# 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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### Golomb subsets of $\mathbb{N}$

A set $A\subseteq\newcommand{\N}{\mathbb{N}}\N$ is said to be Golomb if whenever $a<b \in A$ and $a'<b' \in A$ with $(b-a) = (b' - a')$, then $a=a'$ and $b=b'$. If $A\subseteq \N$ is Golomb, we ...
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### Intuition for why Kelly criterion is 'so simple'

The Kelly criterion gives a simple formula to calculate the fraction of one's current wealth/bankroll. On the page above it says Assuming that the expected returns are known, the Kelly criterion ...
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### Law of large numbers for a continuum of Bernoullis

Suppose I have a family of $n$ independent Bernoulli random variables described by a vector of parameters $(p_i)_{i=1}^n$. As it is well known, the number of successes within this family is a random ...
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### Signed measures on algebras (fields) and their boundedness properties

I asked this question here on math.StackEchange, but it might be too technical so I re-post it here. Let $X$ be a compact Hausdorff second countable topological space. Let $\mathcal{B}$ a countable ...
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### Why $d\mu (q)\delta (k,q)$ is $G$-invariant?

Let $G$ be a Lie group acting transitively on a smooth manifold $M$ endowed with a quasi-invariant measure $\mu$ (then there exists Radon-Nikodym derivative $\rho_f$ for every $f\in G$). For $k\in M$,...
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### Measurable Extension

Let $(\Omega, \mathcal{F})$ be a measurable space and $X$ some metric space (probably Polish) with the Borel $\sigma$-algebra and a function $f: \Omega \times X \to \mathbb{R}$. Usually, functions ...
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For any natural number $n$, $V_n$ denotes a closed linear subspace of a $L_2(m)$ space, which is an Hilbert Space, where $m$ denotes a finite measure. Moreover $(V_n)$ is increasing, that is $V_n$ is ...
### Is a signed measure $\mu$ on $\mathbb{R}^d$ characterized by the transform $\mathcal{L}_\mu (\lambda ):=\int e^{\langle \lambda,x\rangle }\mu (dx)$?
In the book "Probability Theory" by Achim Klenke there's the following theorem: a finite measure $\mu$ on $[0,\infty )$ is characterized by its Laplace transform \$\mathcal{L}_\mu(\lambda):=\...