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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Intuition for Haar measure of random matrix
What is an intuitive way to understand Haar measure as defined for random matrices, say, $N\times N$ orthogonal or unitary matrices?
My understanding for what Haar measure means for $U(1)$ is that it ...
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1
answer
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Well distributed sets
Note: All integrals are taken with respect to Lebesgue measure. The symbol $\def\avint{\mathop{\rlap{\raise.15em{\scriptstyle -}}\kern-.2em\int}\nolimits} \avint$ denotes the average integral.
We say ...
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A gerrymandering problem - can you always turn a tie into a landslide victory?
Note: Here we use $|A|$ to denote the Lebesgue measure of a measurable subset $A$ of $\mathbb R^2$.
Your party is running for election! In your country, voters are approximately uniformly distributed. ...
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How probability-rich is the $\sigma$-algebra generated by a sequence of sets? (Sierpiński's theorem on non-atomic measures without using the AoC.)
$\newcommand\F{\mathcal F}\newcommand\si{\sigma}\newcommand\Om{\Omega}\newcommand\ep{\varepsilon}$Let $p\in(0,1)$ and let $(\Om,\F,P)$ be a probability space. Let $(A_n)$ be a sequence in $\F$ such ...
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De la Vallée Poussin criterion on uniform integrability for infinite measures
The de la Vallée Poussin criterion (which is often used in combination with the Dunford-Pettis theorem) is usually formulated for probability measures/finite measures, for example in [Bogachev: ...
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Extracting a subsequence Cesàro converging to the limsup of the Cesàro sums
Let $X_n$ be a sequence of uniformly bounded random variables — that is, there exists some $K > 0$ such that $|X_n| \leq K$ almost surely for all $n \in \mathbb N$.
Write $\bar X_N := \frac{1}{N} \...
- 12.9k
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1
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Product of low dimensional Hausdorff measures
Let $\mathcal{H}^n$ and $\mathcal{H}^m$ be Hausdorff measures on $\mathbb{R}^n$ and $\mathbb{R}^m$. We know that the product measure $\mathcal{H}^n\otimes \mathcal{H}^m$ is the Hausdorff measure $\...
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Dual spaces of Banach-valued $L^{p}$-spaces
Let $(\Omega,\mathcal{F},\mu)$ be a measure space (say complete and $\sigma$-finite, for simplicity). Furthermore, let $(X,\Vert\cdot\Vert_{X})$ be an arbitrary Banach space. I denote by $(L^{p}(\...
- 9,007
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2
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Several definitions of approximate continuity of real functions
I found the definition of approximate continuity stated as follows:
A function $f:\mathbb R \to \mathbb R$ is approximately continuous at $x_0$ iff there exists a set $A\in \mathcal L$ such that $x_0\...
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2
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Domain of the infinitesimal generator of a composition $C_0$-semigroup
In the paper [1] the following $C_0$-group is presented,
$$
T(t)f(x) = f(e^{-t} x) , \quad x \in (0,\infty) \quad f \in E
$$
where $E$ is an ($L^1,L^\infty$)-interpolation space. In mi case, I'm just ...
- 6,035
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Why $d\mu (q)\delta (k,q)$ is $G$-invariant?
Let $G$ be a Lie group acting transitively on a smooth manifold $M$ endowed with a quasi-invariant measure $\mu$ (then there exists Radon-Nikodym derivative $\rho_f$ for every $f\in G$). For $k\in M$,...
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Measurable Extension
Let $(\Omega, \mathcal{F})$ be a measurable space and $X$ some metric space (probably Polish) with the Borel $\sigma$-algebra and a function $f: \Omega \times X \to \mathbb{R}$. Usually, functions ...
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Prokhorov's theorem for countably many random measures on a Polish space
I am looking for help to show the following lemma:
Lemma Let $(\Omega,\mathcal A,\mathbb P)$ be a complete, standard Borel probability space and $\mathcal X$ a Polish space. Let $\mathcal P(\mathcal ...
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Every function on reals a sum of two surjective real functions?
From this question, and the answer thereof, we can see that every real valued function on reals is a sum of two injective functions. Is the same true if we replace injectivity by surjectivity.
For ...
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The image of a measurable set under a measurable function.
Let $f:X \rightarrow (Y, \mathcal{Y})$ be an abstract function, with $\mathcal{Y}$ a $\sigma$-algebra on $Y$. Endow $X$ with $f^{-1}(\mathcal{Y})$. Is then $f(X)$ a measurable set in $Y$? If not, are ...
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Projection on a countable union of linear subspace
For any natural number $n$, $V_n$ denotes a closed linear subspace of a $L_2(m)$ space, which is an Hilbert Space, where $m$ denotes a finite measure. Moreover $(V_n)$ is increasing, that is $V_n$ is ...
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Smallest ensemble of sets stable by any intersections and finite union
Let $E$ be a set, and let $S$ be any set of subsets of $E$, such that $S$ contains the empty set. Can you identify the smallest set of subsets $T$ of $E$ such that $T$ contains all elements of $S$, ...
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Is a signed measure $\mu$ on $\mathbb{R}^d$ characterized by the transform $\mathcal{L}_\mu (\lambda ):=\int e^{\langle \lambda,x\rangle }\mu (dx)$?
In the book "Probability Theory" by Achim Klenke there's the following theorem: a finite measure $\mu$ on $[0,\infty )$ is characterized by its Laplace transform $\mathcal{L}_\mu(\lambda):=\...
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2
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The probability distribution of random variable of random variable
In my understanding, random variable is a measurable function from a probability space to a measurable space. Suppose $X$ is a random variable from $(A, \sigma_{A},P_A)$ to $(B,\sigma_{B})$. And $Y$ ...
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0
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Homeomorphism to $[0,1]^n$ preserving equality of measure
Let $A\subseteq R^n$ be a subset which is homeomorphic to $\left[0,1\right]^n$. Does there exists a homeomorphic map $f:A\rightarrow \left[0,1\right]^n$ such that for any $X_1,X_2\subseteq\left[0,1\...
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Measurability of $L^{p}(L^{q})$ integrable functions
Let $ F: \mathbb{R}^n \times (0,\infty) \to \mathbb{R}$ be a function with the property that
$
\int_{\mathbb{R}^n} \big[ \int_0^\infty |F(x,r) |^q \, dr \big]^{p/q} \, dx < \infty
$
In addition we ...
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1
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For proper group action on closed Riemannian manifold, must the union of orbits with non-unique closest points to a given point be of 0 volume measure
Let $(M,g)$ be a closed (compact without boundary) Riemannian manifold of finite dimension, with the volume measure $\mu:= \mu(E):=\int_{E}d\operatorname{vol}_g \forall E \in \mathcal{B}(M),$ the ...
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distance in terms of the variance between two absolutely continuous probability measures
Consider two probability measures $\mu_0$ and $\mu_1$ on $\mathbb{R}^n$, such that $\mu_0\ll \mu_1$. Then I can define a "distance" like quantitiy
$$
\mathrm{Var}_{\mu_1}\left(\frac{\mathrm{d}\mu_0}{\...
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0
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Any useful bases for the topology induced by the $t$-Wasserstein distance?
I am working on $\mathbb R ^d$ equipped with the usual Euclidean metric. I know of one nice base for $\mathcal W _t$, namely: $$\left\{ B_p (r) : r>0, p=\sum_{i=1} ^n \alpha_i \delta_{x_i},\text{ ...
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Existence of a positive measurable set with disjoint preimage under iterated transformation
Let $(X,\mathcal B,\mu)$ be a atomless probability measure space and $T:X\to X$ be a non-singular transformation such that $\mu\left({x\in X: T^n(x)=x}\right)=0$ for every $n\ge 1$. Let $A\in \mathcal ...
- 10.6k
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measurability of integrated functions
DISCLAIMER: I'm not a mathematician, but a computer scientist, so I hope the question is not trivial (or perhaps I hope so, in order to get a definitive answer). Anyway it's not a homework, as ...
- 4,713
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Does the existence of derivatives in the average sense imply absolute continuity?
Let $f: \mathbb R \to \mathbb R$ be a measurable function. Suppose there exists some integrable function $g$, and a measurable set $E$ of full measure such that
$$\lim_{r \to 0_+} \sup_{x \in E} \left ...
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Inequality with characteristic and moment generating functions
Suppose $\mu$ is a symmetric probability measure on $\mathbb{R}$. Define its characteristic and moment generating functions:
\begin{align*}
\phi_{\mu}(t) = \int_{\mathbb{R}}{\cos(xt) d\mu(x)}
\\
M_{\...
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For a closed Riemannian manifold $M$, must the set of points with non-unique closest points to a closed submanifold $S$ of $M$ be of 0 volume measure?
Let $(M,g)$ be a closed (compact without boundary) Riemannian manifold of finite dimension, with the volume measure $\mu:= \mu(E):=\int_{E}dvol_g \forall E \in \mathcal{B}(M),$ the Borel sigma algebra ...
- 10.6k
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Reference on multifractal complex measures?
This is a cross-post of this physicsSE post; I am also posting it here since this question lies at the boundary of both physics and math.
I am learning about multifractal formalism recently. It seems ...
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Projection measure and an integral formula for Lipschitz functions
Let $n\geq m\geq 0$ be integers and put $k=n-m$. Let $A\subset\mathbb{R}^n$ be Borel measurable, we define the projection measure of $A$ as
$$\mu_k(A):=\underset{P_1, \ldots, P_r}{\sup_{A=A_1\sqcup\...
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For Polish $X,Y$, $L^p(X,Y)$ is separable
Let $X$ and $Y$ be Polish spaces. Equip $X$ with a Borel probability measure $\mu_X$ and $Y$ with a metric $d_Y$. We can define the $L^p$ space as follows:
Definition. Define
$\begin{align}L^p(X,Y) = \...
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Expectation on a Polish space
I was wondering, if given a Polish space $X$, and given some probability measure $p$ on $X$, can the expectation of an $X$-valued function be taken? In particular, would the integral
$\int_X x dp$ ...
- 128k
1
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Mellin transform of the volume form of a probability zonoid and its fundamental strip
Let $ L^n_+$ be the set of all $n$-dimensional nonnegative random vectors $\mathbf X = (X_1, X_2,\cdot\cdot\cdot,X_n)^⊤$ with finite and positive marginal expectations, and let $\mathbf Ψ^{(n)}$ be ...
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Progressively measurable vs adapted
I often see in stochastic calculus books the terms 'adapted process' and 'progressively measurable process'. I know there is a small difference between them (every progressively measurable process is ...
CommunityBot
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Criteria giving sufficient conditions for a Borel measure to have compact support
I am interested in criteria that guarantee that a Borel probability measure has compact support.
I outline two below and I am hoping to gather more as answers (if they exist).
The first sufficient ...
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Reference request: "doubly empirical" measure associated to a random measure
I am considering the following type of situation. Suppose we have a random probability measure, by which I mean a probability measure on a space of probability measures atop some Polish space $X$. In ...
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measurability of a special set
I've been working on some questions in dynamical systems then I faced the following problem:
Consider the circle $\mathbb{T}^1:= \frac{\mathbb{R}}{\mathbb{Z}}$. We represent it as a union of disjoint ...
- 6,367
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1
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Lipschitz approximation of a probability measure with finite $1$-st moment by the ones with finite $p$-th moment
For $p \in [1, \infty)$, let $\mathcal P_p (\mathbb{R^d})$ be the space of Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. We endow $\mathcal P_p (\mathbb{R^d})$ with the ...
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Is the total variation of a vector measure $\mu$ a (classical) measure, even when $\mu$ is not of bounded variation?
Let
$(\Omega,\mathcal A)$ be a measurable space
$E$ be a $\mathbb R$-Banach space
$\mu:\mathcal A\to E$ with $\mu(\emptyset)=0$ and $$\mu\left(\biguplus_{n\in\mathbb N}A_n\right)=\sum_{n\in\mathbb N}\...
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Convolution of $\mathscr{F}\{ \log \}(x) * \mu$ with compactly supported measure $\mu$
As I read in this post the Fourier transform of $\psi(\lambda) = \log{|\lambda|}$ must be interpreted in distributional sense and it is given by:
$$\mathscr{F}\{\psi\}(x)=-2\pi \gamma \delta(x)-\pi \...
- 141
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1
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Concentration of measure on spheres with respect to a unitary of trace approximately zero
Cross-posted from MSE, where it hasn’t received any answer yet:
This question arose out of my attempt to understand how a unitary of trace approximately zero acts on the unit sphere of a $n$-...
- 2,830
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2
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Integral means vs infinite convex combinations
Let $(X,\mathcal A, \mu)$ be a probability space, $\mathbb E$ a Banach space, and $f:X\to\mathbb E$ a Bochner integrable function.
Does there exist a sequence $(x_k)_{k\ge 1} $ in $X$, and a ...
- 41.1k
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Directions of differentiability of log-concave measures with infinite-dimensional support
I recently came across the very nice review "Differentiable Measures and the Malliavin Calculus" by Bogachev (1997) which begins by discussing measures $\mu$ on locally convex spaces $X$ ...
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190
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Measure-minimizing simplex with fixed inradius
Let $\Delta^n$ be an $n$-simplex in $\mathbb{R}^n$. Let $V$ be the volume and $r$ the inradius (radius of the inscribed sphere) of $\Delta^n$. There is a well-known result that
$$
V \geq \frac{n^{n/2}(...
- 73
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2
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How should the "measure theoretic" Jacobians of a dynamical map be understood in Lai-Sang Young's "Recurrence Times and Rates of Mixing"
In Young's article: Recurrence Times and Rates of Mixing, she uses multiple times the notation $JF, JF^k, JF^R$ to mean the Jacobian of a dynamical map $F:\Delta\to\Delta$ w.r.t. a given reference ...
- 8,903
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0
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35
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Deterministic multifractal measure with quadratic singular spectrum?
For a non-negative locally finite measure $\mu$ on a bounded metric space $(\Omega,\mathcal{B})$, its local Holder exponent $f(x)$ is defined as $$f(x)=\lim_{r\downarrow 0}\frac{\mu(B(x,r))}{\log r}$$
...
- 715
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1
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400
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Local dimension of measures
For a Borel prob measure $\mu$ in $\mathbb{R}^n$, define the local dimension of $\mu$ at $x$ by
$$
{\rm dim}_*(\mu, x)=\liminf_{r\to 0} \frac{\log \mu(B(x,r))}{\log r}, {\rm dim}^*(\mu, x)=\limsup_{r\...
CommunityBot
- 1
2
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1
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From convergence of sequences to uniform convergence in probability
For $n=1, 2,\ldots$ consider a sequence of sets of ascending integers $I_n=\{\underline{i}_n,\underline{i}_n+1, \ldots, \overline{i}_n\}$, with $\underline{i}_n \to \infty$ and $\underline{i}_n=o(\...
- 128k
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0
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If a probability measure is a mixture of products of its marginals, does it have finite moments?
Let $\mu$ be a Borel probability measure on $\mathbb{R}^n$. For a linear subspace $E\subset \mathbb{R}^n$, let $\mu_E$ denote the marginal of $\mu$ on $E$. The usual orthogonal complement of $E$ is ...
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