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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non-Borel set which intersects every compact in a Borel set
I remember hearing some time ago that there is a locally compact Hausdorff space $X$ and a non-Borel subset $E$ which intersects every compact set in a Borel set. (This would contradict Lemma 13.9 of ...
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Regularity of Patterson-Sullivan Length function
Let $(M,g)$ be a negatively curved, closed Riemannian manifold. I'll ask the question first, then explain the involved players. This data defines the Patterson-Sullivan length function,
\begin{align}...
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Embedding probability spaces in the completion of $[0,1]^K$
Question: Can every probability space $(X,\scr F,\mu)$ be $\sigma$-embedded in the completion of the space $[0,1]^K$ (equipped with a product of Lebesgue measure) for some set $K$?
Here, $f:\scr F\to ...
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Existence of an universally measurable pullback
Let $X,Y$ and $Z$ be standard Borel spaces:
topological spaces homeomorphic to Borel subsets of complete separable metric spaces.
Let $K\subseteq X\times Y$ be analytic. Assume that $K_x$ is not ...
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Stronger version of linearity for functions of measures
Let $X$ be a standard Borel space, and $P(X)$ be space of Borel probability measures on $X$. It is also a standard Borel space if endowed with the topology of weak convergence, so we can integrate ...
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Quotients of standard Borel spaces
Let $X$ and $Y$ be standard Borel spaces: topological spaces homeomorphic to Borel subsets of complete metric spaces. Given a surjective Borel map $f:X\to Y$, we get an equivalence relation $\sim_f\...
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Inverse of a Borel surjection
Let $X$ and $Y$ be standard Borel spaces, and let $f:X\to Y$ be a surjective Borel map. Does there exist a Borel inverse of $f$, that is a Borel map $g:Y\to X$ such that $f\circ g = \mathrm{id}_Y$.
...
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Analytic enlargement of an analytic set
Let $X,Y$ be Borel spaces and $A\subseteq X\times Y$ be an analytic set. Let $\pi:X\times Y \to X$ denote the projection map onto $X$. Does there always exist a set $B$ such that $\pi(B) = X\setminus \...
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measure with given push-forwards
Let $X,Y$ be locally compact spaces (in my specific case, they are locally compact groups). Suppose that we are given a measure $\mu$ on $X$ and a finite number of quotient maps $p_1,\ldots,p_n:Y\...
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Why does it seem that $rca=rba$? [closed]
The following paradox has got me stumped. I'm hoping someone can point out the error.
Take a locally compact metric space $X$ and define the $C_b(X)$ and $C_0(X)$ as the spaces of continuous real-...
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Measures, orthogonal to holomorphic functions
Let $G$ be a domain in $\mathbb{C}^{d}$ and let $H\left(G\right)$ be the space of all holomorphic functions on $G$.
My question is how to characterize all such (Radon) measures $\mu$ on $G$, that $\...
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Volume of normal cone of a simplex (at a vertex)
This question is related to an orthant-type simplex in $\mathbb{R}^n$, which can be defined as
$$ S = \{x\in\mathbb{R}_{+}^n: \sum_{i=1}^nx_i \leq 1\}=\overline{\mbox{conv}}(0,e_1,\ldots,e_n). $$
For ...
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Make this marginalization statement rigorous
Intuition tells me that
$$ p(x\,|\,y) = \int p(x,\theta\,|\,y) \; d\theta$$
by the "law of marginalization", pretty much for any object $\theta$.
I would like to make this statement rigorous,...
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Extension of a bilinear functional
Does any one know an example of a bilinear functional $B:C(X)\times C(Y)\to {\bf R}$ ($X$ and $Y$ are open subsets of Euclid spaces) which cannot be extended continuously to a measure $\mu:C(X\times Y)...
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Relationship of Euler product to coprimality densities for arbitrary sets of primes
Continuing the curiosity of my last couple questions: Is it the case that for every set of primes $F$, the asymptotic density of the integers coprime to all of $F$ is $\displaystyle \prod_{p \in F} (1 ...
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Additivity of asymptotic density of periodic sets
It is well known that the asymptotic density of an infinite union of disjoint sets of integers may not be the sum of their individual asymptotic densities.
Can this failure of countable additivity ...
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Integral representation of joint projection valued measures
Given two positive $\sigma$-finite measures $\mu_{1/2}$ on the spaces $X_{1/2}$ one can define the product measure $\mu_1\otimes\mu_2$ on the product space $X_1\times X_2$. It can be proved that the ...
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For Every Measure Zero Set $E$ There Exists a Positive Measure with Lower Lebesgue Density 0 and Upper Lebesgue Density 1
This is related to a question asked on mathstackexchange https://math.stackexchange.com/questions/831184/for-every-null-set-e-there-is-a-measurable-set-f-with-different-upper-and-lo. This question is ...
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Question on separability of a measure
Following this question here this question come to mind.
Consider a measured σ-algebra $(S,\mu)$ . Assume that μ is normalized to have total weight 1, and that S is complete (contains all subsets of ...
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Minimal generator of an algebra or a sigma-algebra
I may be asking a trivial question, but I am a bit confused about it. I have tried to search for the concept of a minimal generator of an algebra or a sigma-algebra on a set, but have found this ...
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Homeomorphisms that admit a decomposition
Let $I^n:=[0,1]^n$ and $T$ be a homeomorphism on $I^n$.
If $T$ admits a decomposition of $I^n=A\cup B\cup C$ with $A,B,C$ Lebesgue measurable and mutually disjoint such that $$T(A)=B, T(B)=A \ \text{...
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How does one prove that $L_1(\mu)$ is weakly sequentially complete for any measure?
It is a theorem of Steinhaus that for any finite measure $\mu$, the Banach space $L_1(\mu)$ is weakly sequentially complete. Using the Radon-Nikodym theorem one can extend this easily to $\sigma$-...
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reference request: Riesz/Newton potential and HLS inequality in L1.logL1
Let's consider in dimension $d\geq 3$ the Newton/riesz potential $f=I_2[g]$
$$
f(x)=\int_{R^d}\frac{1}{|x-y|^{d-2}}g(y)dy,
$$
which solves $-\Delta f=g$ (up to positive normalizing constants, which I ...
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Justification of the convolution operation of $L^1(G)$ functions where $G$ is a LCA group (measurability)
Suppose $G$ is a locally compact abelian Hausdorff group (LCA), and $\lambda$ is the Haar measure on it. We all know the convolution of two $L^1(\lambda)$ functions $f$ and $g$ on $G$ is defined as
$$...
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Laplacian on space of measures
Let $X$ be a compact Riemannian manifold and let $\mathcal{M}(X)$ be the space of regular finite Borel measures with the total variation as norm.
The Laplace-Belrami-Operator $\Delta$ on $X$ with ...
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Where to read about this kind of "measure of irredundancy" of a set from a family of sets?
Studying a very practical problem from psychometrics, I encountered the following construction.
Let $(X,\mu)$ be a measure space; if preferred, you can presume $\mu$ is a probability measure. In any ...
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A very natural question in weak* topology [closed]
Can you provide me a counter example for this.
Suppose that I have a sequence of probability measures
$(\mu_{r,t})_{r,t>0}$ on a compact space metric $X.$
Suppose additionally that:
there exists ...
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Metric density theorem in most general setting?
It's a consequence of Lebesgue's theorem that every measurable $E\subset\mathbb{R}^n$ has a metric density that's $1$ a.e. on $E$ and $0$ a.e. on $\mathbb{R}^n\setminus E$. What are the most general ...
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On the proof of a $W^{2,p}$ estimate - regularity on eliptic PDE
I see this proof on http://www.math.uiowa.edu/~lwang/cccalderon.pdf and I couldn't understand what he did. If $||f||_{L^p(B_{4})} = \delta$ is small and the measure $|\{ x \in B_1; M(|D^2u|^2)>N_1^...
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PDE-Based Triangle Inequality for Optimal Transportation
Suppose $\Omega$ is a suitably regular domain in $\mathbb{R}^n$ and $\rho_0,\rho_1\in\textrm{Prob}(\Omega)$. Benamou and Brenier showed that the $L_2$ transportation distance between $\rho_0$ and $\...
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Birkhoff Ergodic Theorem or Counterexample
The Birkhoff Ergodic Theorem states:
Let $(X,\mathcal{B},m)$ be a finite or sigma finite measure space. Suppose $T:(X,\mathcal{B},m)\to (X,\mathcal{B},m)$ is measure-preserving and $f\in L^1(m)$. ...
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smooth Luzin theorem
For measurable functions $f(x)$, $g(x)$ on $[0,1]$ define the distance $\rho(f,g)$ as a Lebesgue measure of the set $\{x:f(x)\ne g(x)\}$. Then Luzin's famous theorem states that $C[0,1]$ is dense with ...
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Dirac measures dense in space of measures? [closed]
Let $I$ be a compact interval and $\mathcal{M}(I)$ the space of (signed) Borel measures. We equip it with the weak topology, i.e. a sequence $\mu_n$ converges to zero if and only if
$$ \left|\int_I f(...
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What it is the volume of the unit ball section of the cone of positive definite matrices?
Let $PD_{n}$ be the cone of positive definite $n \times n$ real matrices and let $B$ be the unit sphere in $n \times n$ dimensions. What is the volume of $PD_{n} \cap B$?
EDIT: Let's assume that $B$ ...
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a question regarding the interchange the order of finite summation with finite integration [closed]
Question (1) What are the conditions the complex function $f_n(t)$ and real parameter $B>1$ and positive integer $N>1$ need to satisfy such that the interchange of the finite summation with ...
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Integral wrt probability measure
Let $\Theta\subseteq\mathbb{R}^d$ is open set and $(\cal X, \cal A)$ be a measurable space . For every $\theta\in\Theta$, suppose that $P_\theta$ is a probability measure on $(\cal X, \cal A)$. ...
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Dense subsets on set space
Let $X$ be a metric space, and $\mathscr{B}$ the $\sigma$-algebra generated by open sets of $X$. Can we find a countable dense subsets of the metric space $(\mathscr{B},d)$ with the metric $d(A,B)=m(A\...
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When is $L^{2}(X,\mathscr{B},m)$ spearable [duplicate]
If $X$ is a metric space, $m$ is a Borel probability space on $(X,\mathscr{B})$ where $\mathscr{B}$ is the $\sigma$-algebra generated by open sets on $X$, can we prove that the space $L^{2}(X,\mathscr{...
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Convex interaction energy
Does anybody know examples of absolutely continuous probability measures $\mu_0,\mu_1$ on $\mathbb{R}^n$ with finite 2nd moments such that
$$
\frac{d^2}{dt^2}\left(\int_{\mathbb{R}^n\times \mathbb{R}^...
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$f, \hat{f} \in L^{p}\cap L^{\infty} \implies f\in B(\mathbb R)$ (algebra of Fourier- Stieltjes transforms )?
For a bounded complex Borel measure $\mu$ on $\mathbb R$, we define, its Fourier-Stieltjes transform, $\hat{\mu}(y)= \int_{\mathbb R} e^{-2\pi ix\cdot y} d\mu(x); (y\in \mathbb R).$
Let $1\leq p \leq ...
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conditional expectation under convex combinaison of probability measures
Let $(\Omega,\mathcal{F})$ denote some measurable space. Let $P_1$ and $P_2$ denote respectively two probability measures. Now let $\mathcal{G}$ be some sub sigma-algebra of $\mathcal{F}$. Given a ...
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Tightness of Measures, Riesz Representation for locally compact spaces
Let $X$ be a locally compact, separable metric space and $\mu_n$ a sequence of probability measures on $S$. Let $\mathfrak{C}$ be a convergence determining class for the weak topology (for instance, ...
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Lebesgue measure of some set of irrational numbers
Let $(i_{n})$ be a strictly increasing sequence of natural numbers,
$(v_{n})$ be an unbounded sequences of natural numbers
and $M\geq 2$. Denote by $\mathcal{I}(i_{n}, v_{n}, M)$ the set of all ...
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Do all $L^{\infty}(\mu)$ spaces have the Grothendieck property?
Consider $L_{\infty}(\Omega,\Sigma,\mu)$, where $(\Omega,\Sigma,\mu)$ is any measure space. Does it it have the Grothendieck property? If the measure space is localizable, then it is true. The ...
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Defining the integral of a function using the product measure
Imagine that we're trying to define the expression
$$\int_U f(x)dx$$
in a rigorous way.
Assume that $f:X \rightarrow \mathbb{R}^{\geq 0}$ where $(X,\mu)$ is a measure space, and suppose that $U$ is a ...
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Levy theorem for signed measures
Levy theorem states that if $(\mu_n)_n$ is a sequence of probability measures on $\mathbb{R}^d$ such that the sequence of Fourier transforms $(\mathcal{F}(\mu_n))_n$ converges pointwise to a function $...
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Measures of disjoint unions and complements of a collection of sets
Let $\mu$ be a probability measure. Let $\mathcal A$ be a collection of measurable sets and $D(\mathcal A)$ be the minimal $\lambda$-system (Dynkin system) containing $\mathcal A$.
Is $\mu(D)$ for $...
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Is the range of a (nonnegative or signed) measure a closed set?
Halmos showed that the range of a non-negative, finite measure is a closed subset of real numbers.
Is this true for non-negative, even infinite measures?
Is this true for signed measures? If so, can ...
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Existence of a conditional distribution
Let $X$ and $Y$ be standard Borel spaces and let $J$ be an analytic subset of $X\times \mathcal P(Y)$ where $\mathcal P(\Omega)$ is a set of probability measures on a Borel space $\Omega$ endowed ...
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Product of sigma-subadditive functions
Let us call a function $\mu : \mathcal{H} \to [0, \infty]$ $\sigma$-subadditive, if $\mu(A) \le \sum_{i \in I} \mu(A_i)$ for every $A \in \mathcal{H}$ and for every countable family $(A_i)_{i \in I}$ ...
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