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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A construction of abstract Wiener spaces using Prokhorov's theorem
I am struggling with Leonard Gross's (original) construction of abstract Wiener spaces (AWS). His proof is somewhat convoluted, but from what I have been able to understand he constructs a certain ...
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Density measure on $\mathbb{N}^2$
For $A\subseteq \mathbb{N}$ we define the upper density by $$\mu(A)=\limsup_{n\to\infty}\frac{|A\cap\{1,\ldots,n\}|}{n}.$$
A nice property of this map $\mu:{\cal P}(\mathbb{N})\to [0,1]$ is that it ...
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Order statistics of iid uniform RV and Pólya's urn model. Question about a.s. convergence
Let $U_1,U_2,U_3,\dots$ be IID uniform on $[0,1]$. For each $n\geq 1$ let
$$U_{1:n}<U_{2:n}<\dots<U_{n:n}$$
be the order statistic of $(U_1,\dots,U_n)$. Independent of the $U$ process there ...
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Lebesgue Density Theorem: From convergence in probability to a.s. convergence
Let $\Omega_1,\Omega_2,\dots$ be a sequence of finite nonempty sets endowed with discrete topology. The product space
$$\Omega:=\Omega_1\times \Omega_2\times\cdots=\prod_{n\geq 1}\Omega_n$$ can be ...
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Is any invariant, ergodic measure with full support on an irreducible Markov shift a Markov measure?
I have this question I have been struggling with for a while. It seems rather intuitive, however, I was not able to proof it yet:
Let $\Omega = \{1,2,\cdots,N\}$ a finite alphabet, $\Sigma \subset \...
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Violating the Lebesgue density theorem
Can anyone exhibit a finite-dimensional metric space (preferably, $R^d$) equipped with a measure that does not satisfy the conclusions of the Lebesgue Density Theorem? Such examples exist in infinite-...
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Is a Lebesgue measurable subgroup of $\mathbb{R}$ a Borel measurable set?
Assume that $H$ is a Lebesgue measurable additive subgroup of $\mathbb{R}$. Is $H$ necessarily a Borel subset of $\mathbb{R}$?
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Sigma algebras on the Stone–Čech compactification of a countable discrete group
Let $\Gamma$ be a countable discrete group and $\beta \Gamma$ be its Stone–Čech compactification.
My question is that
Does the $\sigma$-algebra generated by clopen sets in $\beta \Gamma$ equal to ...
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When is the entropy of a $\sigma$-algebra finite?
Let two (countably-generated) $\sigma-$algebras $\mathscr{F,G}$ on the event space $\mathbb{R}$ be given. I believe we also need the atoms of $\mathscr{F,G}$ to be the points of $\mathbb{R}$.
Let $\...
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The relations between conservative part and conservativity
I revised the question. In smooth ergodic theory, a diffeomorphism is said to be conservative (I), if it preserves the Lebesgue measure. So for some of us, conservativity is just short for measure-...
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Total variation of Dirac's delta function
This question on math (dot) stackexchange (dot) com has inspired me to write my own (possibly somewhat tendentious?) version of the question.
What does the question mean? That was a topic of a lot ...
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Is the domain of symmetric derivative borel set?
Let $\mu$ be the $n$-dimensional Lebesgue measure and $\lambda$ be a complex Borel measure on $\mathbb{R}^n$.
Let $S$ be the set of points $x\in \mathbb{R}^n$ where $\lim_{r\to 0} \frac{\lambda (B(x,...
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Theory of integration of Kernel in çinlar probability and stochastic
I'm reading the probabilistic book write by çinlar, but I don't understand the Kernel theory, in details:
$ (E,\mathcal{E}),(F,\mathcal{F})$ are two measurable space
$$K:E \times \mathcal{F} \...
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Sufficient conditions for equality of measures related to harmonic functions
In Axler's book "Harmonic function theory" on this link http://www.latp.univ-mrs.fr/~chaabi/ARTICLES%20IMPORTANTS/Autres%20articles%20interessant/Livres/Harmonic%20Function%20theory.pdf on page 112 ...
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A measurable choice of inner-product preserving linear maps between two vector spaces
Let $M$ be a smooth Riemannian manifold of dimension $d$. I wish to choose in a measurable way a map $C_x:T_xM\rightarrow \mathbb{R}^d$ s.t.
$$\forall u,v\in T_xM: \langle C_xu,C_xv\rangle=\langle u,v\...
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"Strongly mutually singular" families of measures, and the set of ergodic measures
Let $(X,\Sigma)$ be a measurable space [which we can assume to be a standard Borel space if we wish].
Let $\mathcal{S}$ be a set of probability measures on $(X,\Sigma)$. [If we wish, we can assume ...
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Seeking a property about Lebesgue-Stieltjes outer measure
I am a graduate student and this is not something related to my work but I was just wondering and did not find an answer on the Internet. I asked this on the other math site two weeks ago and no one ...
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Intuitional feeling of harmonic measure on one-third Cantor set
It is known that the harmonic measure on classical one-third Cantor set has Hausdorff dimension strictly less than $\frac{\log 2}{\log 3}$. Even harmonic measure has a close relation with brownian ...
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Is every regular Borel outer measure topologically additive?
If $m$ is a regular Borel outer measure is it true that $m$ is topologically additive?
If so what is a proof or a counterexample?
Definitions:
Topologically Additive: $X$ is a topological space, $m$ ...
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Uniform Law Of Iterated Logarithm for VC classes
Kenneth Alexander proved a uniform Law Of Iterated logarithm for Vapnik-Chervonenkis classes in the article Probability Inequalities for Empirical Processes and a Law of the Iterated Logarithm (Ann. ...
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Necessary and sufficient conditions for Kolmogorov's Extension Theorem
Let $(X_n,\mathcal{X}_n)$, $n=1,2,\ldots$ be measurable spaces. Define $Y_n = \prod_{k=1}^n X_k$ and let $\mathcal{Y}_n$ be the corresponding product $\sigma$-algebra. Similarly let $Y=\prod_{k=1}^\...
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Doubling metrics, doubling measures, Lebesgue density
As stated in this question,
Lebesgue differentiation theorem holds on locally doubling space?
and proved here,
http://www.math.uiuc.edu/~tyson/595f15lecture2.pdf
the Lebesgue differentiation theorem (...
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A uniform Lebesgue density theorem
The Lebesgue density theorem in $\mathbb{R}^n$ may be stated as follows. For a Lebesgue-measurable $A\subseteq\mathbb{R}$ and $r>0, x\in\mathbb{R}^n$, define
$$ \chi_{A,r}(x)=\frac{\mu(A\cap B_r(x))...
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Negative probabilities - what are two ordinary pgfs that correspond to the gf of a half-coin?
In Half of a Coin: Negative Probabilities, author considers pgf of a fair coin represented by random variable, $X = 1_H$:
$$G_X(z) = E[z^X] = \sum_{x=0,1} z^xP(X=x) = (z^0)(1/2) + (z^1)(1/2) = \frac{...
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About the generating structure of Borel field
This is a graduate-level measure theory problem. I have thought throught it and asked on math.SE but received no satisfying answer.
On P.32 of [P.Billingsley] Probability and Measure, 3ed, 1993, the ...
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Vitali Sets vs Bernstein Sets...
AC is enough to guarantee the existence of both Bernstein Sets and Vitali Sets...
However is the existence of Vitali Sets strictly weaker than that of Bernstein Sets?
What about the other way round?
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Progressive measurability and functional composition
Suppose we have a progressively measurable process $X$ taking values in $\mathbb{R}^d$.
What are sufficient conditions on a function $$f( x, t, \omega ) \colon \mathbb{R}^d \times [0,\infty) \...
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Existence of a Borel measurable function below any positive function
Let $f\colon \mathbb R\to (0,\infty)$ be a function taking positive values.
Does there exist a Borel measurable function $g\colon \mathbb R\to (0,\infty)$ taking positive values as well such that $g(x)...
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Non Lebesgue measurable subsets with "large" outer measure
It is well known that for any set A in R^d there exists a measurable set E such that E contains A and m*(A)=m*(E). Is it possible to go the other direction?
In other words, is it true that for any ...
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Finitely additive measures on Boolean algebras of regular open subsets: Is there a relationship with Borel measures? A theory of integration?
Let $\mathcal{X}$ be a topological space. An open subset $\mathcal{R}\subseteq\mathcal{X}$ is regular if it is the interior of its own closure. The intersection of two regular open sets is regular. ...
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Does the Lebesgue measure induce a finitely additive measure on the Boolean algebra of regular open subsets of (0,1)?
Let $(0,1)$ the unit interval. An open subset $\mathcal{R}\subseteq(0,1)$ is regular if it is the interior of its own closure. The intersection of two regular open sets is regular. Unfortunately, ...
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How many cuts are required for a weighted-proportional cake-cutting?
In proportional cake-cutting, there are $n$ agents with equal entitlements to a "cake" (an interval). Each agent $i$ has a nonatomic value measure $V_i$ over the cake, and it is required to create a ...
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A question on invariant measures
Let $(X, \mathcal{B}, T)$ be a topological dynamical system and $M(X, T)$ be the set of all invariant measures.
I do not know is there some nice functional characterization of the following set
$\{...
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Measurable isomorphism between two non-totally ergodic systems
Suppose $(X,\mathcal A,\mu,T)$ is a finite measure-preserving system. Then we define a new measure system $(X^{(K)},\mathcal A^{(K)},\mu^{(K)},T^{(K)})$ defined by $X^{(K)}=X\times \{1,2,...,K\}$ for ...
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Meaningful formalization of a continuum of Bernoulli random variables [closed]
I was wondering if there is a meaningful formalization for a continuum of Bernoulli random variables. Informally speaking, consider the interval $[0,1]$, and let's say that for every $x \in [0,1]$, ...
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A certain measure on Banach algebras
According to the comments of Nate Eldredge I did revise the question. In particular I change "$C^{*}$ algebras" to "Banach algebras".
Is there a reference who introduce the following measure on ...
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Speed of convergence in Lebesgue's density theorem
Let $\lambda=\text{unif}([0,1])$ be uniform distribution on $[0,1]$ and $B$ be any Borel set. Lebesgue's density theorem states that for $\lambda$-almost all $x\in[0,1]$ the limit
$$\lim_{\epsilon\...
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Could I affirm that $f$ is not identically 0?
Consider the following situation: Let $\Omega =l^{\infty}(\mathbb{R})$ be the
space of all bounded sequences of real numbers. We will consider in $\Omega$ the metric:
$
d(x,y)=\sum_{i\geq 1}\frac{|...
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Some integrals with respect to a Gaussian measure on a Hilbert space
Assume that $(H,\langle\cdot,\cdot\rangle)$ is a real separable Hilbert space equipped with a Gaussian measure $\mu$ with a mean $m$ and a covariance operator $C$. Let $x\in H$ be a fixed vector. What ...
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Does there exist a ``continuous measure'' on a metric space?
Let $X$ be a separable complete metrizable space. Does there exist a complete metric $d$ and a Borel measure $\mu$ such that
(a)
$\mu(B_r(x))<\infty$ for every open ball $B_r(x)$ of radius $r>...
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Can we always extract a proper Hausdorff measurable subset from a Hausdorff measurable set?
I also put this question on MSE here
Let $\Gamma\subset \Omega\subset \mathbb R^N$ be such that $\mathcal H^{N-1}(\Gamma)<+\infty$ (this also implise that $\Gamma$ is Hausdorff measurable).
Let $\...
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Characterizing the optimimum over the space of probability measures
Consider the following optimization problem:
\begin{equation}
\max_{\mu \in \mathcal{M}} \int \log\left( \int e^{\alpha U(x,y)} d\mu(y) \right) d\nu(x)
\end{equation}
where $\mathcal{M}$ is the space ...
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Usable Change-of-Variables Formula for Hausdorff Measure
Let $H^{s}$ be the $s$-dimensional Hausdorff measure, let $D$ be a nonsingular matrix. Consider the change of measure formula:
$$
\int\limits_{A} f(Dx) \; \mathrm{d}H^{s}(x) = \int\limits_{ D A} f(y)...
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Does there exist $\lambda_{\sigma(1)}$ such that $\mu(A\cap\{\lambda_{\sigma(1)}\neq0\})>0$?
Let $(\mathcal F,\Omega,\mu)$ be a measure space and $A\subseteq\Omega$ such that $\mu(A)>0$. Let $L^0$ be the space of all measurable functions.
We say $X_1,\ldots,X_k\in(L^0)^d=\prod_{k=1}^dL^0$...
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Cameron Martin space
I have seen two definitions of Cameron Martin space of a Gaussian measure $\nu$ on a Banach space (say $W$) and am unable to establish their equivalence. Any help would be appreciated.
1) It is the ...
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Change of time or change of measure
Consider simple diffusion $dX_t = \sigma dw_t$ and a parameter $a>0$ and $X_0=x$. Let us denote $Y_t = X_{at}$ - thus we made a change of time. Let us denote an original measure as $P$. How to find ...
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sequence of graphs converge in the sense of varifold to multiplicity 2 plane
Say in $R^3$, is there a sequence of smooth graphs $f_n$ over some plane P, such that the graphs as submanifolds in $R^3$ converge in the sense of varifold (as Radon measures on $R^3 \times Gr(2,3)$ ) ...
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The projection of density $1$ point on a rectifiable set
I posted this question on MSE but I received no reply. So I repost this here for better luck. Thank you!
Let $\Gamma\subset \mathbb R^N$ be $\mathcal H^{N-1}$-rectifiable. Then we know that $\mathcal ...
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Topology on the space of Borel measures
Let $ B $ be the set of all measures $ \phi $ of $ \mathbf{R}^{n} $ such that every open set is $ \phi $-measurable (sometimes these measures are called Borel measures). Note the measures in $ B $ are ...
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Tensor product of sigma-algebra?
Does there exist an explaination of the product of 2 sigma-algebra in terms of of tensor product ? Which could explain the tensor product sign for the product of 2 sigma-algebra.
In particuliar, does ...
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