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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Conditional expectation with respect to random closed sets
Short question
If $X$ is a random closed set, and $Y$ is an integrable random variable, I would like a definition of the "conditional expectation" $$\mathbf{E}[Y \mid X\ni x].$$ Has this been worked ...
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General version of Skorokhod representation of random variables
Let $F: \mathbb{R} \to [0,1]$ be cumulative distribution function (cdf). The standard way to build a random variable $\tau$ on $([0,1],\mathcal{B},\text{Leb})$ with $F$ as its cdf is using the ...
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Is the "continuous on compact subsets" characterization of measurable functions actually useful?
According to Lusin's theorem (and the slightly weaker converse of that result), measurable functions on locally compact topological spaces that are equipped with a regular measure may be characterized ...
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Convergence of probability measure and the *-weak convergence ?
Given a Polish space $X$, I note $C_b(X)$ the set of the continuous bounded functions with the norm of the uniform convergence, and $(C_b(X))^\star$ its topological dual with the $*-$weak convergence $...
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Measurability of $\{ x \in X ; H_0 x \subset A \}$
Let $H$ be some Polish group and $X$ some standard Borel space. Assume that $H$ acts measurably on $X$, i.e. $(h,x) \mapsto hx$ is Borel. Let $H_0 \subset H$ and $A \subset X$ be some Borel sets. Is ...
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Uniform equicontinuity of a family of indefinite integrals
Let $f_k$ be a sequence of measurable functions on $\mathbb{R}^k$ where $k > 1$. (Let us be generous and also assume that $f_k$ is locally integrable.) Does anyone know what the phrase
uniform ...
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Pullback of $L^p$ functions via exponential map
Let $M$ be a complete Riemannian manifold, endowed with its exponential map $\exp: TM \longrightarrow M$. For any $C^k$- function $u$, we get the Pullback
$$ \exp^* u = u \circ \exp$$
which is in $C^k(...
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Is this integration by parts legitimate?
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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Integral over integrals with different measures
I was trying to construct a category of measurable spaces and 'nondeterministic functions' (not the usual category of measurable spaces); specifically a map $(\Omega, \Sigma)\rightarrow (\Omega', \...
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Reference to definition of matrix log with domain SO(3) which is Borel measurable
I was trying to set up an inverse to matrix exponential $\exp:\mathrm{Skew}(3\times 3)\to SO(3)$ that "covers" the biggest possible domain and is Borel measurable. I was wondering if there is a ...
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Is the set of real-valued lower semi-continuous functions measurable in epigraph topology (= topology of Gamma convergence)?
Let LSC = LSC([0,1]) be the set of non-negative, lower semi-continuous functions on the unit interval which take values in $\mathbb{R}_+ \cup \{\infty\}$. We use epigraph topology on LSC, i.e. a ...
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Does every separated measurable space embed into a power of $\{0,1\}$?
Let $(X,\Sigma)$ be a measurable space of arbitrary cardinality. I would like to understand under which conditions this space is isomorphic to a measurable subset of $\{0,1\}^\kappa$ for some cardinal ...
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Can Haar measure fail to be bi-invariant without conjugation shrinking a set?
(This is a slightly reformatted and clarified version of my question from math.SE, since I believe
the answer there is wrong and its poster has not responded to my comment in over two weeks.)
Let $\:...
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Two equivalent measures on the real Grassmannians?
Denote by $G(n,k)$ the real Grassmannian, the set of $k$-dimensional subspaces of $\mathbb{R}^n$. It is a topological space, even metrizable (see A metric for Grassmannians), and so it is a ...
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Is the set of the absolutely continuous functions a Borel set of the space of the continuous functions?
Does anyone knows whether the set of the absolutely continous functions $F :[0,1]\to \mathbb{R}^d$ of the form $$F(t)= a + \int_0^tf(s) ds$$ where $f$ is an integrable function is a Borel set of the ...
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For METRIZABLE spaces, do the Banach classes and Baire classes coincide?
In this paper: 'Borel structures for Function spaces' by Robert Aumann,
http://projecteuclid.org/euclid.ijm/1255631584
Aumann claims that when X and Y are metric spaces (among other things), the ...
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A question about measurable structures on function spaces
Hey, I was just wondering, I'm using some of Robert Aumann's ideas about measurable structures on function spaces (From his paper 'Borel structures for Function spaces': http://projecteuclid.org/...
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What kind of completion is this?
Let $X$ be a compact Hausdorff space, and $C(X)$ the unital commutative C*-algebra of continuous functions on it. The double Banach dual $C(X)^{**}$ is a commutative von Neumann algebra and hence has ...
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Compactness of sigma-algebra for the $L^1$ metrics
Consider a probability space $(X,F,\mu)$, and the quotient $G$ of the sigma-algebra $F$ by its null sets. Endow $G$ with the metric $d(A,B) = \mu(A \triangle B)$. Is $(G,d)$ a compact metric space?
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Injective and Integrable Mapping from $\mathbb R^3$ to $\mathbb R$
Is there an injective and Riemann integrable map $f:\mathbb R^3\rightarrow\mathbb R$? (Of course such a map cannot be continuous.)
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Absolute continuity of probabilities on Polish spaces and open sets. [closed]
On a polish space $\mathcal{X}$ i consider two Borel probabilities $P$ and $Q$ such that for any open set $E$ of $\mathcal{X}$ we have : $P(E) =0$ implies $Q(E)=0$. Does this imply that $Q$ is ...
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Constructing measures with support in a given set
I've recently come across the Frostmann Lemma (http://en.wikipedia.org/wiki/Frostman_lemma). Its proof involves constructing a measure with certain properties on a given subset of $\mathbb{R}^n$ (I'm ...
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Can Hausdorff dimension make sets into a Tropical Semiring?
If $X$ is a metric space, we construct Hausdorff $d$ measure from the outer measure
\begin{equation}
H^d(U) = \lim_{\delta \to 0}\inf\left\{\sum_{i=1}^\infty \left(\text{diam}(E_i)\right)^d : \...
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Skorohod theorem (weak convergence) on a discrete setting
I have a question about the application of Skorohod representation theorem. The questions arises in this paper about robust hedging in mathematical finance. It is about the very last equation on page ...
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Rate of convergence of the average of an equidistributed sequence
Let $f : \mathbb R\to\mathbb C$ be an $1$-periodic and sufficiently smooth function, which has zero average, and let $\alpha$ irrational. We know the following:
a. $\lim_{n\to\infty}\frac{1}{n}\sum_{...
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What does the set of cardinals admitting a k-additive measure look like?
Consider an infinite cardinal $\kappa$. Is it the case that the existence of a $\kappa$-additive measure on some infinite set implies the existence of such a measure on every infinite set of size ...
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When is the bound in Riesz-Thorin Interpolation Theorem attained?
Let me recall the statement of Riesz-Thorin theorem (see also http://en.wikipedia.org/wiki/Riesz%E2%80%93Thorin_theorem).
Theorem (Riesz-Thorin): Let $(X,\mu)$ and $(Y,\nu)$ be $\sigma$-finite ...
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Cameron-Martin theorem for non-Gaussian measures
Let $X$ be a locally convex topological linear space, and $\mathbb P$ be a probability measure on $X$. Denote the mean vector $m \in X$ and covariance operator $k : X^* \to X$. Let $\tau_u : X \to X$ ...
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Density of linear functionals in $L^2$
Let $X$ be a locally convex topological linear space, and let $\mathbb P$ be a probability measure on $X$. Suppose that $\operatorname{var}(\varphi) < \infty$ for all continuous linear functionals $...
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Does every proximal outer measure, measure all open sets?
Let $\: \langle X,\delta\rangle \: $ be a separated proximity space.
Let $\: \mu^* \: : \: 2^{X} \: \to \: [0,+\infty] \: $ be a proximal outer measure.
Let $U$ be an open subset of $X$.
Does it ...
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Does there exists $f\in A_{\mathbb R}(\mathbb T)$ with $||f||=r$ such that $||e^{if}||=e^{r}$?
Let $\mathbb Z$, the set of integers, be a group with respect to addition and its dual group is the $\mathbb T = \{z\in \mathbb C : |z|=1\}$ , one dimensional torus. Put,
$\ell^{1}(\mathbb Z)= \{g:\...
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approximation of probability distribution
I have a question: Let $\mu$ be a probability distribution defined on $(\mathbb{R}, \mathcal{B}(\mathbb{R}))$ satisfying
$$\int_{\mathbb{R}}|x|d\mu<+\infty$$
Set
$$A_n=\Big\{\frac{i}{n}:~ i\in\...
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equivalence of topologies defined on $M_1$(a subspace of bounded measures on $\mathbb{R}$)
Let $\mathcal{C}:=\mathcal{C}(\mathbb{R})$ be the space of continuous functions on $\mathbb{R}$ and $\mathcal{C}_b$ its subspace consisting of bounded elements. Define for $\phi(x):=1+|x|$,
$$
\...
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additive measure on countable algebras
I was wondering, can the following theorem be true for finitely additive measures defined on algebras not $\sigma$-algebras. (Theorem is in Bogachev's Measure Theory Vol I).
I was not sure about it,...
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Some convergence similar to weak-$\ast$ convergence on the space of finite measures
I have a question:
Let $D$ be the space of cadlag functions defined on $[0,1]$ and $V$ be its subspace consisting of $x$ with finite variation and $x(0)=0$.
Define $TV(x)$ as the total variation ...
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Weak convergence of $\sigma$-finite measures
Let $(E,\mathcal{E})$ be a measure space and let $(m_{n})_{n\in\mathbb{N}} \subset \mathcal{M}_\sigma(E,\mathcal{E})$ be a sequence of $\sigma$-finite measures. I will put my questions and state below ...
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The dual space of the Dirac measures on an Abelian group
Let $G$ be a Hausdorff locally-compact Abelian group and $L^2(G)$ the Hilbert space of two-integrable complex functions on the group.
Question. What would be natural vector space $\mathcal{R}$ of ...
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Maximal isometrically invariant finitely additive extension of Lebesgue measure in dimension $\ge 3$?
Question: For $n\ge 3$, is there a maximal isometrically-invariant finitely additive extension of Lebesgue measure on $\mathbb R^3$?
A maximal extension of a measure with some properties (in this ...
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Existence of a map connecting two marginals of a product measure
Let $X$ and $\bar X$ be two standard Borel spaces, and let $A\subseteq X\times\bar X$ be an analytic subset of the product space. Let $P$ be any probability measure such that $P(A) = 1$, and denote by ...
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A question about stochastic kernels and invariant measures
Suppose that $E$ is a metric space, let $\mathcal{B}_E$ denote the set of its Borel subsets and suppose that $\mu$ is a probability measure on $(E,\mathcal{B}_E)$. In addition, suppose that $p:E\times ...
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Equivalent Definition of Measurable Function
Suppose $f: \mathbb{R} \to \mathbb{R} $ is a function. Is it equivalent that:
1) $f$ is measurable
2) the area under $f$ (i.e $\{ (x,y)\ | \ f(x)\leq y\} $) is measurable in the product measure of ...
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Question on the Quotient Integral Formula
I have a very concrete question on the proof of the following (see below): Given a 'nice' top. space $X$ and a 'nice' group operation of $G$, say, from the right, on $X$ and a certain measure on $X$, ...
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Particular neighborhoods of analytical sets
Let $X$ be a standard Borel space: a topological space isomorphic to a Borel subset of a complete separable metric space. Denote by $\mathcal P(X)$ the set of all Borel probability measures over $X$ ...
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Most significant results in motivic integration theory?
I am thinking about reading a course on motivic integration. I have already read certain introductions to the subject; yet I am not sure that they mention all the significant parts of the theory. So, ...
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Function from a compact metric space to the subsets of the naturals
Let $X$ be a compact metric space, and $\mu$ a Borel probability measure. For
$S\subset\mathbb{N}$ we denote the upper density with $\overline{D}(S).$
Let $f:X\rightarrow2^{\mathbb{N}}$ be a ...
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Examples of toposes for analysts
I've read that toposes are extremely important in modern mathematics, but I find the definitions and examples given on the nLab page a little too abstract to understand.
Can you provide some examples ...
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From Lebesgue Integral to Stieltjes Integral, and integration by parts
Let $X$ be a real random variable with c.d.f function $F$.
Let $g$ be an increasing measurable real function and assume that $\mathbb{E}\left[g(X)\right]$ exists (and is finite).
What additional ...
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two concepts of positivity for elements of $C(X)$ when $X$ is hyper-stonean
Suppose that $X$ is a compact space. Let $M(X)=C(X)^*$ denote the Banach space of regular measures. Is the following statement true:
$F:M(X)\to\mathbb{C}$ is a positive functional if and only if the ...
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Is there a measure / probability theory in a topos of "generalized measure spaces"?
Consider the category with the standard Lebesgue measure space $\Omega$ as its only object and measure type preserving nonincreasing (equivalence classes of) maps as morphisms.
Question: is there an ...
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Talking about properties of “random” elements
I asked this in MSE but did not get a satisfying answer. I apologize in advance if this is not appropriate for MO.
Suppose that we have some set X and we want to say that a "random" (or generic) ...
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