Questions tagged [measure-theory]
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
3,074 questions
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Approximation by simple functions on a product $\sigma$-algebra
Let
$(\Omega_i,\mathcal A_i)$ be a measureable space
$\mathcal M_i\subseteq2^{\Omega_i}$ be a $\pi$-system with $\Omega_i\in\mathcal M_i$ and $\sigma(\mathcal M_i)=\mathcal A_i$
$\mathcal E(M_1\times\...
4
votes
1
answer
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Absolute continuity of measures - reference sought
For two measures $\mu, \nu$ on the same space say that $\mu$ is absolutely continuous with respect to $\nu$ ($\mu \ll \nu$) whenever $\nu(A)=0$ implies that $\mu(A)=0$ too.
Let $(\Omega, \mathsf P$) ...
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questions from Halmos' "Measure Theory"
These questions comes from theorem 19.C, page 81-82, in Halmos' Measure Theory, as the image below shows.
Question 1): The 4th line of the proof says "we restrict our attention to finite valued ...
- 1,228
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1
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Why do we define the Doléan measure of a continuous square-integrable martingale only on the predictable sets?
If $M$ is a continuous square-integrable martingale on a filtered probability space $(\Omega,\mathcal A,(\mathcal F_t)_{t\in[0,\:T]}\operatorname P)$ and $[M]$ denotes the quadratic variation of $M$, ...
- 138
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Interchange of supremum and integral
Let $f : X \to Y$, $X \subset R^n$, $Y$ Banach space, $g : X \times Y \to R \cup \{ \infty \}$, $L^n$ the n-dimensional Lebesgue measure.
Are there some results under which the following interchange ...
- 303
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1
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113
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a continuity question concerning metrics on probablility measures
For a metric space $M$, I'll write $Prob(M)$ for the Borel probability measures on $M$.
I am interested in metrics on $Prob(M)$, such as the Kantorovich distance (or other metrics).
If $f: M \...
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2
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Is this concrete set generically Haar-null?
This question is related to this problem on MO about generically Haar-null sets in locally compact Polish groups but is more concrete.
First we recall the definition of a generically Haar-null set in ...
- 42k
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1
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Density in Wasserstein space
I am wondering whether the following result is true:
Let $\mathcal W_p(\mathbb R^d)$ be the Wasserstein space of order $p$ and let $\eta$ and $\gamma$ be two probability measures in $\mathcal W_p(\...
- 121
6
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0
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133
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How big may the maximum set of entire function be?
Let us consider an entire function of several complex variables $f(z_1,\dots,z_n)$ and its modulus maximum
$$M(r,f):=\max \{ |f(z_1,\dots,z_n)|: |z_1|\le r,\dots,|z_n| \le r \} $$ with $r\ge 0$. How ...
- 3,486
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Absolute continuity of DOS measure for Schrödinger operators
Kotani theory gives roughly that for ergodic operators there is a certain equivalence between absolutely continuous spectrum and an absolutely continuous density of states measure.
I would like to ...
- 21
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214
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On generically Haar-null sets in the real line
First some definitions.
For a Polish space $X$ by $P(X)$ we denote the space of all $\sigma$-additive Borel probability measures on $X$. The space $P(X)$ carries a Polish topology generated by the ...
- 42k
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Convergence in Lebesgue measure
It is well known that if $K_n$ are compact sets in $\mathbb{R}^n$ converging in Hausdorff distance to $K$ compact as well, then it does not follow that their Lebesgue measures converge (even if the ...
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Capacity and measure
Fix $p\in [1, 2)$ and denote the $p$-capacity of a compact set $K$ as $p$-$\text{cap}(K)$, i.e.,
\begin{equation}
p\text{-cap}(K)\equiv\left\{\int_{\mathbb{R}^2}|D\varphi|^p\ \mathrm{d}x\ \Big|\ \...
- 347
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For what sub-$\sigma$-algebra are these two measures equivalent?
In two statistics papers (linked inline below) I have come across two definitions of certain probability measures. I conjecture that for particular choices of the construction that they are ...
- 1,228
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0
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743
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Recognizing "complete" $\sigma$-algebras
Disclaimer : I asked a very similar question on MSE two days ago.
Let $E$ be a set, let $\mathcal{E}\subset\mathcal{F}$ be two $\sigma$-algebras on $E$, and let $\mathcal{X}\subset\mathcal{F}$ be a ...
- 2,751
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1
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On a.e. approximate differentiability of certain continuous real functions
I have the following question:
If $f:[0,1]\to \mathbb{R}$ is a bounded continuous function of $\sigma$-finite variation in sense 1, then is it true that $f$ is approximately differentiable a.e. on $[...
- 1,228
12
votes
3
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870
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Measure theory in nuclear spaces
Much of the literature on measure theory in linear spaces focuses on the case of normed linear spaces (e.g., the outstanding book by Vakhania, or its sequel). However, nuclear linear spaces "as far ...
4
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Does rate of convergence in probability come from a metric?
In general, when we talk about convergence of a sequence, we need a topological space. If we want to talk about a rate of convergence, we need to quantify how far away one element of the sequence is ...
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1
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Structure of the Cantor part of the derivative of a BV function
It is well known that an integrable function $u \colon \mathbb R^d \to \mathbb R$ is said to be of bounded variation iff the distributional gradient $Du$ is (representable by) a finite Radon measure, ...
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121
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Reference to an explixit construction of a locale from a measurable space
In A sheaf theoretic approach to measure theory shows that measures on a measurable space are equivalent to measures on some locale whose open sets are the $\sigma$-ideals of the $\sigma$-algebra. The ...
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1
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A reference to a theorem on the equivalence of ideals of measure zero in the Cantor cube
I am looking for a reference of the following (true) fact:
Theorem. For any two continuous strictly positive Borel probability measures $\mu,\lambda$ on the Cantor cube $2^\omega$ there exists a ...
- 42k
1
vote
0
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Measure of the boundary of the support of a certain function defined by an expectation
Suppose:
$\mathcal{S} = \{ S \in \mathbb{R}^d \ | \ S_i > 0, \forall i = 1,...,d \} $
$R$ is a random vector (on some probability space, $\Omega$) such that, $R: \Omega \to \mathcal{S}$.
$h : ...
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1
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Besicovitch Covering Lemma on Manifolds
The classical Besicovitch covering lemma (BCL) asserts that for any $d \geq 1$, there is a constant $N(d)$ with the following property. If $A \subset \mathbb{R}^d$ is any subset and $r : A \to (0,R]$ ...
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Approximation of Borel sets
Let $\nu$ be a finite Radon measure on $\mathbb{R}^2$ and denote the Lebesgue measure on $\mathbb{R}^2$ by $\mathcal{L}^2$. Assume that $\nu<<\mathcal{L}^2$.
We denote the boundary of $A\subset\...
- 66.3k
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1
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How to characterize Radon Nikodym's derivative of a coupling with respect to any measure in the product space?
In my math essay of thesis I have defined the probability coupling as follows
$$\Pi(\mu,\nu)=\left\lbrace \pi \in \Omega \left\vert
\begin{matrix}
\pi(A\times\mathcal{Y})=\mu(A) \\
\pi(\mathcal{X} \...
CommunityBot
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1
answer
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Applications of Banach-Tarski Paradox to Probability Theory?
I was just curious, since the B-T paradox is a measure theoretic result, if there are any consequences of this paradox in probability theory? Also, is there is a way of stating the B-T paradox in the ...
- 3,574
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Bochner integrability within a subspace
Let $(H,||\cdot||_H)$ be a Banach space and $K$ a (not necessarily closed) subspace. Suppose that $K$ is a Banach space under another norm $||\cdot||_K$, which satisfies
$$||x||_H\leq ||x||_K$$
for ...
- 29.8k
5
votes
2
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709
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Absolute continuity of measures on infinite binary sequences
Suppose $P$ and $Q$ are two probability measures on the space $\Omega = \{0,1\}^{\mathbb N}$ of infinite binary sequences equipped with the product $\sigma$-algebra generated by its cylinder sets, ...
- 61.9k
2
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1
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Linking error probability based on total variation
Consider probability measure $\mu_{XY}$ defined on $\mathbb{R}^d \times \{1,2,3\}$, and sub-probability measures $\mu_1$, $\mu_2$, and $\mu_3$ as $\mu_1(A):=P(X\in A, Y=0)$ and $\mu_2(A):=P(X\in A, Y=...
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Paper by Diestel, Faires and Huff
I have been looking for a (long) while for the following paper:
J. Diestel, B. Faires, and R. Huff, Convergence and boundedness of measures on non-sigma complete algebras, preprint, 1976.
This ...
- 1,151
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2
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Absolute continuity on $R^{n}$
I know the definition of absolute continuity if there is a function $f:(a,b)\rightarrow R$.
I wonder what is an analogy of this concept if we have a function $f:A\rightarrow R$, where $A\subset R^{n}$ ...
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1
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Literature request: Functional capacities
Are the results of the following book (in French) covered in English in a book or in an article, and if so, could you please provide a reference?
C. Dellacherie, Ensembles analytiques, Capacités, ...
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1
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Conull subspace containing orbit of an (ergodically acting) group
I should probably start with a warning that this is my first post in this board and that I am sorry, if it is not up to standards. It would be great, if you could let me know how to improve the post.
...
- 11.6k
1
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1
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the "observable" space of a measure space [closed]
For a measure space $(X,\mathcal{A},\mu)$, the space of "observables" with respect to finite set $F$ which is endowed with counting measure on all of its subsets, is defined as follows:
$$obs (X, \mu,...
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Existence of a certain norm on space of measurable functions
Suppose $X$ is a measure space with measure $\mu$. Given a strictly increasing continuous (or sufficiently nice) function $\phi:[0, \infty)\to [0, \infty)$ with $\phi(0)=0$. Is it true that we can ...
- 17k
6
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1
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Why are $\sigma$-algebras preferable to $\sigma$-rings?
The following is said without further explanation in Folland's Real Analysis:
Some authors prefer to take the domains of measures to be $\sigma$-rings rather
than $\sigma$-algebras. The reason is ...
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1
answer
1k
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Measurable functions in product space
I am reading a book by Billingsley (convergence of probability measures) and he makes a footnote on page 27 which I am struggling to understand. I'll explain the setup below.
Suppose $(X_n,Y_n)$ are ...
- 11.3k
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138
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Disjoint covering number of an ideal
Let $\mathcal I$ be a $\sigma$-ideal with Borel base on an uncountable Polish space $X=\bigcup\mathcal I$.
Let $\mathrm{cov}(\mathcal I)$ (resp. $\mathrm{cov}_\sqcup(\mathcal I)$) be the smallest ...
- 42k
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3
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Uniformly distributed sequence in $\mathbb{R}$
We say that a sequence $(x_n)_{n=1}^\infty \subseteq \mathbb{R}$ is "uniformly distributed in $[a,b]$", with $a < b$, if $(x_n)_{n=1}^\infty \cap [a,b] \neq \varnothing$ and
$$\lim_{N \to \infty} \...
- 4,713
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2
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Regularity of measures in the theorem of Riesz
There are two concurrent theories of measure/integration on a locally compact topological spaces: either as positive linear forms on the space of continuous functions with compact support, or as Borel ...
- 3,816
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261
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Expected value of parametrized Gibbs distribution w.r.t another probability distribution
Let $\mu$ be a compactly supported probability measure on a finite-dimensional euclidean space (for simplicity) $\mathbb E$, and suppose $\mu$ has density. For a random point $x \sim \mu$,
consider ...
- 6,853
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1
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Extension preserves the relation between two measures
Let $\rho_1$, $\rho_2$ be two measures(not necessarily nonnegative) on $(\Omega,\mathcal{F})$, where $\Omega$ is a set, and $\mathcal{F}$ is a $\sigma$-field in $\Omega$. Let $\mathcal{F}_0$ be a ...
- 29.8k
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Consequence of John and Nirenberg's lemma?
The lemma I'm referring to in the title is the following:
John and Nirenberg's lemma: Let $C_0 \subset \mathbf{R}^n$ a finite cube. Let $u \in L^1(C_0)$ and assume there exists a constant $k$ such ...
- 26.3k
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1
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2k
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About weak convergence of probability measure
Suppose $\mu_j$ is a sequence of measures on $\mathbb{R}$. By the definition of weak convergence of measures, $\mu_j$ weak converges to $\mu$ means that for any bounded continuous function $f$, there ...
- 29.8k
1
vote
0
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Random projection increases the distance?
Consider two absolutely continuous random variables $X: \Omega \mapsto \mathbb{R}^d$ and $Y: \Omega \mapsto \mathbb{R}^d$ for probability spaces $(\Omega, \mathcal{F},p_X)$ and $(\Omega, \mathcal{F},...
- 482
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Translates of measure zero set
Suppose $X \subseteq \mathbb{R}$ has measure zero. Can we find an uncountable $A \subseteq \mathbb{R}$ such that $X + A = \bigcup \{a + x: a \in A, x \in X\}$ has measure zero?
Clearly, the answer is ...
- 9,641
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Spectral Theorem, $AB = BA \implies B\Phi(f) = \Phi(f)B$
I'm studying the spectral theorem as appears in Reed and Simon's Functional Analysis.
Assume we have constructed the continuous functional calculus for a self adjoint bounded operator $A$ on a ...
- 181
3
votes
1
answer
420
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measurable selection and values of optimization problem
In general, my problem can be formulated as follows: Let $X$ be a random variable with value in $\mathbb R^2$, and let $G:\mathbb R^2 \times \mathbb R\rightarrow \mathbb R$ be a function which is ...
3
votes
1
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426
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Are induced transformations always measure-preserving on infinite measure spaces?
Let $T$ be a measure preserving transformation on a measure space $(X, \mathscr{F}, m)$ with infinite measure $m$. Let $A \in \mathscr{F}$ be such that $X = \cup_{k=0}^\infty T^{-k} A \pmod{m}$. Then ...
- 3,085
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1
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Definition of homogeneous or quasi-uniform or almost uniform measure
Let us call a measure $\Lambda$ homogeneous if there is an $\epsilon>0$ so that for all $r>0$ and $x,y$ in the support of $\Lambda$, we have
$$\Lambda(B(x,r))>\epsilon\Lambda(B(y,r))$$
...
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