Questions tagged [measure-theory]
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
3,071 questions
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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, ...
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Measurability of a map involving probability measures
Let $X$ be a metrizable topological space and $\mathscr B_X$ the Borel $\sigma$-algebra on it. Let $\Delta X$ denote the set of probability measures on $(X,\mathscr B_X)$, and let $\mathscr B_{\Delta ...
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Proof of the Dunford-Pettis theorem in the context of probability spaces
I'd like to know if there's a proof of the Dunford-Pettis theorem without using relatively advanced theorems of functional analysis such as Eberlein–Smulian Theorem. Since I'm only interested in ...
CommunityBot
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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....
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Does every distribution define a Radon measure?
On the one hand, Wikipedia suggests that every distribution defines a Radon measure:
http://en.wikipedia.org/wiki/Distribution_(mathematics)#Functions_as_distributions (revision from February 2010, ...
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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 ...
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Exercise generalizing (related to) Hölder's inequality
I came across this exercise and feel absolutely stuck:
Let $p, q, r \in (1, \infty]$ be such that $1/p + 1/q = 1 + 1/r$. Suppose that $F : \mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ satisfies ...
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Regarding subspace generated by the polynomial multiples of outer functions
Let $\mathbb{D}$ and $\mathbb{T}$ denote the open unit disk and unit circle in $\mathbb{C}$ respectively. We write $Hol(\mathbb{D})$ for the space of all holomorphic functions on $\mathbb{D}.$ The ...
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Is $X\times X$ homeomorphic to $X$ for a space of probability measures?
Let $\mathcal M_1(S)$ be the (compact, metrizable) space of probability Borel measures on the circle $S=\{z\in\mathbb C: |z|=1\}$ with its weak $*$ topology, so $\mu_n\to\mu$ if and only if
$$
\int_S ...
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On the relative growth rates of occupancy times in ergodic theory
Let $(X, \mathcal{F}, \mu)$ be a general measure space, and let $T: X \to X$ be a measure-preserving transformation on $X$. Assume that $T$ is ergodic and satisfies the property that, for any set $A \...
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Dependence on Urysohn's Lemma in Cartan's Construction of Haar Measure
This question was posted by someone else on stackexchange three months ago, but no one has answered as of yet:
Cartan's 1940 paper, Sur la mesure de Haar, claims to provide a proof of the existence ...
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About the 7.3.5. Corollary of the book "Measure Theory" by V.I. Bogachev
According to the 7.3.5. Corollary of the book "Measure Theory" by V.I. Bogachev we have the following result:
Let $(X,\tau)$ be a completely regular space and let $\Gamma$ be a
family of ...
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Every tight $\tau$-additive finite measure is Radon
According to the 7.2.2 Theorem of the book "Measure Theory" written by V.I. Bogachev, every tight $\tau$-additive finite measure is Radon. The proof says: "The restrictions of a $\tau$-...
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questions on stochastic kernels and pushforward operator
Let $f:X \rightarrow \Delta (Y)$ and $g:X \rightarrow \Delta (X)$ be two kernels. For any bounded measurable function $h_Y:Y \rightarrow \mathbb{R},$ define $F(h_Y):X \rightarrow \mathbb{R}$ such that ...
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Which self homeomorphisms preserve measure on a torus, apart from affine? [closed]
Which self homeomorphisms preserve measure on a torus, apart from affines? Affine is the composition of rotation and automorphism. Measure is the Lebesgue measure.
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Is there a probability theory developed in intuitionistic logic?
Since Boole it is known that probability theory is closely related to logic.
According to the axioms of Kolmogorov, probability theory is formulated with a (normalized)
probability measure $\mbox{...
CommunityBot
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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.
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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 ...
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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,$$
...
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Comparing two different principles of premeasure-to-measure extension
It is well-known that a premeasure $\mu_0$ (possibly taking infinite values) on a ring of subsets $\Omega_0$ of a set $X$ can be extended to a complete measure space $(X, \Omega_C, \mu_C)$ ($C$ for ...
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What axioms are needed to show that the range of a finitely additive diffuse measure on $\mathbb N$ is not closed?
The other day I learned of a small error in the book Theory of Charges: A Study of Finitely Additive Measures. Example 11.4.1 goes as follows.
Let $\mu_0$ be a finitely additive probability measure ...
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Does convergence in probability of iid samples imply convergence in measure of the sampled functions?
Let $g_i: [0, 1] \to \mathbb R$ be $L^1$ functions, equibounded in $L^1$ norm. Let $X_i$ a sequence of iid uniform random variables on $[0, 1]$. Suppose that
$$\frac{1}{n} \sum_{i = 1}^n g_i (X_i) \to ...
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A Talagrand inequality for the supremum of partial sums over function classes under dependence. (Reference request)
As a consequence to the Talagrand concentration inequality, it is well known that for a measurable space $(S,\mathcal{S})$ and an i.i.d. sample $X_1,...,X_n$ of $S$-valued random variables, if $\...
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Are measures singular with respect to all representing measures in $\mathbb{D}^n$ always concentrated on null-sets?
Let $\mu$ and $\nu$ be two measures on the $\sigma$-Borel set $\mathcal{B}(\mathbb{D}^n)$.
We say that $\mu$ is a representing measure for some point $z \in \mathbb{D}^n$, if
$$\forall_{u \in A(\...
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Derivative bounds for self convolution of the spherical measure in $R^d$
While reading this article on near $L^1$ estimates for the spherical lacunary maximal function, I came across the estimate
$$ |\partial^{\gamma} (\widetilde{\sigma} \ast \sigma)(x)| \lesssim |x|^{-(1 +...
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Simultaneous strong law of large number classes?
Say that $C$ is a SSLLN class of subsets of some Polish space $V$ provided that for every sequence of Borel i.i.d.r.v.s $X_1,X_2,...$ with values in $V$, we almost surely have: For every $A$ in $C$, $\...
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Measure on the places of $\bar{\mathbb Q}$
Consider the set $S$ of all places of $\mathbb Q$ (i.e. the set of all absolute values up to equivalence). Then we can consider $S$ as a measure space with the counting measure $\mu$. Therefore $\mu(\{...
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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 \...
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Borel-Cantelli lemma for general measure spaces (those with infinite measure)
The Borel-Cantelli lemma is often stated for a probability space or spaces with finite measure.
But it seems to me that it still holds if the space $X$ is of infinite measure. I seem to be able to ...
CommunityBot
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Existence of asymptotic sequence in ergodic measure-preserving transformations
Let $(X,\mathcal{F},\mu)$ be a measure space and let $T:X\to X$ be an ergodic measure-preserving transformation. We assume that $T$ satisfies the property that if $B \in \mathcal{F}$ and $T^{-1}B \...
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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>...
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Existence of a "universal" measure-preserving transformation on the unit interval
Let $I = [0,1]$ be the unit interval equipped with the Lebesgue measure $\lambda$. Let $\mathcal{M}$ be the set of all Lebesgue measure-preserving transformations $T: I \to I$. We say a transformation ...
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Intersection of sigma algebras generated by shifts
EDIT: Iosif's answer showed that my motivation for this question was mislead.
To keep this question interesting for a broader readership, let us forget about sequence spaces and tail algebras and ...
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Local dimension of stationary measures for iterated function systems with an expanding map
Consider the iterated function system (IFS) $X_n$ on $I = [0,1] $generated by the functions $\Phi = \{f_1,f_2,f_3\}$ and the probability vector $P = (p/2,p/2,1-p),$ where:
$f_1,f_2: I\to I$, where $...
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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 ...
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Restrict sigma algebra in measure-preserving system
Consider a measure space $(X,\mathcal{A},\mu)$ and a measure-preserving transformation $\phi \colon X\rightarrow X$, that is, $\phi$ is measurable and $\phi_*\mu = \mu$.
My intuition tells me that we ...
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Topological property of the space of probability measures
Suppose that $\mathbb{P}$ is the metric space of Borel probability measures on the interval $[0,1]$ equipped with the topology of $w^*$ convergence.
Consider also $\mathbb{P}_{ac}, \mathbb{P}_{s}$ the ...
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Metric currents on singular measures in $\mathbb R^d$
Unless I am misunderstanding a lot of works, it is my understanding that a finite and non negative measure $\mu=g\mathcal{H}^\alpha$, where $\mathcal{H}^\alpha$ is the $\alpha$-Haudorff measure, ...
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Do almost all Gibbs' measures satisfy the weak-Poincare Inequality?
I am trying to interprete the discussion given in Section 3 of this paper,
https://core.ac.uk/download/pdf/82217936.pdf
Lets suppose we restrict to considering Gibbs's measures of the form $\sim e^{-...
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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 ...
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Show that $\|P(f\circ\varphi_{\lambda})-\widetilde{f}(\lambda)\|_p=\|P(f\circ\varphi_{\lambda}-\overline{P(\overline{f}\circ\varphi_{\lambda}}))\|_p.$
Let $\Omega = \mathbb B_n,$ the unit ball in $\mathbb C^n$ and $L^2_a(\Omega)$ be the Bergman space endowed with the normalized volume measure on $\Omega.$ Let $k_{\lambda}$ be the associated Bergman ...
CommunityBot
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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 ...
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Is there a finite family of functions such that the max of any two functions can be dominated by a third?
Is it true that for every $t$ there is an $n$ and there exists a finite function
family, $\cal F$, whose members are from $[n] \to \mathbb N$ (taking all different
values) and for any $f_1, \ldots, ...
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Link between Carathéodory's criterion and commutation in an orthomodular lattice?
In the theory of outer measures, Carathéodory's criterion constructs from an outer measure $\mu^*$ on $X$ a $\sigma$-algebra $\Sigma$ of subsets of $X$, on which the restriction of $\mu^*$ is a ...
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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 ...
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Are measures singular with respect to all representing measures in $\mathbb{D}^n$ always concentrated on null-sets? Will it also be a Henkin measure?
Let $\mu$ and $\nu$ be two measures on the $\sigma$-Borel set $\mathcal{B}(\mathbb{D}^n)$.
We say that $\mu$ is a representing measure for some point $z \in \mathbb{D}^n$, if
$$\forall_{u \in A(\...
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If $f \in L^p(\Omega)$, then $f \in L^q(\Omega)$ for some $q < p + \epsilon$?
Loosely speaking, I would like to know whether membership in some Lebesgue space $L^p$ is stable under small perturbations of the exponent $p$.
Let $\Omega \subseteq \mathbb R^n$ be a bounded domain ...
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Do sets of big returns contain sets of returns?
We say a subset $E$ of $\mathbb{N}$ is a set of returns if there is some measure preserving system $(X,\mathcal{B},\mu,T)$ and some $A\in\mathcal{B}$ with $\mu(A)>0$ such that $E=\{n\in\mathbb{N};\...
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Can we generalize the Kuratowski Extension Theorem to Souslin spaces?
The Kuratowski Extension Theorem says: Let $(X,\mathcal{A})$ be a measurable space, $Y$ be a polish space, $A\subseteq X$, and $f:A\to Y$ be a measurable map. Then there is a measurable function $F:X\...
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"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 $[-1/k,1/k]$, ...
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