All Questions
Tagged with measure-theory real-analysis
125 questions with no upvoted or accepted answers
43
votes
0
answers
820
views
A kaleidoscopic coloring of the plane
Problem. Is there a partition $\mathbb R^2=A\sqcup B$ of the Euclidean plane into two Lebesgue measurable sets such that for any disk $D$ of the unit radius we get $\lambda(A\cap D)=\lambda(B\cap D)=\...
- 41.8k
23
votes
0
answers
939
views
A question about small sets of reals
In ZFC, does there exist an uncountable set of reals $A$ such that for every closed measure zero set of reals $B$, we have that $ A + B = \{a+b : a \in A, b \in B\} \neq \mathbb{R}$?
This question is ...
- 9,631
18
votes
1
answer
2k
views
Function of two sets intersection
Let $U$ be the set of all nonempty subsets of $[0,1]$ that are a union of finitely many closed intervals (where an "interval" that is a single point does not count as an interval). Does ...
- 1,209
15
votes
0
answers
510
views
Lebesgue density 1/2 (or bounded away from 0 and 1)
From the work of Preiss, we know that in infinite-dimensional spaces, one has violations of the Lebesgue density theorem. In particular, he has constructed examples of probability spaces where a set ...
- 6,541
12
votes
0
answers
435
views
Uniform closure of subspaces of Baire class 1
Describe a uniformly closed linear subspace $A \subset C([0,1])$ such that the space $B_1(A)$ is not uniformly complete. Here $B_1(A)$ is the set of all bounded functions $f$ which are pointwise ...
- 1,704
11
votes
0
answers
381
views
Concerning Luzin-(N)-property
Definition: a function $f:\mathbb{R}\to \mathbb{R}$ has Luzin-(N)-Property if $f$ maps any null set to a null set.
By https://www.encyclopediaofmath.org/index.php/Luzin-N-property, it is known that ...
- 4,201
10
votes
0
answers
172
views
Maximizing an integral w.r.t. a measure on the unit sphere
I would like to know if the answer to the following question is known.
Let $d \ge 3$. What is the value of
$$
\theta(d) := \max_{\mu} \int_{S^{d-1}} \int_{S^{d-1}} \cdots \int_{S^{d-1}} |x_1 \...
- 980
8
votes
0
answers
422
views
Non-affine smooth transformation of Gaussian is Gaussian
Suppose $Z\sim N(0,1)$ (standard Gaussian) and $f: \mathbb{R} \to \mathbb{R}$ is a differentiable function such that $f(Z)\sim N(0,1)$. My question is whether there exists any such $f$ other than $f(x)...
- 399
7
votes
0
answers
420
views
A discontinuous construction
Suppose we have an uncountable family of functions $f_r: [0, 1] \to R$ indexed by $r \in [0, 1]$ such that for each $r$, there exists a unique $x$ in $[0, 1]$ such that $f_{r}$ is positive on $x$ and $...
- 2,069
7
votes
0
answers
264
views
When is Radon-Nikodym derivative induced by a proper map of manifolds bounded?
Let $X,Y$, be compact complex manifolds, and let $f:X\to Y$ be a smooth, proper (i.e. for each $y\in Y$, $f^{-1}(y)$ is a compact set) and surjective map. Choose metrics on $X,Y$ and let $\mu_X, \mu_Y$...
7
votes
0
answers
549
views
Counter-example to the completeness of the Wasserstein metric
$\newcommand{\P}{\mathcal{P}}$
Let $(E,d)$ be a complete metric space, let $\P(E)$ be the set of all probability measures on $(E,\mathcal{B}(E))$. Let $W_d$ be the $1$-Wasserstein (Kantorovich) ...
- 931
7
votes
1
answer
233
views
Hausdorff dimension and sigma finiteness
If a function $ f : \mathbf{R} \to \mathbf{R} $ is $\mathscr{C}^{0,\alpha}$ for every $ 0 < \alpha < 1 $ then its graph has Hausdorff dimension $1$.
I would like to see an example of such a ...
- 541
6
votes
0
answers
129
views
Weak-type inequality for the partial Fourier sum operator
I'm studying harmonic analysis by myself. One of the online notes gives the following claim as a remark:
For any $N \in \mathbb{Z}^{+}$, let's use $S_{N}$ to denote the partial ($N$ terms) Fourier sum ...
- 349
6
votes
0
answers
8k
views
Dual space of continuous functions
Let $C_b(\Omega,V )=$ { $ f:\Omega\rightarrow V $ } is the Banach space of all bounded continuous functions in Banach space $V$ with a norm $\|\cdot\|$ defined as $\|f\|_\infty=\sup _{x\in\Omega}\|f(x)...
- 385
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
5
votes
0
answers
163
views
Is there a natural finitely additive measure for which Vitali sets have measure zero?
Vitali sets are nonmeasurable and in particular are not null sets. But all Vitali sets are in some sense small, as described below. Let $V$ be any Vitali set and let $k \in \mathbb{N}$. For each $i \...
- 303
5
votes
0
answers
233
views
Does there exist a “fat” Thomae’s function?
Definitions and some motivation:
Thomae’s function, also known as the raindrop function has several curious properties. One of which is the following - both its discontinuity set and continuity set ...
- 6,195
5
votes
0
answers
472
views
Partitioning $\mathbb{R}^n$ into closed sets
Let $n$ be a positive integer. It is well-known that $\mathbb{R}^n$ cannot be non-trivially partitioned into open sets, since it is connected.
Let $\frak P$ be a partition of $\mathbb{R}^n$ into ...
- 48.9k
5
votes
0
answers
696
views
Cadlag and adapted (usual conditions assumed) imply progressively measurable (related to Protter's Stochastic Calculus theorem 6)
Hi maybe someone on here can help me. I have been stuck on showing this fact for several months. I asked this question in the stack exchange and it has floated around for a while but to no avail.
...
- 151
5
votes
0
answers
411
views
Partition of the unit interval into uncountably many sets of full outer measure
Is it possible to construct an uncountable partition $(A_\delta)_{\delta\in[0,1]}$ of the unit interval $[0,1]$ such that $\mu (A_\delta)=1$ for each $\delta\in[0,1]$? ($\mu$ stands for the outer ...
- 931
5
votes
0
answers
199
views
measure of an image under an argmax function
I am trying to find any techniques to analyze the measure of an image of a set under an argmax function.
For example, let $\Omega\subset\mathbb{R}^n$ be compact and $\phi:\Omega\to\mathbb{R}$ be ...
5
votes
0
answers
258
views
Equidistribution of spheres in $\mathbb{R^2}/\mathbb{Z^2}$
Let $\mathbb{H^2}$ be the hyperbolic upper half place, and let $\Gamma$ be a lattice in $SL(2,\mathbb{R})$ acting on $\mathbb{H^2}$. A proof of the equidistribution of spheres on $\mathbb{H^2/\Gamma}$ ...
- 528
5
votes
0
answers
195
views
Characterizations of an exotic measure on the open sets in the circle $S^{1}$
Suppose that $U\subseteq S^{1}$ is open where $S^{1}=\{z\in\mathbb{Z}:|z|=1\}$. Then define $\mu_{n}(U)=\max_{t\in S^{1}}\frac{1}{n}\cdot|\{k\in\{1,...,n\}|t\cdot e^{\frac{2\pi ik}{n}}\in U\}|$. ...
5
votes
0
answers
369
views
Independent Events Inducing Probability Measures
Let $\mathcal{F}$ be a sigma algebra over $\Omega$ and $M$ the set of all probability measures on $\mathcal{F}$. Let $\mathcal{C}$ be some collection of pairs $(A,B)$ with $ \ A,B\in\mathcal{F}$. Now ...
- 4,952
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
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
4
votes
0
answers
481
views
Generalized Jensen's inequality for positively homogeneous functions
The function $f:V \to \hat{\mathbb{R}}$ is said to be positively homogeneous iff $f(\alpha v) = \alpha f(v)$ for every $\alpha \in \mathbb{R}_{++}$. Here $V$ is a real vector space and $\hat{\mathbb{R}...
- 519
4
votes
0
answers
151
views
Estimating the size of $\Omega_r=\{x\in\Omega: \text{dist}(x,\partial\Omega)<r \}$
Let $\Omega$ be a bounded domain in $\Bbb R^n$. Define
$$
\Omega_r=\{x\in\Omega: \text{dist}(x,\partial\Omega)<r \},
$$
i.e. it the ring of thickness $r$ at the boundary of $\Omega$. Intuitively, ...
- 1,245
4
votes
0
answers
81
views
Existence of function minimising L^1 distance to a sequence of functions
Here all functions are from $[0, 1] \to \mathbb R$.
Let $f_i$ be a sequence of continuous functions such that there exists some $M > 0$ such that $|f_i| < M$ for all $i$. Does there always ...
- 2,069
4
votes
0
answers
95
views
Approximating martingales given marginal distributions
Let $(\mu_0,\mu_1)$ be a vector of probability measures on $\mathbb R$ that are of finite first moment, i.e.
$$\int_{\mathbb{R}}|x|\mu_i(dx)~<~+\infty \mbox{ for } i=0,1$$
and increasing in ...
- 1,835
4
votes
0
answers
213
views
The ring generated by measures
Suppose $X$ is a space equipped with a $\sigma$-algebra $\mathcal{M}_X$. Then the set of measures on $X$ is closed under addition and scalar multiplication by elements of ${\mathbb R}$. Formally ...
- 8,659
3
votes
0
answers
45
views
Small deviation asymptotics for sub-gaussian diffusions in dirichlet spaces
Let $(X,d,\mu)$ be a metric measure space equipped with a strongly local, regular Dirichlet form $(\mathcal{E}, \mathcal{D}(\mathcal{E}))$ on $L^2(X,\mu)$. Assume that the associated heat kernel $p_t(...
3
votes
0
answers
94
views
Question on an integral inequality
I am reading van de Vaart and Weller, Weak Convergence and Empirical Processes With Applications to Statistics. And I am stuck in the proof of Theorem 2.6.7 on page 141.
For simplicity I restae the ...
- 53
3
votes
0
answers
119
views
Is (the generalised) Sard's theorem optimal?
As mentioned in this question (https://math.stackexchange.com/questions/416607/show-that-fc-has-hausdorff-dimension-at-most-zero/446049#446049), in 1965 Sard proved the following result (paraphrased ...
- 700
3
votes
0
answers
138
views
The mystery of the jumps of functions with the prescribed jumps: Eisenstein series and hidden symmetries(?)
Say that a function $f(t)$ “changes only by jumps” if $f(t) + \text{const} = C ∑_k j_k θ(t-t_k)$ for a certain constant $C$. Here $θ(t)$ is the Heaviside
step function which has a jump 1 at $t=0$ (it ...
- 455
3
votes
0
answers
222
views
Sets of finite perimeter: intersection with an half space
I have a question regarding sets of finite perimeter. In particular I'm interested to find
$$\mu_{E \cap H_t}, \label{1}\tag{1}$$
where $E$ is a set of finite perimeter in a generic open set $\Omega \...
- 51
3
votes
0
answers
238
views
Dominated convergence Theorem
I am struggling to understand the proof in the paper, Learning Temporal Evolution of Spatial Dependence with
Generalized Spatiotemporal Gaussian Process Models.
Theorem 2.1 in the page 33 uses ...
- 31
3
votes
0
answers
159
views
Characterising functions of bounded variation by their modulus of continuity
Given a a.e. finite measurable function $ \mathbb R^n \to \mathbb R$, define the essential modulus of continuity, $M(f): \ \mathbb R^n \times \mathbb R+ \to \mathbb R$ by
$$
M(f) (x, e)=\sup_{m(A) = 0}...
- 2,069
3
votes
0
answers
200
views
Largest weak(-like) topology with respect to which continuous functions are dense in the space of Borel functions
Let $X$ denote the space of bounded Borel functions $f\colon [0,1] \to \mathbb{R}$. Let $M$ denote the space of finite Borel measures on $[0,1]$. What is the largest family $F \subset M$ such that for ...
- 1,277
3
votes
0
answers
106
views
Dependency of the Wasserstein distance on the parameter: a differential perspective
Let $\mu(dx)=\sum_{i=1}^np_i\delta_{x_i}(dx)$ and $\nu(dy)=\rho(y)dy$ be two probability measures on $\mathbb R^d$. Consider the $2-$Wasserstein distance below:
$$W_2(\mu,\nu)^2 \quad := \quad \inf_{\...
- 345
3
votes
0
answers
689
views
"Nicely" strong measure zero sets
This question is essentially an expanded version of the unanswered half of Two strengthenings of "strong measure zero".
A set $X$ of reals is strong measure zero if, for any $f: \omega\...
- 21.2k
3
votes
0
answers
237
views
Reference request: Darboux properties of real-valued set functions (measures, densities, etc.)
Fix a set $S$ and let $f: \mathcal P(S) \rightharpoonup \mathbf R$ be a real-valued partial function on the power set of $S$; denote by $\mathcal D$ the domain of $f$. We say that $f$ has:
(i) the ...
- 10.5k
3
votes
0
answers
205
views
convolution of surface measures
Thanks for reading my question. Assume we are given two compact (possibly with boundary) $(n-1)$-dimensional $C^{\infty}$ manifolds $M_1$ and $M_2$ embedded in $\mathbb{R}^n$, with induced measure $d\...
- 171
3
votes
0
answers
860
views
decreasing rearrangements: why the asymmetry of measure-preserving maps?
Ryff proved in 1970 that the decreasing rearrangement $f^*$ of a, say, continuous function $f:[0,1]\to\mathbb{R}$ admits a measure preserving map $\phi$ such that $f=f^*\circ\phi$. In general it is ...
- 16.6k
3
votes
1
answer
355
views
convex function with distributional Hessian $D^2 f \leqslant \lambda$, $\lambda$-concave?
Let $f:R^n \to R$ be convex (may not $C^1$), $$[D^2f]=[D^2f]_{ac}+[D^2f]_s=[h_{ij}] L^n+[D^2f]_s$$ is the Lebesgue decomposition of the Hessian matrix. Where $[h_{ij}]$ is the density w.r.t the ...
- 471
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
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
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
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
0
answers
95
views
Can we control the Wasserstein metric between $\mu$ and $\nu$ by their moment difference?
Fix $p \in [1, \infty)$. Let $(\mathcal P_p(\mathbb R^d), W_p)$ be the Wasserstein space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. Let $D_p$ be the collection of ...
- 657