Questions tagged [measure-theory]

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

433 questions with no upvoted or accepted answers
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32
votes
0answers
495 views

A kaleidoscopic coloring of the plane

Problem. Is there a partition $\mathbb R^2=A\sqcup B$ of the Euclidean plane into two Lebesgue measurable sets such that for any disk $D$ of the unit radius we get $\lambda(A\cap D)=\lambda(B\cap D)=\...
22
votes
0answers
1k views

Example of a quasi-Bernoulli measure which is not Gibbs?

Let $X=\{0,1\}^{\mathbb{N}}$. For simplicity I consider measures on $X$ only. A measure $\mu$ is quasi-Bernoulli if there is a constant $C\ge 1$ such that for any finite sequences $i,j$, $$ C^{-1} \...
22
votes
2answers
3k views

Can a Vitali set be Lebesgue measurable? (ZF)

Here is the definition of Lebesgue measure. The standard proof that Vitali sets are not Lebesgue measurable uses countable additivity of Lebesgue measure, which is not a theorem of ZF. (In ...
21
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0answers
765 views

A question about sigma algebras and rectangles

Let P be the statement: Every subset of plane belongs to the sigma algebra generated by $\{A \times B : A, B \subseteq \mathbb{R}\}$. Let Q be the statement: Every continuum-sized family of subsets ...
21
votes
0answers
664 views

Relative null-ness

Here, "measure" always means Lebesgue measure on $\mathbb{R}$. This question is partly motivated by my answer https://math.stackexchange.com/questions/1444498/is-there-a-categorizaiton-system-for-null-...
20
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0answers
813 views

A question about small sets of reals

In ZFC, does there exist an uncountable set of reals $A$ such that for every closed measure zero set of reals $B$, we have that $ A + B = \{a+b : a \in A, b \in B\} \neq \mathbb{R}$? This question is ...
16
votes
0answers
215 views

Gap two Sierpinski set?

Is it consistent to have a set of reals $X$ of size $\aleph_3$ such that for every $Y \subseteq X$, $Y$ has measure zero iff $|Y| \leq \aleph_1$?
15
votes
0answers
252 views

Large Borel antichains in the Cantor cube?

Let $2^\omega$ be the Cantor cube $\{0,1\}^\omega$, endowed with the standard compact metrizable topology and the standard product measure, called the Haar measure. The Cantor cube is considered as a ...
15
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0answers
957 views

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 ...
14
votes
0answers
391 views

A meager subgroup of the real line, which cannot be covered by countably many closed subsets of measure zero?

Is there a ZFC-example of a subgroup $H$ of the real line $\mathbb R$ such $H$ is meager, has zero Lebesgue measure, but cannot be covered by countably many closed subsets of measure zero in $\mathbb ...
13
votes
0answers
275 views

Lebesgue density 1/2 (or bounded away from 0 and 1)

From the work of Preiss, we know that in infinite-dimensional spaces, one has violations of the Lebesgue density theorem. In particular, he has constructed examples of probability spaces where a set ...
13
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0answers
2k views

Does this metric have an official name? Lévy metric? Ky Fan metric?

Let $X$ and $Y$ be random variables taking values in a separable metric space $(S,d)$. The metric I have in mind is $$\rho(X,Y) = \mathbb{E}[\min\{d(X,Y),1\}]$$ if $X$ and $Y$ take values in the a ...
11
votes
0answers
144 views

Maximizing an integral w.r.t. a measure on the unit sphere

I would like to know if the answer to the following question is known. Let $d \ge 3$. What is the value of $$ \theta(d) := \max_{\mu} \int_{S^{d-1}} \int_{S^{d-1}} \cdots \int_{S^{d-1}} |x_1 \...
11
votes
0answers
168 views

Shift invariant measurable selection theorem

Let $(X,\mathcal{F})$ be some measure space and endow $\mathbb{R}^\mathbb{Z}$ with the product topology and borel $\sigma$-field. Let $F$ be a point to set mapping $X^\mathbb{Z}\rightarrow \mathcal{P}(...
11
votes
0answers
625 views

Is every $\sigma$-algebra of sets *abstractly* the Borel algebra of a topology on perhps some other set?

Is every sigma-algebra the Borel algebra of a topology? inspires the present question which asks for less. Question: Given a $\sigma$-algebra ${\cal A}$ on a set $X$, does there exist a topology ${\...
11
votes
0answers
671 views

Errata for the Treatise of Analysis of Dieudonné

I was looking again at the beautiful and quite complete work of Dieudonné, his Treatise of Analysis, to refresh my memory about some aspects of classical analysis. I especially love this Treatise for ...
10
votes
0answers
419 views

A subset of plane that meets every line at length one

Is there a subset of plane whose intersection with every line has length one? It is easy to construct such a set under the continuum hypothesis. Also, no such set is Lebesgue measurable - See ...
10
votes
0answers
358 views

Uniform closure of subspaces of Baire class 1

Describe a uniformly closed linear subspace $A \subset C([0,1])$ such that the space $B_1(A)$ is not uniformly complete. Here $B_1(A)$ is the set of all bounded functions $f$ which are pointwise ...
9
votes
0answers
252 views

Concerning Luzin-(N)-property

Definition: a function $f:\mathbb{R}\to \mathbb{R}$ has Luzin-(N)-Property if $f$ maps any null set to a null set. By https://www.encyclopediaofmath.org/index.php/Luzin-N-property, it is known that ...
9
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0answers
219 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 ...
9
votes
0answers
822 views

Weak$^*$ convergence of measures vs. convergence of supports

Let $X$ be a compact metric space and let $\mathcal M(X)$ denote the set of probability measures on $X$. For $\mu\in\mathcal M(X)$ we write $\text{supp} \mu$ for the support of $\mu$. It is easy to ...
9
votes
0answers
196 views

Cramer's theorem in Hilbert spaces

I am interested under what conditions Cramer's theorem applies in random variables taking values in Hilbert spaces. Following these lecture notes, but using a Hilbert space: Let $X_1,X_2,\cdots$, be ...
9
votes
0answers
589 views

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 ...
9
votes
0answers
2k views

Quotients of Measurable Spaces?

Let $(\Omega,\Sigma)$ be a measurable space and $\Pi$ be a partition of $\Omega$. There is a projection $\pi:\Omega\to\Pi$ that maps each $\omega\in\Omega$ to the unique partition cell in $\Pi$ ...
8
votes
0answers
519 views

Can every set be measurable?

The Solovay model shows that ZF (plus an inaccessible) is consistent with every subset of $\mathbb{R}$ being measurable. How far can we go in that direction? We can always have non-measurable sets ...
8
votes
0answers
301 views

When is the sigma-algebra generated by closed convex sets the same as the Borel sigma-algebra

For which topological vector spaces $E$ do we have the equality between the sigma algebra generated by the closed convex subsets of $E$ and the Borel sigma algebra of $E$ ? More precisely, do we have ...
8
votes
0answers
460 views

A Banach-Tarski game

This is partially inspired by the question https://math.stackexchange.com/questions/1383397/cutting-a-banach-tarski-cake, which I find intriguing if unclearly written. A paradoxical family of subsets ...
8
votes
0answers
470 views

Two questions about universally measurable sets

I have two questions about universally measurable sets: (1) Is there a universally measurable set of reals which does not have the Baire property? (2) Is there a universally measurable set of reals ...
8
votes
0answers
172 views

A small planar set containing a large family of curves

A beautiful construction by Besicovitch and Rado [1] produces an astounding example of a compact connected plane set of measure zero containing circles of all radii $r\in(0,1]$. A corollary to a ...
8
votes
0answers
195 views

Qualitative weakenings of probabilistic independence

In probability theory, independence of random variables is characterised by $$(1)~~X~\text{independent}~Y \; \iff \; P_{(X,Y)} = P_X \otimes P_Y \enspace ,$$ where $P_{(X,Y)}$ is the joint probability ...
8
votes
0answers
914 views

G-delta of measure 0 containig the rationals.

It is well known that $\mathbb{Q}$ is not a $G_\delta$. In fact no countable dense subset of $\mathbb{R}$ is a $G_\delta$. We order the rationals in a sequence: $\mathbb{Q}=\lbrace r_k\rbrace$, and ...
7
votes
0answers
152 views

Does this ideal in $B(L_1)$ have a (bounded) right approximate identity?

I will take a roundabout way to defining this ideal, because (a) this route is how my collaborators and I came to it (b) this alternative definition, rather than the standard one, may suggest a ...
7
votes
0answers
123 views

Point-free topology, but with $\sigma$-algebras instead of spaces

I have a question about $\sigma$-algebras in relation to point-free topology. The question was inspired by a comment on a similar question I had: If abstract $\sigma$-algebras (i.e. certain boolean ...
7
votes
0answers
388 views

A discontinuous construction

Suppose we have an uncountable family of functions $f_r: [0, 1] \to R$ indexed by $r \in [0, 1]$ such that for each $r$, there exists a unique $x$ in $[0, 1]$ such that $f_{r}$ is positive on $x$ and $...
7
votes
0answers
87 views

Volume of a neighborhood of singular matrices

Suppose we take the set of all $n\times n$ real matrices with entries in $[0,1]$ in Euclidean space. Let $N_\epsilon$ be the $\epsilon$ neighborhood of the set of all singular matrices in this space, ...
7
votes
0answers
123 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 $\mu_X, \mu_Y$...
7
votes
0answers
297 views

Counter-example to the completeness of the Wasserstein metric

$\newcommand{\P}{\mathcal{P}}$ Let $(E,d)$ be a complete metric space, let $\P(E)$ be the set of all probability measures on $(E,\mathcal{B}(E))$. Let $W_d$ be the $1$-Wasserstein (Kantorovich) ...
7
votes
0answers
173 views

Characterizing the sum $L^1 + L^\infty + L^{1,\infty} + L^{\infty, 1}$ of iterated Lebesgue spaces “by duality”

For the usual Lebesgue spaces $L^p (\mu)$ ($p \in [1,\infty]$) on a ($\sigma$-finite) measure space $(X,\mu)$, it is well-known that one has the characterization $$ L^p (\mu) = \left\{f : X \to \Bbb{...
7
votes
0answers
286 views

Generator of a $\bigoplus_{n=0}^\infty \mathbb{Z}/2\mathbb{Z}$-action

Let $T$ be a measure-preserving action of a group $G$ on a Lebesgue space $X$. That means that $T$ associates an automorphism (i.e. an invertible measure-preserving transformation) $T^g$ of $X$ to ...
7
votes
0answers
157 views

Cutting a piece of cake that $n$ people value as exactly $w$

Stromquist and Woodall (1985) study the problem of Sets on which several measures agree. There are $n$ non-atomic value measures on the unit circle, and a parameter $w\in(0,1)$. The goal is to find a ...
7
votes
0answers
365 views

A question about finitely additive extensions of Lebesgue measure

Suppose $m:P([0, 1]) \to [0, 1]$ is a finitely additive measure extending the Lebesgue measure. Must there exist some $X \subseteq [0, 1]$ such that $m(X \cap I) = |I|/2$ for every sub interval $I \...
7
votes
0answers
325 views

Why has Sacks' “Measure-theoretic uniformity” not been more influential?

In the 1969 paper "Measure-theoretic uniformity in recursion theory and set theory," Trans. Amer. Math. Soc. 142 1969 381–420, Sacks gave a measure-theoretic approach to several results previously ...
7
votes
0answers
166 views

Simultaneous Strong Law of Large Number classes?

Say that $C$ is a SSLLN class of subsets of some topological space $V$ provided that for every sequence of i.i.d.r.v.s $X_1,X_2,...$ with values in $V$, we almost surely have: For every $A$ in $C$, $\...
7
votes
0answers
450 views

“Liftings” of L^\infty functions

This is motivated by this question: Is there an inclusion of $L_\infty(G)$ into $C_0(G)^{**}$? and Bill Johnson's comments there. Let $X$ be a locally compact Hausdorff space and $\mu$ a Radon ...
7
votes
0answers
613 views

Density of countably additive measure in the set of all finitely additive measures.

Let $S$ be a countable discrete set, the following two results are quite easy to prove: Every countably additive probability measure $\mu$ on $S$ commutes (in Fubini's sense) with every finitely ...
7
votes
0answers
644 views

The log kernel and Bochner Theorem

I was wondering if it possible to find a measure $\eta$ on $\mathbb{R}$ such that $$ L(x):=\log\frac{1}{|x|}=\int e^{itx}\;d\eta(t) $$ for every $x\in [0,1/2]$. On a structural ground, this ...
6
votes
0answers
148 views

What (if any) was known about null sets before Lebesgue?

The notion af a null set, i. e., a set of Lebesgue measure zero, does not require a full blown construction of Lebesgue measure: A set is $E\subset \mathbb{R}$ is called a null-set if it can be ...
6
votes
0answers
153 views

The Fubini property of the $\sigma$-ideal generated by closed subsets of measure zero

Question. Can a Borel subset $B\subset\mathbb R\times \mathbb R$ be covered by countably many closed sets of measure zero in the plane if for every $(a,b)\in\mathbb R\times\mathbb R$ the horisontal ...
6
votes
0answers
109 views

How big may the maximum set of entire function be?

Let us consider an entire function of several complex variables $f(z_1,\dots,z_n)$ and its modulus maximum $$M(r,f):=\max \{ |f(z_1,\dots,z_n)|: |z_1|\le r,\dots,|z_n| \le r \} $$ with $r\ge 0$. How ...
6
votes
0answers
357 views

Closedness of a set of measures, where conditional marginals are in closed $\varepsilon$-ball w.r.t. Wasserstein distance

Let $(E,d)$ be a bounded polish space (separable, complete metric space satisfying $\sup_{x,y\in E} d(x,y) < \infty$). By $\mathcal{P}(E)$ we denote the space of Borel probability measures on $E$ ...