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Questions tagged [measure-theory]

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

5
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2answers
176 views

Improving equi-integrability for a family $\mathcal F$ in $L^1(\Omega)$

Let $\mathcal F$ be a weakly compact subset of $L^1(\Omega)$. Dunford–Pettis theorem says that $\mathcal F$ is uniformly integrable. Also, by de la Vallée-Poussin theorem we can find an increasing ...
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0answers
60 views

Nonlinear maps in Riesz Thorin theorem

The Riesz Thorin theorem allows us to interpolate between $L^p$ spaces and the usual assumption is that the map $T$ is linear. What I was wondering about is whether this is because otherwise you do ...
3
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0answers
58 views

Dependency of the Wasserstein distance on the parameter: a differential perspective

Let $\mu(dx)=\sum_{i=1}^np_i\delta_{x_i}(dx)$ and $\nu(dy)=\rho(y)dy$ be two probability measures on $\mathbb R^d$. Consider the $2-$Wasserstein distance below: $$W_2(\mu,\nu)^2 \quad := \quad \inf_{\...
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0answers
71 views

On measurability in Wiener space

Let $f$ be a complex-valued continuous function on Wiener space such that $|f|$ is measurable. Is $f$ then measurable, too? I am looking for a proof or a counterexample.
7
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2answers
241 views

Non-separable metric probability space

Let us say a metric probability space $(X,\rho,\mu)$ has property (*) if: the support of $\mu$ is contained in a separable subspace of $X$. Questions: 1. Is there a standard name for this property? ...
3
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0answers
38 views

Measure of set of vectors whose outer product are bounded

Let consider the canonical Euclidean space $E = \mathbb{R}^n$, endowed with the Lebesgue measure $\mu$. Define the map $v_k: E^k \rightarrow \mathbb{R}$ that sends a $k$-uple $x_1,\cdots, x_k$ of ...
1
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1answer
91 views

are there measure preserving mapping in this case?

Suppose f and g are two Borel function on [0, 1]. The push-forward of the Lebesgue measure on [0,1] by f and by g are the same. Then are there some Borel measurable function from [0,1] to [0,1], ...
3
votes
1answer
249 views

Function square-integrable

Let $f$ be an arbitrary function in $L^2(0,\infty)$ and consider the function $$(g_f)(y) = \frac{1}{y-x_0} \int_{0}^{\infty} f(x) \left(\frac{xy}{(x^2+y^2+1)}\right)^2 \ dx$$ where $x_0$ is an ...
0
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1answer
104 views

Questions on a new definition of continuous multivariate distribution

For a univariate distribution or a univariate random variable, we call it continuous/absolutely continuous if its cumulative distribution function (CDF) is continuous/absolutely continuous. Now I am ...
1
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2answers
178 views

Number theory on Banach space $L^2(\mathbb R)$ meets linear independence?

Consider an orthonormal basis $(\varphi_k)$ of $L^2(\mathbb R)$ with Lebesgue measure. I came along a nice number theoretic question in analysis: Write $$f_k(x):=\int_{\left\lvert y \right\rvert \...
9
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1answer
255 views

Can a big set always look small?

For a set $C\subset \mathbb R^2$, define its visibility from a point $x$ as $vis_C(x)=\{\varphi\in \mathbb S^1\mid \exists t>0~~x+t*\varphi\in C\}$, where $\mathbb S^1$ denotes the unit circle. Say ...
2
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1answer
86 views

Closedness of the set of probability measures anihilating a measurable function

Let $X$ be a compact metrizable topological space and let $f$ be a bounded, real valued, Borel function on $X$. Denoting by $P(X)$ the collection of all probability measures on $X$, consider the ...
1
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1answer
90 views

Convergence of measurable functions in a locally compact space

Set $(X,\mathcal{B})$ a measurable space. If $f:X\rightarrow[0,\infty)$ is a measurable function then exists a sequence of simple functions $\{s_n\}_{n\geq1}$ such that $$0\leq s_1 \leq s_2\leq \...
2
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1answer
115 views

Optimal-score partitions

The question about throwing darts asked on the MathOverflow page Sacred Geometry of Chance was not well received, apparently because of "[t]oo much noise around the actual math", as stated in a well-...
4
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0answers
96 views

A quantity that distinguishes finer than Hausdorff dimension

Consider sets $A\subseteq \mathbb{R}$ with Lebesgue measure zero and Hausdorff dimension one. For instance the set of real numbers with bounded entries in their continued fraction expansion have ...
2
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0answers
102 views

Probability bound involving random, convex sets

Let $X,Y$ and $Z$ be random vectors in $\mathbb{R}^d$ defined on $(\Omega,\mathcal{H},\mathsf{P})$ s.t. $Z$ is $\mathcal{F}$-measurable for some $\mathcal{F}\subset\mathcal{H}$. Define a family of ...
2
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1answer
110 views

Support of functions in Fourier domain

Let $\mathcal F$ be the Fourier transform. I would like to understand whether being in a Sobolev space implies that the Fourier transform of a function is necessarily supported on a compact ball up to ...
4
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2answers
167 views

Can the differential entropy of a continuous distribution with lebesgue integrable density be negative infinity?

Define the (differential) entropy for a density $f$ as $$ H(f) :=-\int_{0}^{1} f(x) \log_{2}(f(x)) dx \, .$$ I am trying to find a $f \in L_{1}([0,1])$ such that $f\geq 0, \int_{0}^{1} f(x) dx = 1$...
7
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0answers
84 views

When is Radon-Nikodym derivative induced by a proper map of manifolds bounded?

Let $X,Y$, be compact complex manifolds, and let $f:X\to Y$ be a smooth, proper (i.e. for each $y\in Y$, $f^{-1}(y)$ is a compact set) and surjective map. Choose metrics on $X,Y$ and let $\mu_X, \mu_Y$...
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2answers
167 views

Von Neumann's theorem on realizing automorphisms of the measure algebra

I'm looking for a proof, in English, of the following theorem due to von Neumann (which apparently originates in the paper Einige Sätze über Messbare Abbildungen, Ann. of Math, 1932): Every ...
1
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1answer
91 views

Borel $\sigma$-algebra on the space of Hölder continuous functions

Let $(M,d)$ be a separable metric space $E$ be a $\mathbb R$-Banach space $\alpha\in(0,1]$ Moreover, let $$\left\|f\right\|_{C^{0+\alpha}(K,\:E)}:=\sup_{x\in K}\left\|f(x)\right\|_E+\sup_{\substack{...
3
votes
1answer
75 views

Antisymmetry of the stochastic order

An ordered topological space is a topological space $X$ equipped with a partial order $\leq$ which is closed as a subset of $X\times X$. By antisymmetry of $\leq$, it follows that the diagonal of $X$ ...
2
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2answers
235 views

Non-probabilist term for conditional expectation?

When writing an article I encounter what is essentially a conditional expectation - function defined on a bounded interval (not necessarily of unit length) with Lebesgue measure, but information about ...
2
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0answers
102 views

Parametric distances on product spaces of measures

Disclaimer: Please excuse my loose language. I'm neither an expert in geometry nor probability. Please ask for clarification if something appears unclear or awkward to you. Let $X$ be a topological ...
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0answers
50 views

Are the sets whose convex hull surface admits multiple representations a shy set of sets?

Consider a compact subset $A$ of $R^n$. Let me call $A$ special if any point $x$ that is on the boundary of $\textsf{conv.hull}(A)$ admits a unique representation as a convex combination of points in $...
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0answers
213 views

Covering inequality for sets of intervals

Let $I$ and $J$ be finite sets of open intervals $(a,b)\subset\mathbb R$. For a finite set of points $P\subset \mathbb R$ we denote those subsets of intervals from $I$ and $J$ containing some point ...
4
votes
1answer
83 views

automorphisms of a measurable space can be approximated by continuous measure preserving maps?

Suppose first that $D=[0,1]$ is equipped with the usual Lebesgue measure, and that $\varphi$ is a measure-preserving transformation $\varphi:D\to D$ that is bijective and whose inverse is also measure ...
1
vote
1answer
125 views

How small can a set admitting a nonatomic finite measure be?

Is it consistent that there exists a nonzero atomless finite measure on some $\sigma$-algebra on a cardinal $\kappa$ satisfying $\kappa<\mathfrak{c}$? Can there be such a measure on $\omega_1$ ...
4
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0answers
47 views

$L^p$-spaces for locally convex spaces

Let $(X,\sigma)$ be a locally convex space, say generated by a family of seminorms $\mathfrak{P}$. I know that there is the notion of the space of integrable functions $f:\Omega\rightarrow(X,\sigma)$ ...
1
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1answer
46 views

Infinitely many independent functions that are only frequency localized?

A function $f \in L^2(\mathbb R^d)$ will be called $K$-frequency localized if the following inequality holds $$\int_{\mathbb R^d} \lvert \widehat{f}(x) \rvert^2 x^2 \ dx \le K \int_{\mathbb R^d} \...
4
votes
1answer
99 views

Non-linear translation invariant functionals on $L^1$

I have recently come across a class of (possibly non-linear) operators $F$ defined on $L^1$ such that $F \colon L^1(\mathbb R^d) \to \mathbb [0,+\infty]$; $F(u(\cdot - z)) = F(u(\cdot))$ for every $...
8
votes
1answer
199 views

Is the measurable space $(\omega_1,\mathcal{P}(\omega_1))$ separable?

Here $\omega_1$ is the first uncountable ordinal, and $\mathcal{P}(\omega_1)$ denotes the power set of $\omega_1$. Separable means countably generated as a $\sigma$-algebra.
2
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1answer
356 views

How “compact” are sets of finite measure?

Let $K$ be a compact set of $\mathbb R^n$, then every open cover of $K$ will have a finite subcover. Now consider the following situation: Everything I say in the following is with respect to the ...
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0answers
956 views

The Rise and Fall of Dictators & How it Depends on Our Choice

This question is loosely inspired by the following paper of Shelah on Arrow property in which he answered a question of Gil Kalai affirmatively. Shelah, Saharon, On the Arrow property. Adv. in Appl. ...
3
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2answers
155 views

Existence of a separating affine functional

Let be $S$ a separable(non compact) metric space and $X=C_b(S)$ the set of all bounded continuous functions, then it's topological dual $X^{\star}=rba(S)$ is the set of all regular Borel additive ...
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0answers
121 views

Tangent space and gradient on subspace of Wasserstein space given by finitely supported measures

Let $\mathcal{P}_2(M)$ be the 2-Wasserstein space over some Riemannian manifold $(M,g)$ (connected, complete, and without boundary). Let $\mathcal{FP}_2(M,n)$ be the subspace of probability measures ...
2
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2answers
134 views

References for the Spectral Theorem ( Multiplication Operator Form)

Let $A_1$ and $A_2$ be two commuting self-adjoint (or normal) operators on an infinite-dimensional complex Hilbert space $E$, then there exists a measure space $(X,\mathcal{E},\mu)$, two functions $\...
0
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1answer
114 views

Does sequence almost sure convergence imply almost sure convergence?

This is a cross-post of this and this questions from math.stackexchange.com since I have not received any response there. I would like to seek help here. Suppose $x(t,\omega): [0,T]\times\Omega\...
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0answers
95 views

Convergence (topology) for $\sigma$-finite measures

I'm having much trouble finding literature that addresses the questions which I write below. I was wondering if someone could help me out to understand better, either by providing references or by ...
4
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0answers
86 views

point-wise approximation of the identity in hereditary Lindelof spaces

Let $X$ be a topological vector space. Assume that there exists a sequence of finite range measurable functions $\phi_n:X\to X$ with $\lim\phi_n(x)=x$. Q. Can we concluded that $X$ is hereditery ...
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2answers
89 views

decomposing a measure into relative atom and atomless parts

Let $(X,\mathcal{X},\mu)$ be a standard probability space. A measure $\mu$ is atomic if $\mu$ is supported on at most countable many atoms, and is atomless if $\mu$ has no atom (a point x is an atom ...
12
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3answers
359 views

A characterization of $L_1(\mu)$ in $L_\infty(\mu)^*$

Let $\mu$ be a finite positive measure on a set $M$: $$ \mu(M)<\infty. $$ As is known, the Banach dual space $L_\infty(\mu)^*$ to the space $L_\infty(\mu)$ contains $L_1(\mu)$, but (excluding some ...
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0answers
34 views

Is volume of abstract polytope realisation bounded by length of edges?

Suppose we have abstract polytope F of dimension d ( that is the greatest rank facet has rank n). Such abstract object may have realisations in d-dimensional Euclidean space as polytopes $A_i(F)$, and ...
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0answers
37 views

metric density of a set in the plane with respect to distinct metrics

Let $A \subseteq \mathbb{R}^2$ be Borel (or even open or closed), let $\mathbf{0} = ( 0 , 0)$, and let $\lambda$ be the Lebesgue measure in $\mathbb{R}^2$. Let $ \mathcal{D}^2_A ( \mathbf{0} ) = \lim_{...
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0answers
67 views

density of fractal measures

Let $s\in (0, 1)$ be a real number. Let $E\subset [0, 1]$ be a Borel set whose Hausdorff dimension is given by $s$. Assume that $\mathcal{H}^s(E)=+\infty$, that is, the $s$-dimensional Hausdorff ...
4
votes
1answer
111 views

Weak convergence of measures on dense sets

We are given a complete (separable) metric space $X$ and a dense subset $D\subset X$. Consider a sequence of continuous functions $f_n\colon X\to \mathbb R$ such that $$\int\limits_D f_n \, {\rm d}\mu\...
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0answers
106 views

description of dual space of space of Radon measure equipped with topology of weak convergence

Let $\mathcal{M}(\mathbb R)$ be the space of Radon measures, equipped with topology $\tau$ generated by the following "weak convergence": $$ \mu_n \rightarrow \mu \quad \text{iff} \quad \int f d\mu_n ...
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0answers
100 views

Other than Brownian motion, when else is it possible to define “normalized weighted infinite dimensional Lebesgue measure”?

In this article Sourav Chatterjee poses the question, how do we define the measure: $$d\mu(A)=\frac{1}{Z}\exp\left(-\frac{1}{4g^2}S_{YM}(A)\right)dA$$ The $Z$ here is an infinite normalizing ...
3
votes
1answer
128 views

What is the Wiener measure of the curves with Hölder index $\frac 1 2$?

One may show that the Wiener measure (for curves in $\mathbb R^n$) is concentrated on the Hölder-continuous curves of Hölder index $< \frac 1 2$. What happens to the curves of Hölder index ...
4
votes
1answer
213 views

Approximation of the identity by finite range functions in topological vector spaces

Let $X$ be a topological vector space. Assume that there exists a sequence $\phi_n:X\to X$ of finite range measurable functions with $\lim\phi_n(x)=x$ for every $x\in X$. Can we concluded there exists ...