# Questions tagged [measure-theory]

Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.

**27**

votes

**1**answer

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### Are the Sierpiński cardinal $\acute{\mathfrak n}$ and its measure modification $\acute{\mathfrak m}$ equal to some known small uncountable cardinals?

This question was motivated by an answer to this question of Dominic van der Zypen.
It relates to the following classical theorem of Sierpiński.
Theorem (Sierpiński, 1921). For any countable ...

**47**

votes

**2**answers

7k views

### Is there a category structure one can place on measure spaces so that category-theoretic products exist?

The usual category of measure spaces consists of objects $(X, \mathcal{B}_X, \mu_X)$, where $X$ is a space, $\mathcal{B}_X$ is a $\sigma$-algebra on $X$, and $\mu_X$ is a measure on $X$, and measure ...

**33**

votes

**4**answers

11k views

### When is $L^2(X)$ separable?

I have never studied any measure theory, so apologise in advance, if my question is easy:
Let $X$ be a measure space. How can I decide whether $L^2(X)$ is separable?
In reality, I am interested in ...

**29**

votes

**4**answers

9k views

### Product of Borel sigma algebras

If $X$ and $Y$ are separable metric spaces, then the Borel $\sigma$-algebra $B(X \times Y)$ of the product is the $\sigma$-algebra generated by $B(X)\times B(Y)$. I am embarrassed to admit that I ...

**33**

votes

**4**answers

3k views

### Reference for the Gelfand-Neumark theorem for commutative von Neumann algebras

The Gelfand-Neumark theorem for commutative von Neumann algebras states that the following three categories are equivalent:
(1) The opposite category of the category of commutative von Neumann ...

**57**

votes

**4**answers

15k views

### Non-Borel sets without axiom of choice

This is a simple doubt of mine about the basics of measure theory, which should be easy for the logicians to answer. The example I know of non Borel sets would be a Hamel basis, which needs axiom of ...

**71**

votes

**2**answers

8k views

### Is every sigma-algebra the Borel algebra of a topology?

This question arises from the excellent question posed on math.SE
by Salvo Tringali, namely, Correspondence
between Borel algebras and topology.
Since the question was not answered there after some ...

**21**

votes

**2**answers

1k views

### Can one view the Independent Product in Probability categorially?

One can construct a category of probability spaces, but this category has no products. Now probability theory relies strongly on the ability to build independent products, the product measure. In a ...

**14**

votes

**4**answers

2k views

### Fourier decay rate of Cantor measures

For $0<\theta<\frac{1}{2}$, denote by $C_\theta$ the Cantor set with dissection ratio $\theta$, i.e. the Cantor set obtained from dissection parttern $(\theta, 1-2\theta,\theta)$. It is known ...

**11**

votes

**5**answers

2k views

### 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 ...

**2**

votes

**2**answers

530 views

### Can one estimate the distribution of eigenvalues of a matrix by its Cauchy/Stieltje transform?

Given a real symmetric $n$ dimensional matrix $A$, with eigenvalues $\lambda_i$ I am defining its Cauchy transform as the function, $f_A(z) = \sum_i \frac{1}{z-\lambda_i}\,$
Is there any information ...

**5**

votes

**2**answers

726 views

### Is the space of signed finite measures on a compact set $M([0,1])$ a sequential space?

Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...

**25**

votes

**5**answers

5k views

### Is there a natural measures on the space of measurable functions?

Given a set Ω and a σ-algebra F of subsets, is there some natural way to assign something like a "uniform" measure on the space of all measurable functions on this space? (I suppose first ...

**16**

votes

**6**answers

6k views

### Metrization of weak convergence of signed measures

Edit: Changed from "Hausdorff" to "metric" spaces.
Let $\mathcal{M}(\Omega)$ denote the space of signed regular Borel measures on a compact metric space $\Omega$. By Riesz-Markov, this is the dual ...

**13**

votes

**5**answers

6k views

### Projection of Borel set from $R^2$ to $R^1$

Hello
This should be easy to prove but i have no idea how to do it:
If $X \subseteq \mathbb{R}^2$ is borel then $f(X)$ is borel where $f(x,y) = x$
Thanks
Tobias

**32**

votes

**2**answers

2k views

### Is there a finite family of functions such that the max of any two functions can be dominated by a third?

Is it true that for every $t$ there is an $n$ and there exists a finite function
family, $\cal F$, whose members are from $[n] \to \mathbb N$ (taking all different
values) and for any $f_1, \ldots, ...

**9**

votes

**1**answer

4k views

### Intuitive understanding of the Stieltjes transform

I have been using random matrix theory in signal processing and have some trouble understanding what the Stieltjes transform does.
The gist of my work is that I have an $N\times N$ true covariance ...

**24**

votes

**2**answers

1k views

### A set that can be covered by arbitrarily small intervals

Let $X$ be a subset of the real line and $S=\{s_i\}$ an infinite sequence of positive numbers. Let me say that $X$ is $S$-small if there is a collection $\{I_i\}$ of intervals such that the length of ...

**14**

votes

**5**answers

3k views

### Proof of Krylov-Bogoliubov Theorem

Where can I find a proof (in English) of the Krylov-Bogoliubov theorem, which states if $X$ is a compact metric space and $T\colon X \to X$ is continuous, then there is a $T$-invariant Borel ...

**14**

votes

**4**answers

952 views

### reference request : constructive measure theory

As the title said, I would like to know if constructive measure theory has been developed somewhere ?
I am more precisely interested in the (constructive) theory of completely continuous valuation on ...

**9**

votes

**1**answer

675 views

### Stone-Weierstrass analogue for $L^p$

Let $A$ be a complex algebra of bounded measurable functions on the measure space $(X,\mu)$ (case of $[0,1]$ with Lebesgue measure is enough for me) closed under conjugation. Assume that $A$ separates ...

**9**

votes

**4**answers

2k views

### 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 ...

**15**

votes

**5**answers

2k views

### Conditional probabilities are measurable functions - when are they continuous?

Let $\Omega$ be a Banach space; for the sake of this post, we will take $\Omega = {\mathbb R}^2$, but I am more interested in the infinite dimensional setting. Take $\mathcal F$ to be the Borel $\...

**5**

votes

**2**answers

344 views

### Conditional Expectation for $\sigma$-finite measures

Someone knows of some definition or reference of how to define conditional expectation for a measure space with $\sigma$-finite measure.
I think it should be as follows:
Let $(X,\mathcal{B},\nu)$ ...

**13**

votes

**2**answers

3k views

### How to show that x-y is Lebesgue-Lebesgue measurable

Which is the cleanest way to show that the difference, $d:R^n\times R^n\rightarrow R^n$, $d(x,y)= x-y$, is Lebesgue-Lebesgue measurable? (i.e. foreach A lebesgue measurable in $R^n$, $d^{-1}(A)$ is ...

**8**

votes

**2**answers

1k views

### Integration on the space of symmetric matrices

Let $\mu$ be a Lebesgue measure on the space $G$ of real symmetric $n \times n$ matrices (the Haar measure on the additive group of such matrices). For any $A \in G$ let $\chi_{A}(x)$ be its ...

**8**

votes

**1**answer

328 views

### A criterion for second countability

Let $(X,\tau)$ be a topological space.
Assume for any arbitrary topological base $\mathcal{E}$ of $\tau$ we have that: the Borel sigma algebras coming form $\mathcal{E}$ and $\tau$ are the same. ...

**8**

votes

**2**answers

376 views

### Interpolation space between $L^1\cap L^2$ and $L^1$

In the paper of Bourgain, the way equation (3.78) is deduced from (3.69) and (3.76) seems via the following interpolation result. Let $(X,\mu)$ and $(Y,\nu)$ be two measure spaces and let $T$ be a ...

**7**

votes

**1**answer

301 views

### Darboux property of non-atomic sigma-additive nonnegative measures equivalent to the AC?

A result commonly, and probably erroneously, attributed to W. Sierpiński is that every non-atomic, countably additive, nonnegative measure $\mu: \Sigma \to \bf R$, where $\Sigma$ is a sigma-algebra on ...

**5**

votes

**3**answers

1k views

### When is the graph of a function a dense set?

Let $f: \mathbb R \to \mathbb R$ be any function. When is the graph of $f$ dense in $\mathbb R^2$?
The only examples I know for this are for non-measurable functions, but is that a necessary condition?...

**4**

votes

**2**answers

489 views

### Is a specific sequentially closed subset of $M([0,1])$ closed?

Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...

**10**

votes

**2**answers

712 views

### Is sigma-additivity of Lebesgue measure deducible from ZF?

Is sigma-additivity (countable additivity) of Lebesgue measure (say on measurable subsets of the real line) deducible from the Zermelo-Fraenkel set theory (without the axiom of choice)?
Note 1. ...

**4**

votes

**1**answer

264 views

### 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 ...

**3**

votes

**1**answer

601 views

### 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\...

**1**

vote

**1**answer

182 views

### Sturm Liouville problems for non-classical orthogonal polynomials

It is known that for the classical orthogonal-polynomials there exist a set of Sturm Liouville problems. E.g. , the Hermite polynomial of order $n$ is a solution of $$y''(x) -xy'(x)+ny(x)=0 \, .$$
My ...

**0**

votes

**2**answers

234 views

### Semifinite measure and spectral theorem

Let $H$ be a complex Hilbert space (not necessary separable).
Spectral Theorem: Let $A_1$ and $A_2$ be two commuting normal operators, then there exists a measure space $(X,\mathcal{E},\mu)$,
two ...

**0**

votes

**1**answer

279 views

### joining or coupling

given two shift invariant measures in the Bernoulli space $\{0,1\}^{\mathbb{N}}$, is there a way to construct joinings of them? It's very diffcult, in general, to find exactly the minimal joining i.e, ...

**113**

votes

**7**answers

16k views

### Why do probabilists take random variables to be Borel (and not Lebesgue) measurable?

I've been studying a bit of probability theory lately and noticed that there seems to be a universal agreement that random variables should be defined as Borel measurable functions on the probability ...

**84**

votes

**24**answers

29k views

### Why should one still teach Riemann integration?

In the introduction to chapter VIII of Dieudonné's Foundations of Modern Analysis (Volume 1 of his 13-volume Treatise on Analysis), he makes the following argument:
Finally, the reader will ...

**41**

votes

**7**answers

11k views

### Is there a measure zero set which isn't meagre?

A subset of ℝ is meagre if it is a countable union of nowhere dense subsets (a set is nowhere dense if every open interval contains an open subinterval that misses the set).
Any countable set ...

**32**

votes

**14**answers

4k views

### What are interesting families of subsets of a given set?

Motivation
The usual starting point of both Topology and Measure Theory is the definition of a family of subsets of a set $S$.
Indeed, one defines a topology on $S$ to be a family of subsets ...

**37**

votes

**7**answers

8k views

### What's the use of a complete measure?

A complete measure space is one in which any subset of a measure-zero set is measurable.
For what reasons would I want a complete measure space? The only reason I can think of is in the context of ...

**35**

votes

**2**answers

2k views

### Measurability and Axiom of choice

In some situations, you need to show Lebesgue-measurability of some function on $\mathbb{R}^n$ and the verification is kind of lengthy and annoying, and even more so because measurability is "obvious" ...

**32**

votes

**2**answers

1k views

### Translates of null sets

Does there exist a null set of reals $N$ such that every null set is covered by countably many translations of $N$?

**15**

votes

**11**answers

3k views

### 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 ...

**19**

votes

**6**answers

1k views

### Lebesgue measure theory applications

I'm looking for reasonably simple examples of applications of Lebesgue measure theory outside the measure theory setting. I give an example.
Theorem: Let $X$ be a differentiable submanifold of $\...

**32**

votes

**1**answer

4k views

### Do invariant measures maximize the integral?

Update: The negative answer to the following question has been provided by Matthew Daws, who won, but also rejected, the bounty of 100 euro that I set over the question.
Let $\mathcal M(\mathbb Z)$ ...

**24**

votes

**1**answer

3k views

### Furstenberg's Conjecture on 2-3-invariant continuous probability measures on the circle

Hillel Furstenberg conjectured that the only $2$-$3$-invariant probability measure on the circle without atoms is the Lebesgue measure. More precisely:
Question: (Furstenberg) Let $\mu$ be a ...

**19**

votes

**1**answer

997 views

### Which complete Boolean algebras arise as the algebras of projections of commutative von Neumann algebras?

Projections in an arbitrary commutative von Neumann algebra form a complete Boolean algebra.
Moreover, a morphism of commutative von Neumann algebras induces
a continuous morphism of the corresponding ...

**18**

votes

**3**answers

3k views

### Why pi-systems and Dynkin/lambda systems? On the relative merits of approaches in measure theory.

What is the point of $\pi$-systems and
$\mathcal{D}$ / Dynkin /
$\lambda$-systems?
I am an analyst in the process of consolidating my measure theory knowledge before moving on to harder/newer ...