuous functions on $\mathbb{R}^d$ such that $\|f_n\|_\infty\leq \|f\|_\infty$
Let $f=\sum_{i=1}^n c_i 1_{\Delta_i}$ be a simple function on $\mathbb{R}^d$, where $c_i\in\mathbb{C}$. Then we can find sequnces of continuous functions $\{f_k^{(i)}\}$ for each $i=1,\ldots,n$ such ...
- 29
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 ...
- 1,759
0
votes
0
answers
115
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(\...
- 1,759
2
votes
1
answer
246
views
Ramsey type property of the Lipschitz constant
The following problem was proposed by Pietro Majer as an extension of an earlier question of mine on Lipschitz functions.
For $f$ a Lipschitz function on $\mathbb R^n$, we denote by
$$\text{Lip}(f, U) ...
- 6,155
1
vote
1
answer
204
views
A question on Borel measurability
Let $(X, \mathcal{B}_{X}, \mu)$ be a measure space. Here, $\mu$ is an infinite Borel measure and $\mu$ is not $\sigma$-finite. Let $\pi$ be surjective Borel measurable map form $(X, \mathcal{B}_{X}, \...
- 11
2
votes
1
answer
206
views
Deriving an inequality for the integral of maximum indicator functions under measure-preserving transformations
Let's denote the measure space by $(X, \mathcal{B}, \mu)$ and the measure-preserving transformation by $T: X \to X$. Let $A \in \mathcal{B}$ be a measurable set with $0 < \mu(A) < \infty$. Let $...
- 105
2
votes
1
answer
836
views
Does $\int_{\mathbb R^d} (1+|x|^{1 + \alpha}) \ell (x) \, d x < \infty$ imply $\int_{\mathbb R^d} (1+|x|) |\ell (x)|^{1-\alpha} \, d x < \infty$?
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\bE}{\mathbb{E}}
\newcommand{\diff}{\mathop{}\!\mathrm{d}}
$
We fix $\alpha \in (0, 1)$. Let $\ell : \bR^d \to \bR_+$ be a continuous function such that
$$
\|...
- 835
1
vote
1
answer
114
views
Ensuring the measure condition $\mu(E) = \lambda$ in a lemma: need some clarification regarding the selection of $A$
I was studying a lemma from my notes on ergodic theory and encountered a difficulty. The lemma states:
Let $(X, \mathcal{B}, \mu)$ be an infinite non-atomic measure space, and let $T$ be an ergodic ...
- 105
2
votes
0
answers
80
views
Stability of Hölder constants of frozen Itô stochastic integrals
$
\newcommand{\RR}{\mathbb{R}}
\newcommand{\TT}{\mathbb{T}}
\newcommand{\NN}{\mathbb{N}}
\newcommand{\PP}{\mathbb{P}}
\newcommand{\EE}{\mathbb{E}}
\newcommand{\FF}{\mathbb{F}}
\newcommand{\PPP}{\...
- 835
1
vote
1
answer
118
views
Is there $\varepsilon \in (0, 1)$ such that $\sup_{t \in [0, \varepsilon]} [\ell_t]_\beta < \infty$?
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\bT}{\mathbb{T}}
\newcommand{\bN}{\mathbb{N}}
\newcommand{\bP}{\mathbb{P}}
\newcommand{\bE}{\mathbb{E}}
\newcommand{\bF}{\mathbb{F}}
\newcommand{\bD}{\mathbb{...
- 835
2
votes
1
answer
103
views
Sufficient conditions for the space of Radon measure to be a Banach space
Let $\mathcal{X}$ be a Hausdorff space and consider the space of Radon measures with bounded total variation $M(\mathcal{X})$ on $\mathcal{X}$.
Usually, the additional assumptions on $\mathcal{X}$ are ...
- 171
0
votes
0
answers
120
views
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 $$...
- 1
6
votes
1
answer
309
views
Well distributed sets
Note: All integrals are taken with respect to Lebesgue measure. The symbol $\def\avint{\mathop{\rlap{\raise.15em{\scriptstyle -}}\kern-.2em\int}\nolimits} \avint$ denotes the average integral.
We say ...
- 6,155
4
votes
1
answer
182
views
Extracting a subsequence Cesàro converging to the limsup of the Cesàro sums
Let $X_n$ be a sequence of uniformly bounded random variables — that is, there exists some $K > 0$ such that $|X_n| \leq K$ almost surely for all $n \in \mathbb N$.
Write $\bar X_N := \frac{1}{N} \...
- 6,155
4
votes
1
answer
165
views
Dual spaces of Banach-valued $L^{p}$-spaces
Let $(\Omega,\mathcal{F},\mu)$ be a measure space (say complete and $\sigma$-finite, for simplicity). Furthermore, let $(X,\Vert\cdot\Vert_{X})$ be an arbitrary Banach space. I denote by $(L^{p}(\...
- 1,429
2
votes
1
answer
139
views
Domain of the infinitesimal generator of a composition $C_0$-semigroup
In the paper [1] the following $C_0$-group is presented,
$$
T(t)f(x) = f(e^{-t} x) , \quad x \in (0,\infty) \quad f \in E
$$
where $E$ is an ($L^1,L^\infty$)-interpolation space. In mi case, I'm just ...
4
votes
0
answers
158
views
Measurability of $L^{p}(L^{q})$ integrable functions
Let $ F: \mathbb{R}^n \times (0,\infty) \to \mathbb{R}$ be a function with the property that
$
\int_{\mathbb{R}^n} \big[ \int_0^\infty |F(x,r) |^q \, dr \big]^{p/q} \, dx < \infty
$
In addition we ...
- 41
1
vote
1
answer
168
views
About the sigma algebra generated by the Hausdorff measure on $\mathbb R^n$
Let $\mathcal{H}^k$ be the $k-$dimensional Hausdorff measure on $\mathbb R^n$, with $k \in \{1, \ldots n\}$. By Carathéodory's theorem we know that there exists a sigma algebra $\mu(\mathcal{H}^k)$ of ...
- 119
2
votes
1
answer
229
views
Does the existence of derivatives in the average sense imply absolute continuity?
Let $f: \mathbb R \to \mathbb R$ be a measurable function. Suppose there exists some integrable function $g$, and a measurable set $E$ of full measure such that
$$\lim_{r \to 0_+} \sup_{x \in E} \left ...
- 6,155
0
votes
0
answers
57
views
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
$$\mu_k(A):=\underset{P_1, \ldots, P_r}{\sup_{A=A_1\sqcup\...
- 75
2
votes
0
answers
116
views
For Polish $X,Y$, $L^p(X,Y)$ is separable
Let $X$ and $Y$ be Polish spaces. Equip $X$ with a Borel probability measure $\mu_X$ and $Y$ with a metric $d_Y$. We can define the $L^p$ space as follows:
Definition. Define
$\begin{align}L^p(X,Y) = \...
- 305
2
votes
2
answers
285
views
How should the "measure theoretic" Jacobians of a dynamical map be understood in Lai-Sang Young's "Recurrence Times and Rates of Mixing"
In Young's article: Recurrence Times and Rates of Mixing, she uses multiple times the notation $JF, JF^k, JF^R$ to mean the Jacobian of a dynamical map $F:\Delta\to\Delta$ w.r.t. a given reference ...
- 151
2
votes
1
answer
128
views
On the existence of a complicated fractal-like set of finite perimeter
Let $f\in BV(\Bbb R^n)$ be an integer-valued function that maps into $\{0, 1\}$ and is identically $0$ outside some bounded set in $\Bbb R^n$. In particular, $f$ determines a bounded Caccioppoli set $...
- 1,245
1
vote
1
answer
133
views
A question about the maximal function
Let $n>4$, $f\in C^{\infty}(\mathbb{R}^{n})$ and 0 denote the origin of $\mathbb{R}^{n}$. We define a weighted maximal function by $$Mf(x)=\sup_{0<r<1}r^{4-n}\int_{B_{r}(x)}|f|$$ which is ...
- 155
1
vote
1
answer
101
views
On the definition of symmetric rearrangement
For a measurable function $u:\mathbb{R}^{n}\to \mathbb{C}$ one usually defines the symmetric rearrangement $u^{*}:\mathbb{R}^{n}\to \mathbb{R}^{+}$ as follows:
\begin{equation*}
u^{*}(x)=\int_{0}^{\...
- 9,007
0
votes
1
answer
76
views
Decay rate of $\lim_{|z| \to \infty} \|1_{B(z, 1)} f\|_{L^p} =0$
We fix $p \in [1, \infty)$. We have for every $f \in L^p (\mathbb R^d)$ that $\lim_{|z| \to \infty} \|1_{B(z, 1)} f\|_{L^p} =0$. I wonder if there is an estimate of above decay, i.e.,
Is there a ...
- 835
0
votes
0
answers
22
views
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 $\mathfrak{S}$.
...
0
votes
0
answers
616
views
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
4
votes
1
answer
250
views
Does a generic linear map admit a vector whose iterates span $V$?
We say a linear map $T$ on a finite dimensional vector space $V$ admits spanning vectors if there exists some vector $v \in V$ whose iterates $v, Tv, T^2 v, \dots$ under $T$ span $V$.
Question: ...
- 6,155