Questions tagged [measure-theory]
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
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questions with no upvoted or accepted answers
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Sierpinski sets and extensions of Lebesgue measure
I am duplicating an old problem from stackexchange:
Suppose that every countably generated sigma algebra extending the Borel sigma algebra on $[0, 1]$ admits a measure extending the Lebesgue measure ...
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Support of a Measure with Characteristic Functional Continuous in $L_p$, $1\leq p <2$?
Let $\mathcal{S}(\mathbb{R})$ be the space of smooth and rapidly decaying functions and $\mathcal{S}'(\mathbb{R})$ its dual, the space of tempered distributions. Let $\mathscr{P}$ be a probability ...
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Characterizations of an exotic measure on the open sets in the circle $S^{1}$
Suppose that $U\subseteq S^{1}$ is open where $S^{1}=\{z\in\mathbb{Z}:|z|=1\}$. Then define $\mu_{n}(U)=\max_{t\in S^{1}}\frac{1}{n}\cdot|\{k\in\{1,...,n\}|t\cdot e^{\frac{2\pi ik}{n}}\in U\}|$. ...
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Large Deviations: Exponential decay in normed spaces
Let $(X_1,X_2,\cdots)$ be a sequence of independent and identically distributed random variables taking values in some general normed space $(V,||\cdot||)$. Denote $\mu=E[X_1]$ and $S_n=\frac{1}{n}[...
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$f, \hat{f} \in L^{p}\cap L^{\infty} \implies f\in B(\mathbb R)$ (algebra of Fourier- Stieltjes transforms )?
For a bounded complex Borel measure $\mu$ on $\mathbb R$, we define, its Fourier-Stieltjes transform, $\hat{\mu}(y)= \int_{\mathbb R} e^{-2\pi ix\cdot y} d\mu(x); (y\in \mathbb R).$
Let $1\leq p \leq ...
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Do all $L^{\infty}(\mu)$ spaces have the Grothendieck property?
Consider $L_{\infty}(\Omega,\Sigma,\mu)$, where $(\Omega,\Sigma,\mu)$ is any measure space. Does it it have the Grothendieck property? If the measure space is localizable, then it is true. The ...
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Skorohod theorem (weak convergence) on a discrete setting
I have a question about the application of Skorohod representation theorem. The questions arises in this paper about robust hedging in mathematical finance. It is about the very last equation on page ...
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Existence of an universally measurable pullback
Let $X,Y$ and $Z$ be standard Borel spaces:
topological spaces homeomorphic to Borel subsets of complete separable metric spaces.
Let $K\subseteq X\times Y$ be analytic. Assume that $K_x$ is not ...
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Diffusion processes in wide generality
It is common knowledge among schoolchildren that one may define jump diffusion processes in wide generality.
Hard question: What are the most general structures on which one may define something ...
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Exceptional Set in Egoroff's Theorem
I'll use the version of this question I posted on Stakexchange to replace the former version. To simplify the situaton, we assume the measure space we are dealing with right now is a closed interval $...
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Independent Events Inducing Probability Measures
Let $\mathcal{F}$ be a sigma algebra over $\Omega$ and $M$ the set of all probability measures on $\mathcal{F}$. Let $\mathcal{C}$ be some collection of pairs $(A,B)$ with $ \ A,B\in\mathcal{F}$. Now ...
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Conditional probabilities in Banach spaces
This is the infinite-dimensional sequel to my question, Conditional probabilities are measurable functions - when are they continuous?.
Let $\Omega = \Omega_1 \times \Omega_2$ be a probability space ...
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Inverse marginal property of a collection of $\sigma$-algebras
In my paper "On the inverse best approximation property of systems of subspaces of a Hilbert space"
I introduced the Inverse marginal property (IMP) for a collection of $\sigma$-algebras.
Let $(\...
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Compactness of the unit ball in the space of Radon measures w.r.t. the Kantorovich-Rubinstein norm
This question was posted previously but has not attracted any responses so I am repharising it in a slightly different language hoping to reach a wider community
Let $(X,d)$ be a pointed metric space ...
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Finding balls with big measure
Let $(X,d)$ be a compact metric space $n \in \mathbb{N}$ and $\mu$ a finite Borel measure. Suppose there exists $\delta, R>0$ such that for all $0<r<R$.
$$\mu(B(x,r)) < \delta r^n.$$
Under ...
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Is the range of a probability-valued random variable with the variation topology (almost) separable?
Let $X$ and $Y$ be uncountable Polish spaces, $\Delta(Y)$ be the space of Borel probability measures on $Y$ endowed with the Borel $\sigma$-algebra induced by the variation distance, and let $g:X\to \...
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Naïve definition of a measure on a fractal
This question was previously posted on MSE.
Let $K\subset \mathbb R^2$ be a compact fractal of Hausdorff dimension $1<d<2$. I want to define a natural measure on $K$.
One option would be to use ...
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Fixing the duality $L^\infty(X)= L^1(X)^*$ for Radon measure spaces
Consider the following fragment from Folland's book "A course in abstract harmonic analysis":
Let me denote the Borel subsets of $X$ by $\mathscr{B}(X)$. Folland claims that if $\mu$ is a ...
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If a derivative is defined everywhere and $\pm1$ almost everywhere, is it constant?
Let $f:\mathbb{R}\to\mathbb{R}$ be a differentiable function such that the set $A:=\{x\in\mathbb{R};f'(x)\not\in\{1,-1\}\}$ has measure $0$. Does this imply that $f'$ is constant?
Context: I was ...
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Does the existence of regular conditional measure follow from that of regular conditional distribution?
For more succinct description, I use the following abbreviations, i.e.,
RCPD: Regular conditional probability distribution.
RCPM: Regular conditional probability measure.
First are definitions 10.4....
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Disintegration of measures: a confusion about an existence proof from a lecture note
I'm reading a proof of Theorem 2.25 below from this note. First, we recall a definition and a theorem, i.e.,
Theorem 2.25 (Disintegration). Let $\left(Z, d_Z\right)$ and $\left(X, d_X\right)$ be ...
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Generalized Jensen's inequality for positively homogeneous functions
The function $f:V \to \hat{\mathbb{R}}$ is said to be positively homogeneous iff $f(\alpha v) = \alpha f(v)$ for every $\alpha \in \mathbb{R}_{++}$. Here $V$ is a real vector space and $\hat{\mathbb{R}...
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Dot product of functions on cosets
Some time ago I asked this same question at Math Stackexchange, because I thought that the question is nearly elementary.
To my surprise, it was never answered. So I am elevating it to MathOverflow.
I ...
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Estimating the size of $\Omega_r=\{x\in\Omega: \text{dist}(x,\partial\Omega)<r \}$
Let $\Omega$ be a bounded domain in $\Bbb R^n$. Define
$$
\Omega_r=\{x\in\Omega: \text{dist}(x,\partial\Omega)<r \},
$$
i.e. it the ring of thickness $r$ at the boundary of $\Omega$. Intuitively, ...
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Can we show equivalence of two distributions based on their statistics?
Let $p,q$ be two distributions on $\mathbb{R}^d$. Let $f:\mathbb{R}^d\times\mathbb{R}^d\rightarrow\mathbb{R}$. Under what conditions does $\mathbb{E}_{x\sim p}f(x,z)=\mathbb{E}_{x\sim q}f(x,z)\ \...
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Question/References on the Skorokhod M1 topology
Let $D(0,T)$ be the space of right continuous functions with left limits defined on $[0,T]$. Consider the Skorokhod M1 topology on $D(0,T)$, see e.g. S. Ledger, Skorokhod’s M1 topology for ...
user128095
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If $f:U_1\to\mathcal L^p(\mu;E_2)$ is Fréchet differentiable, can we say anything about the Fréchet differentiability of $u\mapsto f(u)(\omega)$?
Let $(\Omega,\mathcal A,\mu)$ be a $\sigma$-finite measure space, $p\ge1$, $E_i$ be a $\mathbb R$-Banach space, $U_1\subseteq E_1$ be open and $f:U_1\to L$ be Fréchet differentiable at $x\in U_1$, ...
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Image of function contains identity elements
Let $U$ be the set of all nonempty subsets of $[0,1]$ that are a union of finitely many closed intervals (where an "interval" that is a single point does not count as an interval). Let $f:U\...
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Continuity of the Lebesgue measure w.r.t the Hausdorff metric
I have a question linked to Interplay of Hausdorff metric and Lebesgue measure. Let us denote as $\mathcal K(\mathbb R^n)$ the space of compact subsets of $\mathbb R^n$ endowed with the Hausdorff ...
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Classification of Euclidean-invariant measures?
Is there a classification of measures on $\mathbb R^n$ which are invariant under (Euclidean) isometries? Hausdorff measures of all kinds are examples -- could that be all of them? More precisely,
By ...
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Existence of function minimising L^1 distance to a sequence of functions
Here all functions are from $[0, 1] \to \mathbb R$.
Let $f_i$ be a sequence of continuous functions such that there exists some $M > 0$ such that $|f_i| < M$ for all $i$. Does there always ...
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Box counting dimension of the graph of a BV function
Let $u: \Omega\subset \mathbb{R}^N \to \mathbb{R}^M$ be a $BV$ function.
Is the box counting dimension of the graph of $u$ equal to $N$? How can we prove it?
The analogous question for the ...
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Fourier coeffients of Cantor measure
For $0<\theta<\frac{1}{2}$, denote by $\mu_\theta$ the uniform Cantor measure with dissection ratio $\theta$. It is not hard to show that the Fourier–Stieltjes transform of $\mu_\theta$ is
$$
\...
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Transport Distance between Level Sets of a Convex Function
Suppose I have a well-behaved, strictly convex function $f : \mathbf{R}^d \to [0, \infty)$, and assume that $f$ has its unique minimiser at $x = 0$, with $f(0) = 0$.
For $y > 0$, I define the ...
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Lower and upper (combinatorial) discrepancy
(I will state my question in terms of combinatorial discrepancy, but the same could be also asked about measure-theoretic discrepancy as well.)
The combinatorial discrepancy of a family $\mathcal F$ ...
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Geometric interpretation for the Lebesgue-Radon-Nikodym Theorem
Discussing with some friends, the following question arose:
If $\nu$ is a signed measure, $\mu$ is a positive measure, and they're both $\sigma$-finite, then we may write $\nu = \lambda+\rho$, where $...
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Gelfand spectrum as a measure space
Given a Lebesgue probability measure space $(X,m)$ (say, just the unit interval with the Lebesgue measure on it), let $A$ be a closed subalgebra of the real $L^\infty(X,m)$. Then one can realize the ...
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Integration on a family of differential forms
Let $X$ be a smooth manifold, and denote by $\Omega^*(X)$ the set of all smooth differential forms on $X$. Assume we have a family of differential forms $\omega_t \in \Omega^*(X)$, $t\in E$, ...
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Completely I-non-measurable unions in Polish spaces
Problem. Let $X$ be a Polish space, $\mathcal I$ be a $\sigma$-ideal with Borel base, and $\mathcal A\subset\mathcal I$ be a point-finite cover of $X$. Is it true that $\mathcal A$ conatins a ...
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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 ...
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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 ...
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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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A point concerning Fremlin's example on Borel sets in non-separable Banach spaces
Let $E$ be a Banach space. Let us consider the following three sigma algebras on $E$.
$~~~~\mathcal{B}$= The $\sigma$-algebra coming from the norm topology.
$~~\mathcal{M}$= The sigma algebra ...
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Topological field theories and their path integrals
Examples of topological field theories are the cohomological field theories as they were initially defined by Witten [1]. Such examples include the Donaldson-Witten theory in 4d or the Gromo-Witten ...
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195
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A kind of 0-1 law?
Suppose that P is a Borel subset of Baire $\times$ Baire, such that for every pair $x,x'$ of reals in the horizontal copy of Baire,
if: $x,x'$ are $E_0$-equivalent (that is, $x(n)=y(n)$ for all but ...
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Does rate of convergence in probability come from a metric?
In general, when we talk about convergence of a sequence, we need a topological space. If we want to talk about a rate of convergence, we need to quantify how far away one element of the sequence is ...
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Reference to an explixit construction of a locale from a measurable space
In A sheaf theoretic approach to measure theory shows that measures on a measurable space are equivalent to measures on some locale whose open sets are the $\sigma$-ideals of the $\sigma$-algebra. The ...
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Does it make sense to regard the graph of any function as being a "sort-of-null set"?
Following the nice answer to Do the Lebesgue-null sets cover "all the sets can naturally be regarded as sort-of-null sets"?, the particular situation that I am especially interested in (...
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Lipschitz kernel
We consider the following probability measure on $\mathbb{R}^2$:
$\mu = Leb\vert_{[0,1]} \times \delta_0$. Furthermore the following dilation, say $d$, is defined as $(x,0) \mapsto \frac{1}{2}(\delta_{...
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Dual of the space of all bounded functions, $B(X, \mathbb{R}).$
Let $X$ be a non compact separable metric space. Denote
by $B(X, \mathbb{R})$ the set of all bounded real functions
endowed with the sup norm, this is a Banach space. Denote by
$C_b(X,\mathbb{R})\...
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