All Questions
41 questions
1
vote
2
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117
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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
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
116
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
141
views
Injectivity of two sided Laplace transform
Let $\mu,\nu$ be finite Borel measures on $\mathbb R$.
Assume that there is an open interval $(a,b)$ on which the Laplace transforms exist and coincide:
$$
\int_{-\infty}^\infty e^{-tx}\,d\mu(x) = \...
- 769
3
votes
0
answers
94
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Question on an integral inequality
I am reading van de Vaart and Weller, Weak Convergence and Empirical Processes With Applications to Statistics. And I am stuck in the proof of Theorem 2.6.7 on page 141.
For simplicity I restae the ...
- 53
0
votes
1
answer
74
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$\int_{\mathbb{R}}|p(v-r,x)-p(u-r,x)|\,dx \leq C\frac{v-u}{u-r}$
Consider $p(u,x)=(4\pi u)^{-d/2}e^{-\frac{|x|^2}{4u}},u>0,x\in \mathbb{R}^d.$
Prove that there exists $C>0$ such that for all $0<u\leq v,r\in[0,u[,$ $$\int_{\mathbb{R}^d}|p(v-r,x)-p(u-r,x)|\, ...
- 573
2
votes
1
answer
157
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$\int_0^u\int_{[-1,1]^2}\int_{[-1,1]^2}\frac{1}{r}e^{-\alpha^2|x-y|^2/r} \, dx\,dy\,dr\leq Cu^{\epsilon}\alpha^{-2\beta}$
I am looking for a proof for the following fact: for $U>0,\beta>0,$ there exists $C>0,\epsilon>0$ such that $$\forall u\in [0,U],\alpha\in\left]0,1\right],\int_0^u\int_{[-1,1]^2}\int_{[-1,...
- 573
1
vote
1
answer
190
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Inequality and integral
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 573
0
votes
1
answer
112
views
Integral and inequality
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 573
0
votes
1
answer
248
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Integral with inequality
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 573
3
votes
1
answer
413
views
Schauder basis of $L^1_{\mathrm{loc}}(\mathbb{R}^n,H)$
$\newcommand{\loc}{\mathrm{loc}}$Let $(\mathbb{R}^n,\mathcal{B}(\mathbb{R}^n),\mu)$ denote the Euclidean space $\mathbb{R}^n$ with its Borel $\sigma$-algebra $\mathcal{B}(\mathbb{R}^n)$ equipped with ...
- 5,405
2
votes
0
answers
57
views
Is the lattice of bounded Henstock Kurzweil integrable functions countably complete?
The set of HK integrable functions with an integrable upper bound $f$ forms a lattice, and satisfies the MCT and DCT. Does this mean that the lattice is countably complete?
Indexing any countable set, ...
- 1,947
0
votes
1
answer
171
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How to compute $\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}\int_{[-1,1]^n}\exp[2\pi i(\theta_1 v_1.x+\theta_2v_2.x)]d^nx d\theta_1d\theta_2$
Let $\mathbf{v}_1, \mathbf{v}_2$ be two vectors in $\mathbb{R}^n$. I would like to compute the following singular integral:
$$\int_{-\infty}^{ \infty} \int_{-\infty}^{\infty}
\int_{[-1,1]^n}
e(\...
- 3,625
5
votes
1
answer
2k
views
Question on an exercise from Terry Tao's blog
I've been reading Tao's An introduction to measure theory, a draft can be found here. An exercise from it is
Exercise 30 (Rising sun inequality) Let ${f: {\bf R} \rightarrow {\bf R}}$ be an absolutely ...
- 95
2
votes
1
answer
239
views
Injectivity of an integral transform
For a bounded function $F: \mathbb R_{\ge 0} \to \mathbb R$ (not necessarily non-negative), is it true that
$$\int_0^\infty \frac{x^ks}{(s^2+x^2)^{(k+3)/2}} F(x) dx = 0 \text{ for all $s >0$} \iff ...
- 303
2
votes
0
answers
115
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Showing that for measurable $\Omega \subseteq \mathbb{R}^n$, $L^1(\Omega; C_0(\mathbb{R}^n))$ is separable
Here we're integrating "Banach-valued" functions $u: \Omega \rightarrow C_0(\mathbb{R}^n))$ , and by $u \in L^1(\Omega; C_0(\mathbb{R}^n))$ I mean that
$$\int_{x \in \Omega} \| u(x) \|_{\...
- 21
14
votes
1
answer
919
views
Was Cantor aware of Lebesgue theory of integration?
Georg Cantor died in 1919, more than ten years after appearance of the Lebesgue theory of measure and integration at the beginning of the twentieth century. Lebesgue theory has a deep connection with ...
- 747
2
votes
0
answers
84
views
How to define Lebesgue Integrability of functions assuming values in an arbitrary topological vector space over an arbitrary topological field?
I have already asked this question in this MSE thread, but some people suggested me to ask to the MO community also.
Preliminaries
An algebra of sets in a set $X$ is an $\mathcal{X}\subseteq\mathcal{P}...
- 129
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
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
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
200
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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
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:
$$S:=\{t\in [0,\infty):nt\...
- 632
3
votes
0
answers
238
views
Dominated convergence Theorem
I am struggling to understand the proof in the paper, Learning Temporal Evolution of Spatial Dependence with
Generalized Spatiotemporal Gaussian Process Models.
Theorem 2.1 in the page 33 uses ...
- 31
3
votes
2
answers
235
views
A reduction problem from $\mathbb{R}^2$ to $\mathbb{R}$
Let $f,g \in L^1_\text{loc}(\mathbb{R})$, with $g \geq 0$, and such that for almost every $(x,y) \in \mathbb{R}^2$, at least one of the following equations is true :
\begin{align*}
f(x) + f(y) + g(...
user140442
1
vote
0
answers
145
views
How to show that this function is continuous (Geometric Measure Theory)
I want to prove that the function $F: \mathbb{R}_+ \to \mathbb{R}$ defined by
$$F(t)=\int_{\{d=t\}} g \, d\mathcal{H}^{n-1}$$
is continuous if $g:\Omega \subset \mathbb{R}^n\to \mathbb{R}$ is ...
- 19
8
votes
4
answers
1k
views
For what sets does the Lebesgue Differentiation Theorem hold in one dimension?
Lebesgue's differentiation theorem states that if $x$ is a point in $\mathbb{R}^n$ and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a Lebesgue integrable function, then the limit of $\frac{\int_B f d\...
- 4,597
3
votes
1
answer
2k
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How "compact" are sets of finite measure?
Let $K$ be a compact set of $\mathbb R^n$, then every open cover of $K$ will have a finite subcover.
Now consider the following situation:
Everything I say in the following is with respect to the ...
user121558
0
votes
1
answer
139
views
Change of variables for double integral [closed]
Thank you for your time.
My basic question is whether the following change of variables allowed
$$\int_0^a \int_0^b f(a-b)g(b-c)h(c)\,dc\,db = \int_0^a \int_0^b f(c)g(b-c)h(a-b)\,dc\,db$$
I fail to ...
- 11
1
vote
1
answer
178
views
Bochner integrability within a subspace
Let $(H,||\cdot||_H)$ be a Banach space and $K$ a (not necessarily closed) subspace. Suppose that $K$ is a Banach space under another norm $||\cdot||_K$, which satisfies
$$||x||_H\leq ||x||_K$$
for ...
- 1,903
2
votes
1
answer
242
views
Conditions for a monotonic integral average
I am looking for conditions that ensure that an integral average of a function from $\mathbb R^n$ to $\mathbb R$ is a monotonic function of the averaging set.
To be more specific, let me start with ...
- 91
1
vote
1
answer
287
views
Interpolation between $L^1$ and $L^2$ spaces
I was wondering whether the following interpolation between $L^1$ and $L^2$ spaces is true:
Let $f \in \mathbb{R}^n$ be such that
$$ \alpha_1:= \int_{\mathbb{R}} \left\lVert f(x_1,\cdot,....\cdot) \...
- 175
10
votes
2
answers
1k
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Can the integration of integrable sections of a measurable function of two variables ever result in a non-measurable function?
I spent some time searching MathOverflow for a problem that would resemble the one given below, but it turned out to be a rather futile endeavor. I was led to this problem in my attempts to construct ...
- 1,396
5
votes
1
answer
914
views
Extension of a function from almost everywhere to everywhere
The informal general question is: let $f$ be a "sufficiently nice" function, defined "almost everywhere". Can we develop a method to uniquely extend $f$ to the "remaining" points?
Example: Let $f(x)=\...
- 7,182
2
votes
0
answers
181
views
Is the implication ($f$ is Riemann integrable over $D_1$ and $D_2$) $\Rightarrow $ ($f$ is Riemann integrable over $D=D_1\cup D_2$) true?
Let $D_1,D_2$ be a bounded subset of $\mathbb{R}^n$ and $\partial D_1,\partial D_2$ are both of Lebesgue measure zero (that is to say: $D_1,D_2$ are Jordan measurable).
Also, let $f:D_1\cup D_2=D\...
- 121
4
votes
1
answer
860
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Lebesgue's integrability condition in several variables
The well known Lebesgue's condition of Riemann integrability says that a bounded function in one variable
$f\colon [a,b] \to \mathbb{R}$ is Riemann integrable if and only if it is continuous almost ...
- 21.8k
2
votes
2
answers
946
views
Defining definite integral using indefinite integral
Sometimes definite integral is defined using antiderivatives:
$$\int_{a}^b{f(t)dt}=F(b)-F(a)$$
where $F$ is any continuous function such that:
$$(\forall t\in[a,b]\setminus C)(F'(t)\text{ exists and ...
- 63
26
votes
2
answers
12k
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About the definition of Borel and Radon measures
I am trying to understand the notion of Radon measure, but I am a little bit lost with the different conventions used in the litterature.
More precisely, I have a doubt about the very definition of ...
- 281
31
votes
4
answers
8k
views
Counterexamples to differentiation under integral sign?
I'm exploring differentiation under the integral sign (I want to be much faster and more assured in doing this common task). So one thing I'm interested in is good counterexamples, where both ...
- 313
87
votes
8
answers
16k
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Why is Lebesgue integration taught using positive and negative parts of functions?
Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...
- 50.6k