Questions tagged [measure-theory]
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
3,072 questions
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Measurable selections of a finite familiy of measures
EDIT. I'm adding a missing hypothesis and a really TL;DR version of the core problem. Warning: This short statement is the strongest form of what I want, hence not as plausible as the original form.
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Is a specific sequentially closed subset of $M([0,1])$ closed?
Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...
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Existence of a measure-preserving bijection
Let $f, g \, \colon \mathbb{R}^n \rightarrow \mathbb{R}$ be two Borel-measurable functions such that $f$ is non negative and
g is radially symmetric,
the function $ (0, \infty )\ni t \mapsto g (tx)$ ...
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What does the following space look like?
Pick fixed $a=(a_1,a_2,\dots,a_d)\in\{\pm1\}^d$.
Consider map $F_a:\underbrace{\Bbb R^n\times\dots\times \Bbb R^n}_d\rightarrow\Bbb R^n$ given by $F(x_1,\dots,x_d)=\sum_{i=1}^da_ix_i$.
Denote $S_n\...
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Entropy, Convergence
imagine you have a sequence $\eta_{n}$ of (shift) invariant measures in the Bernoulli space $\{0,1\}^{\mathbb{N}}$ that satisfy the following: there are a $0<\delta <1$ and an $N$ such that $$n &...
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Measurability and Axiom of choice
In some situations, you need to show Lebesgue-measurability of some function on $\mathbb{R}^n$ and the verification is kind of lengthy and annoying, and even more so because measurability is "obvious" ...
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Is it true that for dimension d=3, if $v\in H_0^1(\Omega)$ but $v\notin L_\infty(\Omega)$ then exponent of v or -v is not summable?
I have the following Question:
1) Is it true that
if $\Omega\subset\mathbb R^3$, $\Omega$ - bounded, $v\in H_0^1(\Omega)$ but $v\notin L_\infty(\Omega)$ implies $\int\limits_{\Omega}{e^vdx}=+\infty$ ...
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Equidistribution of spheres in $\mathbb{R^2}/\mathbb{Z^2}$
Let $\mathbb{H^2}$ be the hyperbolic upper half place, and let $\Gamma$ be a lattice in $SL(2,\mathbb{R})$ acting on $\mathbb{H^2}$. A proof of the equidistribution of spheres on $\mathbb{H^2/\Gamma}$ ...
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Is taking the product of signed measures weakly continuous?
For a Polish space $X$, let $C_b(X)$ denote the real Banach space of bounded continuous real-valued functions on $X$. Let $M(X)$ denote the space of all finite signed Borel measures on $X$, equipped ...
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Is $f(x,y)=\sum_{n\in\mathbb{Z}\backslash\{0\}}\frac{1}{n}e^{2\pi i(xn+yn^2)}$ essentially bounded?
Let $$f(x,y)=\sum_{n\in\mathbb{Z}\backslash\{0\}}\frac{1}{n}e^{2\pi i(xn+yn^2)}
$$
Is it true that $\|f\|_{L^{\infty}(\mathbb{R}^2)}<\infty$? i.e. is $f$ essentially bounded?
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What does the Plancherel theorem say about positive-definite distributions?
I'm trying to understand the answer to this MO question: Bochner's theorem for measures of positive type, which suggests a relationship between Bochner's theorem and the Plancherel theorem.
The ...
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continuity of the Boltzmann entropy in the Wasserstein metric
For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let
$$
\...
- 23.2k
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Approximation of general measurable maps by simple functions [closed]
Let $f : (\Omega, \mathcal F) \to (\mathbb R, \mathcal B(\mathbb R)$ be a measurable map, then it is well-known that $f$ could be approximated by a sequence $(f_n)$ of simple measurable functions, ...
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Sub-$\sigma$-algebras and conditional expectation
Is it true that any sub-$\sigma$-algebra of a Rokhlin-Lebesgue space is induced (up to completion) by a measurable map into another Rokhlin-Lebesgue space?
In other words, is it true that conditional ...
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Is the space of signed finite measures on a compact set $M([0,1])$ a sequential space?
Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...
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Sierpinski sets and extensions of Lebesgue measure
I am duplicating an old problem from stackexchange:
Suppose that every countably generated sigma algebra extending the Borel sigma algebra on $[0, 1]$ admits a measure extending the Lebesgue measure ...
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Axiomatic explanation of why the volume of a parallelepiped is equal to the area of its base times its height [closed]
I asked this in MSE, it flashed and disappeared.
Let $V_n$ be the volume on the set of polytopes in $\mathbb R^n$, defined axiomatically, i.e. a functional, that assigns to each polytope $P\subseteq\...
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Convergence of generalized expectation under total variation norm
Consider the space of sub-distributions (i.e. positive measures of variation norm lower than 1) over a discrete subset $S$ of $\mathbb{R}$ (this set is measured by its powerset).
Let $(\mu_n)_n$ be a ...
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When is the hitting time of an open set a stopping time?
Let $(\Omega, \mathcal{F},P)$ be a probability space and $(\mathcal{F}_t)_{t \in [0,T]}$ a filtration. Consider an adapted, right-continuous process $X$ taking values in $\mathcal{X}$ and let $B$ be ...
- 29.8k
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Measure algebra of a total extension of Lebesgue measure
Solovay shows that the existence of a measurable cardinal is equiconsistent with the existence of a countably additive extension of Lebesgue measure that is defined on all sets of real numbers. Given ...
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Is the Jordan decomposition of a self-adjoint functional constructive?
Let $A$ be an abstract C*-algebra, and let $\varphi\colon A \rightarrow \mathbb C$ be a bounded linear function. Assuming the axiom of choice, there exist unique positive bounded linear functions $\...
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Can one estimate the distribution of eigenvalues of a matrix by its Cauchy/Stieltje transform?
Given a real symmetric $n$ dimensional matrix $A$, with eigenvalues $\lambda_i$ I am defining its Cauchy transform as the function, $f_A(z) = \sum_i \frac{1}{z-\lambda_i}\,$
Is there any information ...
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Criterion for weak convergence of probability measures on S' or D'
Let $X_n$ in $S'$ and $\mu_n$, $\mu$ in $M(S')$. $S'$ is the space of tempered distributions. I'm looking for a reference that says if $< f, X_n >$ converges in distribution to $< f,X>$ ...
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Finitely additive measure over integers [duplicate]
We know that, with Axiom of Choice (AC), it can be shown that there exists a finitely additive uniform distribution defined for all subsets of the integers (see, e.g., Hrbacek and Jech 1999, Ch. 11).
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First mean value theorem for integration and Lebesgue measureability
According to first mean value theorem for integration, if $G \ : \ [a,b] \to \mathbb{R}$ is a continuous function, there exists $x \in (a,b)$ such that
$$\int_a^b G(t) dt = G(x)(b-a)$$
Assume $G$ is ...
- 29.8k
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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\...
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Dual or pre-dual of BV
Was there any relevant work to determine the dual (or more likely the predual) of the space of bounded variation functions $BV(\mathbb{R}^n)$ (I recall the definition : a function in $L^1(\mathbb{R}^n)...
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Question about uniform continuity under Skorokhod Metric
Let $D=D([0,1], \mathbb{R})$ be the space of cadlag functions $x$ with $x(0)=0$ and $x$ is continuous on $1$. If we endow $D$ with Skorokhod Metric, see:
http://en.wikipedia.org/wiki/C%C3%A0dl%C3%A0g ...
- 1,872
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Simultaneous approximation of arbitrary functions in Hölder space and in $L^2(\mu)$ by a smooth function and its derivative
Let $\mu$ be a probability measure on the circle $S^1=\mathbb{R}/\mathbb{Z}$ which is singular with respect to the Lebesgue measure $\lambda$. Consider the functions spaces $L^2(\mu)$ on the one hand, ...
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convergence of integral for each bounded function in probability
Let $\mu, \mu_1, \mu_2, \dots$ be random measures on
a Polish space (separable completely metrizable topological space) $(S, {\mathcal S})$.
Suppose I know that
$$\int f d \mu_n \to \int f d\mu$$
...
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Can ITTM recognize a non-measurable set?
Throughout the question ITTM refers to Hamkins' infinite Turing machines, though I will be interested in results related to stronger models.
Recently I was wondering, is it consistent that there is ...
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Sequences of transition probability measures
Suppose that $X$ and $Y$ are compact metric spaces. A Borel probability measure $\mu$ on $X\times Y$ satisfies
$$
\mu(A\times B)=\int_A\mu(B|x)\mu_X(dx),
$$
for $A$ and $B$ Borel sets in $X$ and $Y$ ...
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Polish by compact is Polish?
Let $X,Y$ be separable and metrizable, with $Y$ Polish, and suppose there is a topological quotient map $f:X\to Y$ with compact fibers. Is $X$ Polish?
I have a specific space in mind, so if the ...
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Accuracy of the truncated Hausdorff moment problem
For a sequence of real numbers $s = (s_i)_{i \in n}$ let $M_s$ be the collection of functions $f:[0,1] \to [0,1]$ such that
$$(\forall i \leq n) \int_0^1 x^i f(x) dx = s_i$$
In other words, $M_s$ ...
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Borel coloring of a graph on the set of all functions $f:\mathbb{N}\to\mathbb{N}$
The following question was asked in a comment by Joel David Hamkins in Graph on the set of all functions $f:\mathbb{N}\to\mathbb{N}$.
Let $V$ be the set of all functions $f:\mathbb{N}\to\mathbb{N}$. ...
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Convergence of measures to an absolutely continuous measure
Suppose that $\{\mu_n\}$ is a sequence of Borel probability measures on a compact metric space $X$ and suppose that $\{\mu_n\}$ converges weakly to a Borel probability measure $\mu$ on $X$. If $\mu$ ...
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topology of setwise convergence of measures
It is well known that if $X$ is, say, compact and metric, then the set of probability measures on the Borel subsets of $X$ endowed with the usual topology of weak convergence of measures has as a ...
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Specifying $L^p$ norms of derivatives
Given a sequence of positive numbers $\{a_n\}$ and $1 < p < \infty$, $p\neq 2$, is it possible to build a function $f\in C^\infty(\mathbb R)$ so that $\|f^{(n)}\|_{L^p(\mathbb R)} = a_n$?
For ...
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Measurability and continuity for general topological spaces
Let $(X,\tau)$ be a topological space. We call $S\subseteq X$ saturated if $S=\bigcap\{U\in\tau: U\supseteq S\}$. Let $\sigma(X,\tau)$ be the $\sigma$-algebra generated by $\tau\cup\{K\subseteq X: K \...
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An indicator of a planar subset as an element of a tensor product
Denote $I=(0, 1)$, and let $\mu$ be the Lebesgue measure on $I$. Does there exist a function $f$ on $I\times I$ viewed as an element of the space $L^\infty(\mu\times\mu)$ such that
$$
f^2=f
$$
(that ...
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Under $\neg CH$, have countable unions of rationally independent numbers inner measure zero?
In their 1943 paper On non-denumerable graphs, Erdos and Kakutani suggest as likely the following proposition.
(EK*) Suppose CH fails and $\lbrace M_n : n \in \omega \rbrace$ is a countable family of ...
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When does a function space allow for point evaluations? [closed]
Consider a space of (generalized) functions $F$ defined on a measure space $\Omega$ and equipped with a topology.
What are necessary and sufficient conditions for point evaluations at arbitrary $x \...
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Naive definition of surface area doesn't work?
A first stab at a definition of surface area might go like this:
Let S be a surface. Select finitely many points from S and make a bunch of triangles having these points as vertexes. Add up the ...
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Pollard's construction of measures from set functions on lattices of sets
Theorem 12 in Appendix A of Pollard's A User's Guide to Measure Theoretic Probability gives conditions under which a set function defined on a family of sets $\mathscr{K}$ which is closed under finite ...
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Continuity of function mapping $\mathcal{P}(\mathcal{P}(X))$ to $\mathcal{P}(X)$ [closed]
Given a topological space $Y$, let $\mathcal{P}(Y)$ be the set of all probability measures on $Y$, endowed with the weak* topology.
Let $X$ be a topological space (for convenience, it might be Polish ...
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A question about finitely additive extensions of Lebesgue measure
Suppose $m:P([0, 1]) \to [0, 1]$ is a finitely additive measure extending the Lebesgue measure. Must there exist some $X \subseteq [0, 1]$ such that $m(X \cap I) = |I|/2$ for every sub interval $I \...
- 9,641
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Plane measurable sets and measurable rectangle
Does every measurable set in the plane with positive Lebesgue measure contain a cartesian product of two measurable sets of the real line with positive Lebesgue measures?
- 9,641
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Quotient sigma-algebra generated by quotient-measurable generating sets
Let $X$ be a measurable space whose $\sigma$-algebra is generated by a family $\mathcal{G}=\bigcup_n \mathcal{G}_n$ of subsets of $X$, where $(\mathcal{G}_n)$ is a sequence of $\sigma$-algebras on $X$ ...
- 29.8k
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Meager set of full measure
Let X be a compact Hausdorff topological group and let m be the Haar measure on X. Can we find a meager set in X whose complement is m-null? I can do it when X is separable but I don't know if there ...
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Is the space of all borel measures on $\mathbb R^n$ isomorphic to the tensor product of spaces of borel measures on $\mathbb R$?
Similarly to the decomposition $L_2(\mathbb R^n) = L_2(\mathbb{R})^{\otimes n}$ as vector spaces (and even as Hilbert spaces) , do we have $bm(\mathbb{R^n}) = bm(\mathbb{R})^{\otimes n}$
where $bm(\...
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