Questions tagged [measure-theory]
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
3,073 questions
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Factor spaces of measurable spaces
Consider a measurable space $(\Omega, \mathcal{F})$. Given a partition $\mathcal{P}$ of $\Omega$ into measurable sets we consider the map $\pi\colon \Omega\to \mathcal{P}$ associating to each $\omega\...
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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
$$ \alpha_1:= \int_{\mathbb{R}} \left\lVert f(x_1,\cdot,....\cdot) \...
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Is total variation $\mu(\cdot) \mapsto |\mu|(\cdot)$ Borel measurable from $M$ to $M$?
Let $M$ be the space of finite signed measures on $\mathbb{R}$, equipped with the topology of weak convergence of measures. I would like to know if taking the total variation of a measure is a ...
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Measure on orbits of $N$ under conjugation by $H$
Let $G$ be a locally compact topological group with closed subgroups $H, N$ and $H$ normalizing $N$. Then $H$ acts continuously on $N$ by conjugation. If it will help, assume that $N$ is nilpotent, ...
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Extending the Lebesgue measure
The Lebesgue measure $\lambda$ is a function on a subset of the power set of real numbers $\mathbb{R}$ that satisfies the following properties (among others):
(i) $\lambda$ is finitely additive: If $...
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A modified Cantor and its measure
Recall that Cantor set can be defined as the set of numbers in $[0,1]$ that don't contain $1$ when written in ternary number system.
Alternatively if we consider the map $\varphi: [0,1]\to [0,1]$, $...
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Multi-dimensional moment problem
Let $\mu$ be a measure on $\def\r{\mathbb{R}}\r^n$, $1\le n \le \infty$. Given a (finite) multi-index $\bar{i} = (i_1, i_2, \ldots)$, one can define the moment
$$ m_{\bar i} = \int x_i^{i_1} x_2^{i_2}...
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textbook of measure theory abstracted as functional analysis [closed]
Background
I have studied intro functional analysis, probability theory based on measures, and some elementary connection between them e.g. that weak conversion of random variables correspond to weak*...
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Defining a trace-class operator with a Bochner integral
I had asked this question previously on Math.StacheExchange but did not get an answer there in several months. This isn't strictly speaking research level mathematics but I hope it is sufficiently ...
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Is the following sequence convergent in the weak topology?
Consider the metric space $X = \mathbb{R}$, $\mathcal{B}$ the Borel $\sigma$-algebra on $\mathbb{R}$ and $\mu$ a probability measure on $X$. Let $A \in \mathcal{B}$ and $\tau_n \nearrow \infty$ a ...
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Which kind of functions satisfy this property?
We look to the Banach space $L^{\infty}([0,1])$ with the well-known norm on it and the weak-*-topology (which is in fact locally convex), hence $f_n\rightarrow f$ in the weak *-topology iff $\int\...
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Sierpinski's construction of a non-measurable set
In the early 20th century there was a lot of fuss over the axiom of choice implying that there are Lebesgue non-measurable sets of reals. In his book about The Axiom of Choice, Gregory Moore points to ...
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Defining measures over frames in place of $\sigma$-algebras
Normally, measures and probability spaces are defined over $\sigma$-algebras. I was wondering what would happen if one tries to define it over frames in place of $\sigma$-algebras? Specifically, ...
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Where does the Lebesgue differentiation theorem fail?
The Lebesgue differentiation theorem says that for certain metric spaces $X$ (see below), any Borel measure $\mu$ that is finite on bounded sets and any $f: X \rightarrow \mathbb{R}$ locally $\mu$-...
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A subset of plane that meets every line at length one
Is there a subset of plane whose intersection with every line has length one?
It is easy to construct such a set under the continuum hypothesis. Also, no such set is Lebesgue measurable - See ...
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Measure of the intersection of two manifolds
I need the following theorem: Let $A$ and $B$ be two $n-1$ dimensional bounded smooth manifolds in $R^{n}$. Let $C$ be the set of all points in $A \cap B$ where the normals to $A$ and $B$ are unequal. ...
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Countable shifts of closed positive sets
Let $\mu$ be the Lebesgue measure, and $+$ be addition modulo $1$ in the interval $[0,1)$.
Question1: Is there a closed set $C\subset [0,1)$ of positive measure such that for any countable set $D\...
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Conditions under which a linear functional on a space of measures must be integration of a function
Let $X$ be a measurable space, and let $M(X)$ be the vector space of finite signed measures on $X$. Are there natural conditions on a linear functional $f:M(X)\rightarrow\mathbb{R}$ that are ...
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Weak$^*$ convergence of measures vs. convergence of supports
Let $X$ be a compact metric space and let $\mathcal M(X)$ denote the set of probability measures on $X$. For $\mu\in\mathcal M(X)$ we write $\text{supp} \mu$ for the support of $\mu$. It is easy to ...
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Infimum of equivalent measures
Suppose I have a functional of the form
$$
F(\mathbb{P})\triangleq \int_{\mathbb{R}^d} \int_{\Omega}f(x,\omega)\mathbb{P}(d\omega)m(dx),
$$
where $m$ is the Lebesgue measure and $\mathbb{P}$ is a ...
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Lebesgue measure of the set $\frac{1+x}{1+y}$ with $x,y$ in a fat Cantor
Let $I_\alpha\subset[0,1]$ be an $\alpha$-Cantor set of Lebesgue measure $\alpha$ and let $I=I_\alpha+\{1\}=\{1+x:x\in I_\alpha\}$.
Q1. What is the Lebesgue measure of the set $\{\frac{t}{s}:t,s\in I\...
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Amenable exponential growth
Dear forum members,
Does anyone have a clear example of an amenable group with exponential growth?
Is real that if G is virtually amenable (has an amenable subgroup of finite index) then it is ...
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What mode of convergence is this?
I'm interested in a new (to me) mode of convergence which is stronger than convergence in measure/probability. I want to know if it has a name and if it is used much in the literature. I will write ...
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Poincare Recurrence by Mean Ergodic Theorem
I have a question regarding a confusion from reading the Princeton Companion to Mathematics on the topic of Ergodics Theorems. It is about proving a stronger version of Poincare Recurrence Theorem ...
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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 ...
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On Radon-Nikodym property of a dual of a Bochner space
Let ${\rm S}^{n-1}$ be the unit sphere of ${\bf R}^n$ and let us consider the dual of the space $L^p\left({\bf R}^n; C^1({\rm S}^{n-1})\right)$, for some $p\in\langle1,\infty\rangle$: it is the space ...
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Alternative proof of a theorem of Riesz
My question is not research level, but I have not received any feedback on Mathstack; so I am posting it here. I am aware of the traditional proof of the Riesz Theorem that relates linear functionals ...
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Operator topologies on $L^{\infty}(X,\mu )$
Let $(X,\mu )$ be a measure space. Then, $L^2(X):=L^2(X,\mu )$ is a Hilbert space in the usual way and we may view $L^{\infty}(X):=L^{\infty}(X,\mu )$ as a subalgebra of bounded operators on $L^2(X)$ ...
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local behavior of a finite Borel measure
Let $\mu$ be a finite Borel measure on $\mathbb{R}^n$. I am interested in how does $\mu(B(x,r))$ behave, where $B(x,r)$ is the open ball of radius $r$ centered at $x$. For instance, as far as I recall,...
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Locally doubling measures
Let us say that a measure $\mu$ on $\mathbb{R}^d$ is locally doubling if for each
$x\in\mathbb{R}^d$ there is a constant $C(x)$ such that for all $r>0$,
$\mu(B(x,2r)) \le C(x) \mu(B(x,r))$,
where $...
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Notation for calculus with measures?
One of the strengths of ordinary multivariable calculus is that you can use notation where functions are expressed pointwise (e.g. $\int_a^b x^2 \, \mathrm{d}x$ rather than merely $\int_a^b f$), and ...
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Isomorphism of probability spaces
Consider a surjective map $f:(X, \sigma(f)) \to (Y, \mathcal{Y})$, if a measure $\nu$ is given in $(Y, \mathcal{Y})$ the pullback $\nu(f(\cdot))$ is a measure on $(X, \sigma(f))$, similarly if $\mu$ ...
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On the definition of "almost-everywhere" for non-complete measure spaces
If $(X,\mathcal{B},\mu)$ is a (non-necessarily complete) measure space, we can give two different notions of a property $P(x)$ that is true almost-everywhere :
(D1) There is a measurable set $A$ ...
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Reference request: regularity of functionals on the space of probability measures
Let $\mathcal M=\mathcal M(\mathbb R^d)$ be the space of finite measures on $\mathbb R^d$, and $\mathcal P=\mathcal P(\mathbb R^d)\subset\mathcal M$ be the space of probability measures. Let $F:\...
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Automorphism on the unit interval compatible with a measure preserving set function
Cross-posting from math stack-exchange since it's not getting any visibility there.
I am given a function $F: \{[0, y]: y \in I\} \to \Sigma(I)$, such that $\lambda(F([0, y])) = y$, and $F([0, y]) \...
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Approximate densities of sets
Let $\nu$ be a Radon measure on $\mathbb{R}^d$ and $A$ a Borel set with $A \subset \mathbb{R}^d$.
We know the expression for the approximate density of a set given by:
$\lim _{r\rightarrow 0} =\frac{...
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"Kind of Duality result" for the volume of a $d$-ball
I want to prove the following "duality" and don't know how to get started... Does it have anything to with covering theorems?
$\limsup_{r\rightarrow0} \sup_{y \in B_r (x)} V^{-1} \int_{B_r (y)}f \...
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Lebesgue outer measure
Denote the Lebesgue outer measure by $\mu^{\star}$. Is there a subset $X \subseteq [0, 1]$ such that $\mu^{\star}(X) > 0$ and $\mu^{\star} \upharpoonright \mathcal{P}(X)$ is a measure (countably ...
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Question on application of Tonelli's theorem in convolution (topological groups)
Let $G$ be a locally compact group which is a countable union of compact subsets and $\lambda$ a left Haar measure on $G$ (i.e. $(G,\lambda)$ is $\sigma$-finite). Let $f,g \in L^1(G)$. Then I have a ...
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Zero measurability of zero-sets of polynomials
Could anyone point me to a reference showing that the zero set of a polynomial in $n \ge 2$ variables has Lebesgue measure zero? I wonder if there are pathological examples, and some conditions ...
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Partition into sets of positive outer measure
Let $\mu^{\star}$ denote Lebesgue outer measure. Suppose $X \subseteq [0, 1]$ and $\mu^{\star}(X) > 0$. Can we divide $X$ into uncountably many sets $\{X_i : i \in I\}$ such that for every $i \in I$...
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Uncountable atomless subalgebras of the Boolean algebra of all Jordan measurable sets in [0,1]
Definition: Suppose $\mathcal A$ is
the Boolean algebra of all Jordan measurable sets in $I=[0,1]$ (i.e $\mathcal A=\{A\subseteq I: \mu(\partial(A))=0\}$, where $\mu$ is the Lebesgue measure and $\...
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Is there a maximum to the amount of disjoint non-measurable subsets of the unit interval with full outer measure?
This question arose a few years back when I was an assistant teacher on a course of basic (Lebesgue) measure theory, but I didn't find an answer or anyone able to solve the problem. The setting of the ...
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Shift invariant measurable selection theorem
Let $(X,\mathcal{F})$ be some measure space and endow $\mathbb{R}^\mathbb{Z}$ with the product topology and borel $\sigma$-field. Let $F$ be a point to set mapping $X^\mathbb{Z}\rightarrow \mathcal{P}(...
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Does equality almost everywhere on a product imply equality almost everywhere on sections [closed]
(This question was on MSE, with no answers)
Consider two $\sigma$-finite measure spaces $X_1$ and $X_2$, and $X=X_1\times X_2$ the product measure space (a priori non-completed).
Take two functions ...
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Does the existence of a non-principal measure on ω imply that of a non Lebesgue measurable set?
A non-principal [probability] measure on a set X is a function $\mu$ defined on all subsets of $X$, with values in $[0,1]$, which is finitely additive, satisfies $\mu(X)=1$, and vanishes on singletons....
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Set of integral curves of a vector field
Let $V \colon [0,1]\times \mathbb R^d \to \mathbb R^d$ be a Borel vector field which is globally bounded, $V \in L^\infty$.
I am looking for a reference for the following result (which I suppose it ...
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What is the structure associated to almost-everywhere convergence?
Let $M(X)$ be the vector space (actually it's an algebra) of all equivalent classes of measurable functions $X\to \mathbb{C}$ (where $X$ is a measured space) modulo equality almost-everywhere.
One ...
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sufficient condition for the continuity of conditional probability wrt the conditioning variable
Given a regular conditional probability $P(X\in B | T(X) = t)$, where $T$ is a continuous mapping from $\mathcal{X}$ (on which $X$ is defined) to $\mathcal{T}$. Do we know any sufficient condition for ...
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Harmonic measure
Hi everyone: Let $ \omega $ be a bounded open set in $ \mathbb{R}^{q} $, $ q\geq 2 $, and $ E $ a subset of the boundary $ \partial\omega $ that has harmonic measure zero in $ \omega $. Let $ V $ be ...
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