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3 votes
2 answers
198 views

An uncountable measurable subset of $\Bbb R$ containing no nonempty perfect set

$\newcommand\R{\Bbb R}$Assuming the axiom of choice, is there an uncountable Lebesgue-measurable subset $S$ of $\R$ that contains no nonempty perfect set? Of course, such a set $S$, if it exists, ...
3 votes
0 answers
93 views

What axioms are needed to show that the range of a finitely additive diffuse measure on $\mathbb N$ is not closed?

The other day I learned of a small error in the book Theory of Charges: A Study of Finitely Additive Measures. Example 11.4.1 goes as follows. Let $\mu_0$ be a finitely additive probability measure ...
11 votes
1 answer
500 views

Uncountable families of measurable sets with pairwise positive intersections

Let $(X,\mathcal{B},\mu)$ be an arbitrary finitely additive probability measure space, let $a>0$ and let $(A_i)_{i\in I}$ be an uncountable family of subsets with measure $\geq a$. Is there an ...
5 votes
1 answer
620 views

Non-atomic probability measures on N

One can intuitively imagine picking a random natural number and ask to what extent the intuition can be axiomatized. Using the axiom of choice, there is a total finitely additive (monotonic) averaging ...
3 votes
0 answers
90 views

Existence of symmetric total measures

Is it consistent that there is a total finitely additive measure $μ$ on $ℝ$ extending the Lebesgue measure such that for every Borel Lebesgue-measure-preserving bijection $f$ of $ℝ$, $∀α∈Ord \, ∀s∈Ord^...
12 votes
2 answers
622 views

Countable set meeting uncountable family of positive measure sets

Suppose $\mu:\mathcal{P}([0, 1]) \to [0.1]$ is a probability measure and $\{A_i: i < \omega_1\}$ is a family of subsets of $[0, 1]$ such that $\mu(A_i) \geq 1/2$ for every $i < \omega_1$. Can we ...
28 votes
3 answers
3k views

Construction of nonmeasurable sets

I have a history question for which I've had trouble finding a good answer. The common story about nonmeasurable sets is that Vitali showed that one existed using the Axiom of Choice, and Lebesgue et ...
3 votes
0 answers
117 views

Which sigma-ideals in a sigma-algebra are contained in an ideal of null sets?

Let $X$ be a Polish space and $\mathcal{B}(X)$ be the $\sigma$-algebra of Borel subsets of $X$. Given a Borel probability measure $\mu$ on $X$, we write $\mathcal{N}(\mu) := \{ B \in \mathcal{B}(X) : \...
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 ...
3 votes
2 answers
3k views

A question on the cardinality of sigma-algebra generated by $\aleph_0$ or $\aleph_1$ class

This question comes from notes to section 1.2 in page 40-41 of Folland's "real analysis: modern techniques and their applications", 2nd edition. At the end of this note, the author asserts ...
4 votes
1 answer
204 views

How probability-rich is the $\sigma$-algebra generated by a sequence of sets? (Sierpiński's theorem on non-atomic measures without using the AoC.)

$\newcommand\F{\mathcal F}\newcommand\si{\sigma}\newcommand\Om{\Omega}\newcommand\ep{\varepsilon}$Let $p\in(0,1)$ and let $(\Om,\F,P)$ be a probability space. Let $(A_n)$ be a sequence in $\F$ such ...
14 votes
3 answers
2k views

Every function on reals a sum of two surjective real functions?

From this question, and the answer thereof, we can see that every real valued function on reals is a sum of two injective functions. Is the same true if we replace injectivity by surjectivity. For ...
1 vote
1 answer
112 views

Smallest ensemble of sets stable by any intersections and finite union

Let $E$ be a set, and let $S$ be any set of subsets of $E$, such that $S$ contains the empty set. Can you identify the smallest set of subsets $T$ of $E$ such that $T$ contains all elements of $S$, ...
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 ...
6 votes
1 answer
290 views

Subset of the reals with zero inner measure and "full" outer measure in $\mathsf{ZF}+\mathsf{DC}$

Working in $\mathsf{ZF}+\mathsf{DC}$ (that is, we are allowed to use Dependent Choice but not full choice), suppose that there exists a non-measurable subset of the unit interval $[0,1]$ (just non-...
8 votes
1 answer
1k views

Worst of both worlds?

It's well known that $\mathsf{AC}$ implies the existence of non-measurable sets. And it's also true that, if all sets are measurable, then $|\mathbb{R}/\mathbb{Q}| > |\mathbb{R}|$. But is there a ...
7 votes
1 answer
650 views

What can be the measure of a Vitali set?

Suppose the continuum $\mathfrak{c}$ is real-valued measurable, i.e., there exists a countably additive probabilistic measure on $\mathfrak{c}$ that measures all subsets. Then by the construction on p....
8 votes
3 answers
696 views

Is "the purely probabilistic version of Freiling's axiom of symmetry" disprovable in ZFC?

I'm trying to pinpoint the "intuitive argument" for Freiling's Axiom of Symmetry. It's meant to be a "probabilistic" argument, so thinking about what seems to me to be the ...
25 votes
2 answers
2k views

Writing a function on $\mathbb{R}$ as a sum of two injections

Let $f: \mathbb{R} \rightarrow \mathbb{R}$ be a function. It is well-known that, using transfinite recursion with a well-ordering of $\mathbb{R}$, one can construct two injective functions $g,h: \...
15 votes
2 answers
886 views

Measuring big stuff

Often during informal discussion with colleagues, the following pattern emerges when we are stuck trying to prove a theorem about $x \in X$. A: "let's assume this hypothesis $H$ on $x$" B: "most ...
22 votes
2 answers
1k views

Gently changing measure

This question was asked and bountied on MSE without answer, so I'm porting it here: There's an easy way to change the measure of a set of reals by moving to a larger universe: simply make $\mathbb{R}$...
2 votes
2 answers
227 views

Weak convergence of measures on continuous function spaces

Let $S$ be the unit sphere of $C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion. I would like to show that the measure $\mu_r$ defined on $\mathbb{B}(S)$ by $\mu_r(A):=P\Big(\frac{...
92 votes
3 answers
14k views

Is every sigma-algebra the Borel algebra of a topology?

This question arises from the excellent question posed on math.SE by Salvo Tringali, namely, Correspondence between Borel algebras and topology. Since the question was not answered there after some ...
1 vote
1 answer
258 views

What is the measure of two sets which partition the reals into subsets of positive measure?

This is a follow up to this question, where I wish to partition the reals into two sets $A$ and $B$ that are dense (with positive measure) in every non-empty sub-interval $(a,b)$ of $\mathbb{R}$. (In ...
6 votes
2 answers
1k views

Definable collections of non measurable sets of reals

Is there a definable (in Zermelo Fraenkel set theory with choice) collection of non measurable sets of reals of size continuum? More verbosely: Is there a class A = {x: \phi(x)} such that ZFC proves "...
1 vote
0 answers
154 views

Polish spaces and analytic sets

Can we conclude that an analytic subset $A$ of a Polish space $X$ is also Polish? Let $\mathcal{M}(R^d)$ denotes the family of Borel probability measures on $R^d$ equipped with the Lévy-Prokhorov ...
10 votes
3 answers
1k views

How to prove that the Lebesgue $\sigma$-Algebra is not countably generated?

How to prove that there can't exist a countable set $\{A_1,A_2,\dots\}\subset \mathcal{L}(\mathbb{R})$ (where $\mathcal{L}(\mathbb{R})$ denotes the family of all Lebesgue measurable sets) such that $\...
10 votes
1 answer
1k views

Within ZFC, is $2^{\aleph_0}<2^{\aleph_1}$ provable/independent?

So, I ask whether from the ZFC axioms one can prove X that every uncountable set has strictly more than continuum many subsets, or whether X is independent of the ZFC axioms. Note that (within ZFC) ...
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 ...
9 votes
2 answers
873 views

Is it consistent with ZFC that some translation-invariant extension of Lebesgue measure assigns nonzero measure to some set of cardinality $<\frak c$?

It is consistent with ZFC (but not ZFC+CH, of course) that there is a subset $A$ of nonzero outer Lebesgue measure that has cardinality less than $c$. There will then be an extension of Lebesgue ...
5 votes
0 answers
216 views

Applications of Baire's theorem on functions of first class

I found the following theorem on page 32 of John Oxtoby's Measure and Category. Theorem 7.3. If $f$ can be represented as the limit of an everywhere convergent sequence of continuous functions, then $...
13 votes
1 answer
1k views

Is every $\sigma$-algebra of sets *abstractly* the Borel algebra of a topology on perhaps some other set?

Is every sigma-algebra the Borel algebra of a topology? inspires the present question which asks for less. Question: Given a $\sigma$-algebra $\mathcal A$ on a set $X$, does there exist a topology $\...
10 votes
1 answer
3k views

Axiom of choice and non-measurable set

We know that existence of a Lebesgue non-measurable set follows from the Axiom Of Choice. Is the converse true? That is, does the existence of a Lebesgue non-measurable set imply the Axiom Of Choice?...
8 votes
2 answers
960 views

Is there a measure theory for proper classes?

This question is naive, but I didn't get an answer at MSE: Is it straightforward to extend measure theory to proper classes? Of course when one tries to define measures on "large sets" ...
4 votes
1 answer
275 views

Supremum of infimum of measure of members of a free ultrafilter

For a set $A\subseteq \omega$ we let the upper density of $A$ be defined as $d^+(A) := \lim\sup_{n\to\infty}\frac{|A\cap(n+1)|}{n+1}$. Let $\text{FrU}(\omega)$ be the collection of free ultrafilters ...
32 votes
4 answers
4k views

Is a random subset of the real numbers non-measurable? Is the set of measurable sets measurable?

One might say, "a random subset of $\mathbb{R}$ is not Lebesgue measurable" without really thinking about it. But if we unpack the standard definitions of all those terms (and work in ZFC), it's not ...
2 votes
1 answer
197 views

Large cardinals and measurability in $L(A)$

Under suitable large-cardinal assumptions, in the inner model $L(\mathbb R)$ one can have $\omega_1$ and $\omega_2$ measurable (this follows from determinacy). I was wondering if it is possible to ...
6 votes
1 answer
191 views

Steinhaus number of a group

$\newcommand\Sn{\mathit{Sn}}$A subset $A$ of a group $X$ is called algebraic if $A=\{x\in X: a_0xa_1x\dotsm xa_n=1\}$ for some elements $a_0,a_1,\dotsc,a_n\in X$. Let $\mathcal A_X$ be the family of ...
4 votes
1 answer
351 views

$\sigma$-algebra generated by analytic sets

The Borel $\sigma$-algebra $\cal B$ on real numbers has many good properties. For instance, all continuous functions are $\cal B/\cal B$-measurable. On the other side, not only $\cal B$ is not ...
3 votes
1 answer
331 views

Loeb measures and non-standard hull of Banach spaces

$\DeclareMathOperator\Fin{Fin}$I am trying to understand the notion of "liftings" of Loeb measurable functions to internal, internally measurable functions, and its connection to non-...
21 votes
5 answers
4k views

Existence of probability measure defined on all subsets

Let $S$ be an uncountable set. Does there exist a probability measure which is defined on all subsets of $S$, with $P({x}) = 0$ for any element $x$ of S ? If I remove the condition $P({x}) = 0$, then ...
27 votes
2 answers
2k views

A set that can be covered by arbitrarily small intervals

Let $X$ be a subset of the real line and $S=\{s_i\}$ an infinite sequence of positive numbers. Let me say that $X$ is $S$-small if there is a collection $\{I_i\}$ of intervals such that the length of ...
4 votes
1 answer
259 views

Reference request: large generalized probability measures

I'm interested in references relevant to the following: what is the right generalization, if there is one, of a probability measure that takes on values in an structure of more than continuum size? I'...
15 votes
2 answers
2k views

Is "There exists an unbounded non-measurable set but no bounded non-measurable set" consistent with $\mathsf{ZF}$?

This is a follow-up to this question. We say that a set $A \subseteq \mathbb{R}$ is bounded if there exists a finite interval $(a,b)$ such that $A \subseteq (a,b)$. Working in $\mathsf{ZFC}$, the ...
25 votes
2 answers
2k views

Axiom of choice: ultrafilter vs. Vitali set

It is well known that from a free (non-principal) ultrafilter on $\omega$ one can define a non-measurable set of reals. The older example of a non-measurable set is the Vitali set, a set of ...
25 votes
2 answers
5k views

Can a Vitali set be Lebesgue measurable? (ZF)

Here is the definition of Lebesgue measure. The standard proof that Vitali sets are not Lebesgue measurable uses countable additivity of Lebesgue measure, which is not a theorem of ZF. (In ...
7 votes
1 answer
393 views

Models with fixed cardinality of non-Lebesgue measurable sets

In the usual $\mathsf{ZFC}$, we know that there are $2^\mathfrak{c}$ many subsets of $\mathbb{R}$ that are not (Lebesgue) measurable. On the other hand, the Solovay model also provides us a model of $\...
6 votes
2 answers
276 views

Extending contents

Suppose $\mu$ is a finitely additive measure on $X$ (aka “content”) with $\mu(X) < \infty$, defined on an algebra of sets $\mathcal A$. Let $$\mu^*(Y) = \inf \{ \mu(E) : E \in \mathcal A \wedge E \...
37 votes
14 answers
5k views

What are interesting families of subsets of a given set?

Motivation The usual starting point of both Topology and Measure Theory is the definition of a family of subsets of a set $S$. Indeed, one defines a topology on $S$ to be a family of subsets ...
19 votes
2 answers
4k views

Can we put a probability measure on every $\sigma$-algebra?

The following question has puzzled me for some time: Let $(\Omega,\Sigma)$ be a nonempty, measurable space. Does there necessarily exist a probability measure $\mu:\Sigma\to[0,1]$? If there ...

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