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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Graph on $\mathbb{N}$ where almost every vertex is shy
The following question is loosely based on the friendship paradox.
Let $G=(V,E)$ be a simple, undirected graph. For $v\in V$, we let the neighborhood of $v$ be $N(v) = \big\{w\in V:\{v,w\}\in E\big\}$ ...
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On the existence of a complicated fractal-like set of finite perimeter
Let $f\in BV(\Bbb R^n)$ be an integer-valued function that maps into $\{0, 1\}$ and is identically $0$ outside some bounded set in $\Bbb R^n$. In particular, $f$ determines a bounded Caccioppoli set $...
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Density of absolutely continuous measures on a Polish Space
Consider the set of all probability measures on a Polish space $X$ (equipped with the Borel $\sigma$-field $\mathcal{B}(X)$). I am wondering if there exist conditions under which a subset of measures ...
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Does local convergence in $L^p$ follow from weak convergence of measures and uniform $L^p$ boundedness?
On page 610 in Sur les mesures de Wigner by P.-L. Lions and T. Paul, the authors claim the following:
Let $\mathcal{M}_{w-*}$ be the space of bounded positive measures on $R^d$, equipped with the weak*...
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A question about the maximal function
Let $n>4$, $f\in C^{\infty}(\mathbb{R}^{n})$ and 0 denote the origin of $\mathbb{R}^{n}$. We define a weighted maximal function by $$Mf(x)=\sup_{0<r<1}r^{4-n}\int_{B_{r}(x)}|f|$$ which is ...
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$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?
Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
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On the definition of symmetric rearrangement
For a measurable function $u:\mathbb{R}^{n}\to \mathbb{C}$ one usually defines the symmetric rearrangement $u^{*}:\mathbb{R}^{n}\to \mathbb{R}^{+}$ as follows:
\begin{equation*}
u^{*}(x)=\int_{0}^{\...
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Decay rate of $\lim_{|z| \to \infty} \|1_{B(z, 1)} f\|_{L^p} =0$
We fix $p \in [1, \infty)$. We have for every $f \in L^p (\mathbb R^d)$ that $\lim_{|z| \to \infty} \|1_{B(z, 1)} f\|_{L^p} =0$. I wonder if there is an estimate of above decay, i.e.,
Is there a ...
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Does weak convergence in $L^2$ imply convergence a.e. of a subsequence? [closed]
The title pretty much explains it all. Let $u_n\in L^2(\mathbb{R}^n)$ be a sequence converging weakly in $L^2$ to some $u\in L^2(\mathbb{R}^n)$, that is $\int u_k v \to \int u v$ for all $v\in L^2(\...
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Subset of the reals with zero inner measure and "full" outer measure in $\mathsf{ZF}+\mathsf{DC}$
Working in $\mathsf{ZF}+\mathsf{DC}$ (that is, we are allowed to use Dependent Choice but not full choice), suppose that there exists a non-measurable subset of the unit interval $[0,1]$ (just non-...
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Approximate a probability distribution by moment matching
Suppose we want to approximate a real-valued random variable $X$ by a discrete random variable $Z$ with finitely many atoms. Suppose all moments of $X$ is finite. We want to match the moments of $X$ ...
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Is there a natural measurable structure on the $\sigma$-algebra of a measurable space?
Let $(X, \Sigma)$ denote a measurable space. Is there a non-trivial $\sigma$-algebra $\Sigma^1$ of subsets of $\Sigma$ so that $(\Sigma, \Sigma^1)$ is also a measurable space?
Here is one natural ...
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Is the Borel-Cantelli Lemma applicable here? [duplicate]
Consider $(X_{n})_{n\in\mathbb{N}}$ a sequence of random variables taking values in the set $\mathbb{Z}_{\geq 0}$ where $\mathbb{P}(X_{n} = i) > 0 $ for every $i\in\mathbb{Z}_{\geq0}$ which are ...
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References on tilting distributions
I would be interested in any book, paper, or other reading material that gives a comprehensive treatment of tilted distributions using the following notion of "tilting" (or equivalent):
...
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Maximal element w.r.t. abolute continuity of measures
Suppose that $\mu$ is a $\sigma$-finite measure on $\mathcal{X}\equiv\bigotimes_{i=1}^n\mathcal{X}_i$. Let $\Pi$ denote the set of all $\sigma$-finite product measures on $\mathcal{X}$. Define
$$
\...
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Why is Lebesgue integration taught using positive and negative parts of functions?
Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...
- 12.9k
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Some stability and estimate of the optimal transport map (Brenier map)
Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution ...
- 54
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Weak convergence of random measures generated by non-negative martingales?
If I have a sequence of non-negative continuous martingales $(M_n(x))_{n\ge 1}$ on $x\in[0,1]$, i.e. for each fixed $n$, $M_n:[0,1]\to[0,\infty)$ is a continuous process, and for each fixed $x\in[0,1]$...
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Existence of the limit of periodic measures
Let $T: X \to X$ be a continuous map over a compact metric space. We say that a measure $\mu$ is $T$-invariant if $T_{\ast} \mu= \mu$. We denote by $M(X, T)$ the space of all $T$-invariant Borel ...
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Demystifying the Caratheodory approach to measurability
Nowadays, the usual way to extend a measure on an algebra of sets to a measure on a $\sigma$-algebra, the Caratheodory approach, is by using the outer measure $m^* $ and then taking the family of all ...
- 63.9k
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Applications of measure, integration and Banach spaces to combinatorics
I'm going to be teaching a Master's level analysis course (measure theory, Lebesgue integration, Banach and Hilbert spaces, and if there's time, some spectral or PDE stuff) in the fall. My problem is ...
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Worst of both worlds?
It's well known that $\mathsf{AC}$ implies the existence of non-measurable sets. And it's also true that, if all sets are measurable, then $|\mathbb{R}/\mathbb{Q}| > |\mathbb{R}|$. But is there a ...
- 3,042
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Existence of derivative of distribution of exponential family?
Suppose $(X, \mathcal{F})$ is a measurable space and $\left\{F_\theta, \theta \in \Theta\right\}$ is a distribution family on $(X, \mathcal{F})$. When $\left\{F_\theta, \theta \in \Theta\right\}$ is ...
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Does a generic linear map admit a vector whose iterates span $V$?
We say a linear map $T$ on a finite dimensional vector space $V$ admits spanning vectors if there exists some vector $v \in V$ whose iterates $v, Tv, T^2 v, \dots$ under $T$ span $V$.
Question: ...
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An auxiliary problem while constructing the system of Jordan sets on a plane
Let $\mathfrak{S}$ be a system of rectangles in $R^2$ of the form $[a,b]\times [c,d]$
where $a,b,c, d \in R$, $a<b$, $c<d$.
Let $\mathfrak{A}$ be a system of simple sets based on $\mathfrak{S}$.
...
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The set of continuous bounded functions $f:X\to Y$ is dense in $L^p(X,Y)$ where $X,Y$ are Polish
It is well known that the set of real-valued continuous functions with compact support is dense in $L^p(\mu)$ where $\mu$ is a Radon measure (see e.g. [Folland, Proposition 7.9]) Clearly, the set of ...
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Lower bounds for truncated moments of Gaussian measures on Hilbert space
Let $\mu_C$ be a centered Gaussian probability Borel measure on a real separable Hilbert space $\mathcal{H}$ with covariance operator $C$. Denote the ball with radius $r$ in $\mathcal{H}$ centered at ...
- 128k
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Disintegration measures and differential forms
Let $X$ and $Y$ be smooth oriented manifolds of dimension $m$ and $n$, and let $f\colon X\to Y$ a proper smooth map. There is a theorem called the "Disintegration Theorem" which says ...
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Interchange the deterministic and stochastic integrals
We fix $T >0$ and let $\mathbb T$ be the interval $[0, T]$. Let $(X_t, t \in \mathbb T)$ be a continuous adapted process on some filtered probability space $(\Omega, \mathcal A, (\mathcal F_t)_{t \...
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Existence of a measurable maximizer
Let $F$ be a continuous cdf with full support on $[0,1].$ Let $A$ be a compact subset of $\mathbb{R}$ and $\mathcal{M}$ be the set of measurable functions $\alpha:[0,1]\rightarrow A.$ Let $\bar \alpha ...
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Measurability of the union of cut loci along a curve
Let $(M,g)$ be a Riemannian symmetric space and $\alpha(s)$ be a geodesic. Define
$$
U(t)=\cup_{s\in[0,t]}{\rm Cut}(\alpha(s))
$$
as the union of the cut loci ${\rm Cut}(\alpha(s))$ along the curve $\...
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Can we control the Wasserstein metric between $\mu$ and $\nu$ by their moment difference?
Fix $p \in [1, \infty)$. Let $(\mathcal P_p(\mathbb R^d), W_p)$ be the Wasserstein space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. Let $D_p$ be the collection of ...
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On a density property of signed singular measures
Suppose that $\mu$ is a signed finite Borel measure which is singular with respect to the Lebesgue measure in $[0,1]$. Is it true that there always exist a point $x\in [0,1]$ such that
\begin{equation*...
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Is defining measures as functionals ever insufficiently general in practice?
Crossposting from Math Stack Exchange, as it has yet to receive any answers there; the original question is here.
The way I learned measures was as set functions on a $\sigma$-algebra with certain ...
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Same occupation measure $\Rightarrow$ same trajectory
Let $f$ be a $\mathcal{C}^1$ vector field (VF) on a compact subset $M \subset \mathbb{R}^n$. $M$ inherits the Euclidean metric. We define a dynamical system by
$$\dot{x}(t)=f(x(t))$$
The occupation ...
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Zariski closed sets in C^n are of measure 0
This is related to another question in which it is proved that Zariski open sets are dense in analytic topology.
But it is intuitive that something more is true. Namely, that they are the sets where ...
- 12.9k
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The Hausdorff measure of intersection of annulus and conformal curve
Recently I came across a problem in my research. Let $g:[0,1]\to\mathbb{C}$ be a restriction of a conformal map that is defined in a simply connected domain $\Omega\subseteq\mathbb{C}$ that include $[...
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$\mathscr{H}^{n-2}(\Sigma)< \infty$ implies $\mathscr{H}^{n-1}(\pi(\Sigma))=0$
Let $\Sigma\subset \mathbb{R}^{n+1}$ be a set with $(n-2)$-dimensional Hausdorff measure finite, i.e. $\mathscr{H}^{n-2}(\Sigma)<\infty$. Let $\pi:\mathbb{R}^{n+1}\to \mathbb{R}^n$ be the ...
- 1,149
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Some continuity issues of the optimal transport map (Brenier map)
Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution ...
- 54
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Strongly regular binary sequences
Let $\mathbb{N} = \{0,1,2,\ldots\}$ denote the set of non-negative integers. If $n\in\mathbb{N}$ we let $[n] = \{0,\ldots,n-1\}$. For $A
\subseteq \mathbb{N}$ we let $$\mu^+(A) = \lim\sup_{n\to\infty}\...
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Preimage of null sets under a monotone increasing function
Let $I\subseteq \mathbb{R}$ be a closed bounded interval and $f:I \to I$ a monotonic increasing function and $S$ the countable set of points $s$ such that $|f^{-1}(s)| > 1$. Is the following ...
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Does left-invariance imply right-invariance for closed unimodular normal subgroups?
Suppose we have a locally compact group $G$ and a closed unimodular normal subgroup $N$.
Let $\mu$ be a Borel probability measure on $G$ which is left $N$-invariant.
Does it follow that $\mu$ is right ...
- 63.9k
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If $\mathcal{H}^{n-1}(E)=0$ then $\mathbb{R}^n\setminus E$ is connected
Let $E\subset \mathbb{R}^n$ be a (measurable) subset with $\mathcal{H}^{n-1}(E)=0$, where $\mathcal H^{n - 1}$ is the ($n - 1$)-dimensional Hausdorff measure. I want to know if $\mathbb{R}^n\setminus ...
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What is the limit of a helix as the frequency tends to infinity?
Consider the helix parametrized by $r(t) = (\cos(\omega t), \sin(\omega t), t)$, for a given $\omega > 0$, and $t \in \mathbb{R}$. How can we interpret the limit as $\omega \to \infty?$
My initial ...
CommunityBot
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Pushforward of measure under surjective map
Let $X, Y, Z$ be measurable spaces with measures $\mu_X, \mu_Y, \mu_Z$ respectively. Let $\pi_Y : Y \times Z \rightarrow Y$ be the projection on $Y$ and $\pi_Z : Y \times Z \rightarrow Z$ the ...
- 2,858
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Entropy for Haar measure on $O(n)$
Let $G$ be a locally compact group. A measure $\mu$ is the right-Haar measure on $G$ if for every $g\in G$ and $E\subseteq G$ Borel set $\mu(Eg)=\mu(E)$. It is known that every locally compact group ...
- 188k
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Relation between the convergence of measures and the evolution of their supports
Let a sequence of Borel probability measures $\mu_n$ converges to $\mu$ in the weak*-topology. Are there any related results on the evolution of the support of $\mu_n$?
For example, in which case, the ...
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81
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Is a bounded measurable convex function above its interior lower semi-continuous convex envelope?
Let $E$ be a locally convex topological vector space, let $C$ be a convex set which matches the closure of its relative interior $\mathring C=\{ x\in C : \forall y\in C,\exists z\in C,~x\in\mathopen]y,...
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4
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Separable sigma-algebra: equivalence of two definitions
The two definitions alluded to in the title can be found in the relevant Wikipedia entry (one is that the $\sigma$-algebra is countably generated, the other is pretty much the standard usage of the ...
- 6,367
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49
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Weak convergence of Gibbs measures with converging energy functions
Let $H$ be a continuous energy function defined on a compact subset $A\subset \mathbf{R}^n$
and let $Q$ be a fixed probability measure on $A$.
For each $\theta>0$, define the probability ...
- 503