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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Measurable sets and Valuation Theory
Consider the 2-adic valuation on rationals and then extend it to a valuation on the real numbers. Lets call this extension $\phi$. Let $A$ be the set of all points $(x,y)$ in the plane such that $\phi(...
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definition of operator valued integral with spectral measure
I am trying to make sense of some operators that come up on Buchholz and Summers' work on warped convolutions (two works on arxiv: 2008 and 2011).
There, they work on a Hilbert space $H$ and on the ...
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Baire sets of $X$ possess the required Cartesian product property
Let $X=X_{1}\times X_{2}$ is locally compact space, and define $$E=\{E_{1}\times E_{2}\mid E_{i}\text{ is a Borel set in }X_{i}\;,\text{ for}\; i=1,2\}$$ Now why the Baire sets of $X$ are in the $\...
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Support of an infinitely divisible measure.
Hello,
if $G$ is a compact Lie group. Let $\mu$ be an infinitely divisible measure on $G$, such that $e$, the neutral element of $G$, is in the support of $\mu$. Is that true that the support of $\...
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Streamlined probability measure for tossing infinitely many coins
The standard probability measure over countably many independent coin tosses (i.e., the probability that you get a prescribed prefix of length $v$ is $2^{-v}$) is usually obtained via results in ...
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The Practical Impact of Set-Theoretic Axioms on Measure Theory
The set-theoretic evidence is that we could probably safely add axioms to make many more sets measurable. For example, we could add axioms that would make projective sets measurable.
I'm curious ...
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About the definition of Borel and Radon measures
I am trying to understand the notion of Radon measure, but I am a little bit lost with the different conventions used in the litterature.
More precisely, I have a doubt about the very definition of ...
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Fixed objects of the M endofunctor on category Meas
Consider the category $\operatorname{Meas}$ of measurable spaces: its objects are sets equipped with $\sigma$-algebras, and its morphisms are measurable functions between spaces.
As Gerald Edgar &...
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Does a weaker condition than vanishing derivative imply a function being constant?
I learned this question from math.stackexchange, which is equivalent to ask that if $f:[0,1]\to \mathbb{R}$ is a continuous function with bounded variation, does
$$g(x):=\lim_{\epsilon\to 0}\frac{f(x+...
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Calculating the Lebesgue decomposition of a measure [closed]
How we should calculate the Lebesgue decomposition of a measure? Please explain it with an example such I can get the whole idea behind it.
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What distribution(s) of delays make(s) timing attacks hardest?
$H$ is (Shannon) entropy.
In terms of the positive real number $t$, what distribution(s) $\hspace{.01 in}X$ on $\:[0\hspace{.005 in},\hspace{-0.03 in}\scriptsize+\normalsize\infty\hspace{-0.02 in})$...
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Regular borel measures on metric spaces
When teaching Measure Theory last year, I convinced myself that a finite measure defined on the Borel subsets of a (compact; separable complete?) metric space was automatically regular. I used the ...
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Borel Group on R [closed]
Last week in class we used the fact that if we have a group within R which is also a Borel Set, then it is either R or meagre. Why is it so? Can you direct me to a proof?
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Opinions on the Multiplication of Measures
A few questions, hopefully to spark some discussion.
How can one define a product of measures?
We could use Colombeau products by embedding the measures into the distributions? I'm not sure why this ...
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About a generalization of the Radon Nikodym Theorem
Im trying to prove a generalization of the Radon Nykodym theorem, but im having troubles even for finite measures, could someone help?
Let $\mu$ and $\nu$ two $\sigma$-finite measures in $\(X,\...
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inequality for coupling of measures
Let $X = \prod _{s \in S} \Omega_s$, with $\Omega_s$ finite and all the same, $S$ countable. Let $\mu_1$ and $\mu_2$ be two probability measures on the product space (not necessarily the product ...
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special extremally disconnected spaces with only finite isolated points
We Know that a cardinal $\kappa$ is measurable if there is a set $X$ with cardinal $\kappa$ and a {0,1}-measure $\mu: P(X) \rightarrow ${$0,1$} so that for all $x \in X$, $\mu(x)=0$ and $\mu(X)=1$. ...
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coupling of projections and projection of the coupling
Let $C$ be a coupling between two measures, $C= \mu^1 \mbox{ } t \mbox{ } \mu^2$ ($t$ is the symbol of binary operator of the coupling (I can't find a more proper symbol here)). The measures are both ...
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Why is this generality in Vitali's Lemma useful?
In Vitali's Lemma it uses outer measure rather than measure. What are some results that depend on it this theorem applying to sets with only outer measure rather than measurable sets?
Vitali's Lemma:
...
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the intersection of a sequence of measurable sets
If $\Omega$ is a bounded open set in $R^n$, $\Omega_j\subset\Omega$, and $|\Omega_j|\geq\epsilon$, which $\epsilon$ is a constant. Can we say there is a subsequence $\Omega_{j_k}$ of $\Omega_j$, such ...
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Weak convergence, and Cesaro convergence (of mu_n (E) ) imply convergence (of mu_n (E))?
Let $X$ be a compact metric Borel space. Suppose $\mu_{n}(A)\rightarrow\mu(A)$
for all $\mu-$continuity sets $A$ (sets with zero boundary measure), where $\mu_{n}$ is a sequence of probability ...
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Relation between measure of sets
Is it true that, given a space $X$ and a probability measure $\mu$ on it, given some sets $A, B \subset X$ and a finite number of disjoint sets $C_{\sigma}$ such that $\bigcup_{\sigma} C_{\sigma} =X$, ...
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Measure theory treatment geared toward the Riesz representation theorem
I'm looking for recommendations for books (or lecture notes) that develop measure theory in sufficient detail to state and prove the Riesz representation theorem (which is the characterization of the ...
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Algorithm for numerically approximating the Prokhorov metric?
Question: What is known about algorithms for numerically computing/approximating the Prokhorov distance between two measures?
Recall that the Prokhorov distance metrizes the topology of weak(-*) ...
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Measures on general topological groups
I am interested in the group algebras of non-locally compact groups. What references can you advise?
This is a wide question, so I list more concretely what I would like to see:
Here X can be even ...
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Measure of the boundary of the exceptional sets in the Egorov's theorem
Let $E\subset\mathbb{R}^n$ be an open set with a zero-measure boundary. Let $f_k$ be a sequence of functions on $E$ such that $f_k\rightharpoonup f$ weakly in $H^1(E)$ and $f_k\to f$ a.e. on $E$ (but $...
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Linear Maps between $L^1$-spaces of singular measures
I posted the following question also here, but thought that I can get more answers in MO.
Let $(\Omega,\Sigma)$ be a measurable space and $\nu_1$, $\nu_2$ two probability measures on it. For $i=1,2$, ...
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measurable function on a locally compact space for a regular measure
A well known classical fact is that a Lebesgue measurable function on Euclidean space is almost everywhere equal to a Baire class 2 function. A relatively modern reference for this fact is van Rooij -...
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Vitali Covering Theorem for Arbitrary Subsets of Doubling Metric Spaces
Hello,
I've been wondering today around the following exercise in J.Heinonen's "Lectures on Analysis on Metric Spaces" (see below for terminology): prove that the statement of Vitali Covering Theorem ...
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When can a function be recovered from a distribution?
What properties does a distribution (in the generalized function sense) has to have in order to be a function. That is, when is $T(\varphi) = \int f \varphi$ for some $f$?
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If two probability distributions have the same weak limit and one of them satisfies Large Deviation Principle, what can we say about the other?
If the probability distribution function of two sequences of random variables have the same weak limit and one of the sequences satisfies a Large deviation principle, then does it imply that the other ...
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Estimates for Fourier transform
Let $f(x)$ be a smooth function from $\mathbb{R}$ to $\mathbb{R}$. Let $\mu$ be a compactly supported Borel measure (not necessarily positive) on $\mathbb{R}^n$. Define
$$
\tilde{\mu}(\xi) = \int e^...
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Are all compact groups amenable ?
Wikipedia states that the Haar measure on a compact group is a mean (and that every compact group is amenable). But, obviously, the Haar mesure on the group of unit quaternions cannot be defined on ...
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Certain compact subset of $L_1$
Let $(\Omega,\Sigma, \mu)$ be a probability measure and $X$ a Banach space. I am interested in subsets $F\subseteq L_\infty (\mu,X)$ that satisfy these two compactness conditions:
$F$ is a norm-...
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Stationary, ergodic measures from the structuralist point of view
Stationary, ergodic measures are a class of objects very familiar to probabilists. In a sense, these are the weakest generalization of the classic case of independent, identically distributed random ...
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questions about the Riemann-Lebesgue integral
(Assume Countable Choice.)
Generalizing arxiv.org/pdf/math/9903103 and www.um.es/beca/papers/BirkhoffBourgain.pdf,
the Riemann-Lebesgue integral can be defined as follows:
For $V$ a real $(\text{T}...
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A Kakeya-like problem: must a union of annuli fill the plane?
Let $S$ be a subset of $\mathbb{R}^2$ with the following property. For all $x \in \mathbb{R}^2$ and $\varepsilon \gt 0$, there exists a nontrivial interval $[a,b] \subseteq [1-\varepsilon,1]$, such ...
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Existence of a measure under certain condition
Hi everyone,
my problem seems quite simple: I have a set $\Gamma$ along with a nice $\sigma$-algebra $\mathscr{B}$. Then I have a vector space of bounded measurable functions $A \subset \mathscr{B}_{\...
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Do sets with positive Lebesgue measure have same cardinality as R?
I have been thinking about which kind of wild non-measurable functions you can define. This led me to the question:
Is it possible to prove in ZFC, that if a (Edit: measurabel) set $A\subset \mathbb{...
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Finite union of tail sigma-algebras
Let $\mathcal{F}_i^j$ be a collection of sigma-algebras for
$i \in \mathbb{N}$ and
$j \in \{1,\ldots,n\}$ such that $\mathcal{F}_{i+1}^j \subseteq \mathcal{F}_i^j$ for all $i,j$. I would like to ...
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Convergence of probability measures on a generating field of a sigma-field
Let $(\Omega,\mathcal{B})$ be a measurable space and let $\mathcal{F}$ be a generating field of $\mathcal{B}$. Assume $\mathcal{F}$ is standard, i.e. it is countable, and any normalized, non-negative, ...
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Measures of full Hausdorff dimension for self-affine sets
Consider the iterated function system $T_{1}(x)=(\beta x,\tau y)$, $T_{2}(x,y)=(\beta x+(1-\beta),\tau y+ (1-\tau))$ for $\beta\in(1/2,1)$ and $\tau\in (0,1/2)$ with self affine set $\Lambda_{\beta,\...
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Intuition behind the diagonal intersection
Suppose that for all $\alpha<\kappa$ we have that $A_\alpha\subseteq\kappa$. We define the diagonal intersection to be $$\bigtriangleup_{\alpha<\kappa}A_\alpha = \left\lbrace\xi<\kappa\ \...
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Borel sets preserved under open maps?
Given open map f: $R^n$ to $R^n$ such that each open set $U\in R^n$, $f(U)$ is also open. Are Borel sets in $R^n$ preserved under f?
Motivation: Pre-image of Borel sets under continuous map is a ...
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Sufficient (and concrete) condition for a function to satisfy some measure theoretic property
I'm interested in the following property, for a positive and locally bounded function $\omega:\mathbb{R}\to\mathbb{R}^d$, $d\ge 1$: there exists a countable sequence of open and pairwise disjoint sets ...
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LSI for Gaussian measure in $({\mathbb{R}^d})^{\mathbb{Z}^d}$
I am looking for a reference: Does Gaussian measure satisfy Logarithmic Sobolev Inequality (LSI) in $\({\mathbb{R}^d}\)^{\mathbb{Z}^d}$. Thanks.
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Dual of bounded uniformly continuous functions
Let $(X,d)$ be a metric space, and let $C_u(X)$ be the Banach space of bounded uniformly continuous functions on $X$ (with the uniform norm). How can I characterize its dual space $C_u(X)^*$?
I ...
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Is positive part of the kernel measurable?
Let $(E,\mathscr E)$ be a measurable space and $Q:E\times \mathscr E\to\Bbb [-1,1]$ be a signed bounded kernel, i.e. $Q_x(\cdot)$ is a finite measure on $(E,\mathscr E)$ for any $x\in E$ and $x\mapsto ...
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"Nice" sigma-algebra on set of measurable functions
In topology, given topological spaces $X$ and $Y$, the compact-open topology is considered, under the relatively mild requirement that $X$ be locally compact Hausdorff, to be the most "natural" ...
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Family of Brownian Motions
I am trying to show the following statement
Let $D\subset \mathbb{R}^2$ be an open and bounded subset. $\Pi=(P^x : x \in D )$ a Family of standard Brownian Motions started at $x \in D$. Then $\Pi$ ...
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