Questions tagged [measure-theory]
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
2,699
questions
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Consistency of a strong Fubini type theorem for measure zero sets
Is the following statement (†) consistent with ZFC?
If $E \subseteq [0,1]^2$ is such that $E_x := \{y\in[0,1] : (x,y)\in E\}$ has measure zero for almost all $x$, then $E^y := \{x\in[0,1] : (x,y)\in ...
- 26.5k
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votes
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364
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If $A, B$ is a non-trivial partition of $S^1$, is it possible that $R_\theta(A) \cap B$ has measure zero for all rotations $R_\theta$?
This was previously posted to Math StackExchange. I was originally unsure whether it is suitable for posting here, but I've yet to get an answer there, so I'm just trying to see if people here can ...
- 455
0
votes
1
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60
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Difference between $P(f(x,w)>0)→1$ at any $x$ and $P(\inf(f(x,w))>0)\to1$ when dimension grows
Let $T:=[-1,1]^{n-1}\times (0,1]$. Let
$$f_n(x_1,\cdots,x_n,w_1,\cdots,w_n):=g(x_1,w_1)+\cdots+g(x_n,w_n)=\sum_{i=1}^ng(x_i,w_i),$$
where
(i) $w_1,\cdots,w_n$ are i.i.d. Gaussian random variables
(ii) ...
- 21
1
vote
0
answers
42
views
Time-inhomogeneous Krylov-Bogoliubov Existence Theorem
I am interested in what is known about the application of the Krylov-Bogoliubov existence theorem to the time-inhomogeneous case, especially as it relates to an underlying random dynamical system (...
- 11
2
votes
0
answers
57
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Is the product of two outer regular Radon measures outer regular?
Everything is nice on second countable spaces: the product of two outer regular Radon measure is still an outer regular Radon measure. But what happens without the assumption of second countability?
...
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8
votes
1
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532
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Does the family of fat Cantor sets contain a measurable rectangle?
Let $S \subset (0, \frac{1}{3}) \times [0, 1]$, be the set such that for each $0 < t < \frac{1}{3}$, $S \cap (\{ t \} \times [0, 1])$ is the standard Smith-Volterra Cantor set of parameter $t$.
...
- 2,486
2
votes
2
answers
135
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Monotone class theorem for pre-Dynkin system ("finitely additive Dynkin system/λ system)
A pre-Dynkin system is a set system $\mathcal D \subset \wp(\Omega)$ which contains $\Omega$ and is closed under complements and finite disjoint unions. Is it true that the monotone class generated by ...
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2
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527
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In which category is a measure on a measurable space a morphism?
I'd like to be able to say that a measure $\mu$ on a measurable space $X$ "is" a morphism $R \to X$, where $R$ is some incarnation of the real numbers in an appropriate category.
In other ...
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Conditional expectation: commuting integration and supremum
Let $X$ and $A$ be compact Polish spaces endowed with Borel $\sigma$-algebras. Let $\mathcal{A} = X\times \mathcal{B}(A)$ be the $\sigma$-algebra consisting of cylinders whose projections on $A$ are ...
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23
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Convergence of approximate solution sequence to measure valued solution for incompressible Euler equation
I recently studied the measure valued solution of incompressible Euler equations.
In Majda and Bertozzi's book ‘Vorticity and Incompressible Flow’:
Theorem 12.10. Let $\{v^\epsilon\}$ be an ...
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answers
120
views
Banach space of vector measures
Let $S$ be a set and $\Sigma$ be a $\sigma$-algebra of subsets of $S$. Let $A$ be a Banach space over the field of complex numbers. A countably additive map $\mu:\Sigma\to A$ is called a vector ...
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580
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Measure without measurable sets
This question is a little on the softer and speculative side, so bear with me.
Usually a measurable space is $(\Omega, \Sigma)$, a set $\Omega$ and sigma algebra $\Sigma$ of subsets. A measurable ...
- 3,366
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1
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56
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Product sigma-algebra: approximating elements arbitrary good using the generating sets
I am struggling to find a reference for the following statement, which I still believe to be true.
"Let $(\Omega_1, \mathcal{A}_1, \mu_1), (\Omega_2, \mathcal{A}_2, \mu_2)$ be finite measure ...
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4
votes
2
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222
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Product of locally Borel sets locally Borel
Let $X$ be a locally compact Hausdorff space with a fixed Radon measure (= Borel measure that is finite on compact subsets, inner regular on open subsets and outer regular on Borel sets) $\mu$ . A ...
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1
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274
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Radon-Nikodym derivative in a compact Hausdorff space
Let $X$ be a compact Hausdorff space where $X$ have infinitely many points and the topology is non-discrete, $m$ be a regular probability measure defined on the Borel $\sigma$-algebra of $X$, and $g$ ...
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2
votes
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44
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Regularity on $\mathbb{T}^3$ of the "functional average" of a map $S : C^\infty(\mathbb{T}^3, \mathbb{R}) \to L^2(\mathbb{T}^3, \mathbb{R})$
For simplicity, let $C^\infty(\mathbb{T}^3, \mathbb{R})$ be the real Frechet space of periodic smooth functions on $\mathbb{R}^3$. Here, $\mathbb{T}^3$ is the $3$-dimensional torus.
For a fixed ...
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How to characterize the Borel sets of product between finite and uncountable space?
Consider the product space $Z=X\times Y$, where $X$ is a finite set with discrete topology and $Y$ is an uncountable compact subset of $\mathbb{R}^n$ with the usual subspace topology. Denote with $\...
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Singular distribution F such that convolution F and F is an absolutely continuous distribution?
F is a singular distribution function concentrated on the positive half-line. Is it possible that 2-fold convolution F*F is an absolutely continuous distribution function? Please, give me an example.
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1
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Total variation distance
Let $\mathcal{X}$ be the input or feature space, let $\mathcal{B}$ be Borel $\sigma$-algebra on $\mathcal{X}$ and $P(\mathcal{X})$ denotes the set of all probability measures on $(\mathcal{X},\mathcal{...
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Chain complexes indexed over measurable subsets of $\mathbb{R}$: Towards a measurable notion of Euler Characteristic
I have for a while tried to generalize the notion of a chain complex in a way to obtain a "continuous" or at least "measurable" notion of Euler Characteristic.
I have come up with ...
- 1,587
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81
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Extreme points of a two-dimensional convex body in terms of its surface area measure
Let $K \subset \mathbb{R}^2$ be a nonempty compact convex set.
For any $t \in S^1$, define the unit vector $u_t = (\cos t, \sin t)$ making an angle of $t$, and let $l_K(t)$ be the tangent line of $K$ ...
- 143
1
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0
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90
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Proving more stronger fomula for discrepancy of a sequence [closed]
I am reading famous book about uniform distribution of sequences by Kuipers and Niederreiter and have questions about solving below exercise from that book. Before going to main exercise I will write ...
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3
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0
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117
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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 ...
- 303
2
votes
0
answers
94
views
Extreme confusion with the Gaussian measure on $\mathcal{S}'(\mathbb{R}^n)$ supported on $C^\infty(\mathbb{R}^n)$ and the issue of Borel sets
Let
\begin{equation}
C_a(x,y):=\frac{1}{(4\pi)^{n/2}} \int_a^\infty \frac{dk}{k^{n/2}}e^{-km^2-\lvert x-y \rvert ^2/(4k)}
\end{equation}
be a covariance operator with a cutoff $a>0$. Here, $m>0$ ...
- 1,827
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157
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When does the Fourier transform of a measure decay?
Let $\mu$ be a Borel measure on $\Bbb R^d$.
It is well known that $\mu= |f|dx$ with $f\in L^1(\Bbb R^d)$ then its Fourier transform satisfies
$$\widehat{\mu}(\xi)\to0,\qquad \xi\to\infty.$$
However if ...
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Why surreal numbers cannot be extended further in this way using measure approach?
Basically, a lebesgue measure of dimension $n$ of a set of the same dimension $n$ is $n$-volume, $\lambda_n(S)$.
If the dimension of a set is greater than the dimension of the measure, the measure is ...
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When is the probability measure on the "direct product" via the Kolmogorov extension theorem supported on the "direct sum"?
Let me restrict to the case of Hilbert spaces, which seem simplest.
Let $\{H_n\}$ be a sequence of (possibly infinite dimensional) Hilbert spaces and $\{ \mu_n \}$ be a sequence of Borel probability ...
- 1,827
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180
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Riemann-Liouville integral of $f$ is zero implies $f =0$ a.e
The Riemann-Liouville integral is defined by
$$
I^\alpha f(x)=\frac{1}{\Gamma(\alpha)} \int_a^x f(t)(x-t)^{\alpha-1} d t
$$
where $\Gamma$ is the gamma function and $a$ is an arbitrary but fixed base ...
- 103
2
votes
0
answers
155
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Shift invariance of the Lebesgue measure
I am trying to write a brief introduction to the Lebesgue integration in $\mathbb{R}^m$ from the general viewpoint. The students do not specialize in this field. So I formulate a theorem without proof....
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0
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47
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Domain where the fractional Laplacian operator is a closed operator
Consider the fractional Laplacian defined by
$$(-\Delta)^s u(x) = P.V. \int_{\mathbb{R}^N} \frac{u(x) - u(y)}{|x - y|^{N + 2s}}dy, \ s \in (0,1).$$
Also consider that
$$D((-\Delta)^s) = \{u \in H^s(\...
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vote
0
answers
60
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Does a Borel transform uniquely determine a Borel measure?
It is a known fact that Borel measures are uniquely determined by their Fourier transforms. This is the motivation for the following question.
I came across the concept of a Borel transform of a Borel ...
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376
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Fixing the duality $L^\infty(X)= L^1(X)^*$ for Radon measure spaces
Consider the following fragment from Folland's book "A course in abstract harmonic analysis":
Let me denote the Borel subsets of $X$ by $\mathscr{B}(X)$. Folland claims that if $\mu$ is a ...
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1
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45
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If $ \mathcal{H}^k(B_1(0)\cap S)\leq A\omega_k $ when $ \mathcal{H}^k(B_r(x)\cap S)\leq A\omega_kr^k $ for all $ 0<r<\delta $, $ x\in\mathbb{R}^n $?
Let $ S\subset\mathbb{R}^n $ is of finite $ k $-dimensional Hausdorff and $ 0<\delta<1 $ is a constant. If for any $ x\in\mathbb{R}^n $ and $ r>0 $, we hae
$$
\mathcal{H}^k(S\cap B_r(x))\leq ...
6
votes
1
answer
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Integration along fibres of continuous map on compact Hausdorff spaces
Let $p:Z\to X$ be a continuous surjective map between compact Hausdorff spaces.
Does there exist a family $m=(m_x)_{x\in X}$ of Radon probability measures on $Z$, such that
the support of $m_x$ is ...
- 1,328
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1
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63
views
Sufficient conditions for L1 convergence of exponentials
Suppose $(X,B,m)$ is a finite measure space and $(f_n)$ is a
sequence of functions converging almost surely and in $L^2(X,m)$.
Moreover, I know that for every $n$, $\int e^{f_n(x)} m(dx)<\infty$. ...
- 650
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votes
1
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110
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Random variable as an integral of an indicator function
This answer says that if $X$ is a random variable and $X_+ = \mathrm{max}(0, X)$, then $X_+ = \int_0^\infty I_{\{X > x\}}\mathrm{d}x$. I'd like to know how to derive this starting with $A \in \...
- 115
2
votes
1
answer
127
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A different way to try to define a measure on the unit-circumference circle
Let C denote the Lie group (ℝ/ℤ, +), and let ℤn denote the subgroup of C generated by [1/n].
Let (X,n) be an ordered pair where X ⊂ C is an arbitrary subset, and n ∊ ℤ+, such that that the set of ...
- 1,890
2
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0
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49
views
Double quotient integral formula on $\Gamma \backslash G /K$
Let $G=\text{SL}(n,\mathbb R)$, $\Gamma=\text{SL}(n,\mathbb Z)$ and $K=\text{SO}(n,\mathbb R)$. Consider the double coset space $X= \Gamma \backslash G /K$ and its fundamental domain $\mathcal F\...
- 385
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votes
1
answer
67
views
Total sets for $L^p$ for every $1\leq p < \infty$
Consider $L^p[ 0,1]$ for $1\leq p < \infty$ or, if you prefer, $L^p(\mu)$ where $\mu$ is a finite Borel measure with compact support. Let $(\phi)_{i\in I}$ be a subset of measurable functions that ...
- 355
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43
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Different measurability of Hilbert-space valued random variable
My question is motivated by this link.
Let $(\Omega,\mathcal{F})$ and $(Y,\mathcal{B})$ be measurable spaces, a measurable map $T:\Omega\to Y$ is called a $Y$-valued random variable.
Now let $H$ be a ...
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votes
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124
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Applications of Baire's theorem on functions of first class
I found the following theorem on page 32 of John Oxtoby's Measure and Category.
Theorem 7.3. If $f$ can be represented as the limit of an everywhere convergent sequence of continuous functions, then $...
- 241
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votes
1
answer
85
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Injectivity of two sided Laplace transform
Let $\mu,\nu$ be finite Borel measures on $\mathbb R$.
Assume that there is an open interval $(a,b)$ on which the Laplace transforms exist and coincide:
$$
\int_{-\infty}^\infty e^{-tx}\,d\mu(x) = \...
- 379
1
vote
1
answer
286
views
Takesaki lemma: existence Gelfand-Pettis integral
Consider the following fragment from Takesaki's second volume of "Theory of operator algebras" (lemma 2.4, chapter VI "Left Hilbert algebras").
In another post, it was explained ...
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0
votes
0
answers
30
views
Name for a regularity property of $\sigma$-ideals
Let $X$ be a topological space and let $\mathcal{B}$ be its Borel $\sigma$-algebra. Suppose $\mathcal{N} \subset \mathcal{P}(X)$ is a $\sigma$-ideal, i.e. $\emptyset \in \mathcal{N}$ and it is closed ...
- 28.5k
2
votes
1
answer
140
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Question on density of certain set of matrices
Let $B$ be an invertible real matrix and let $Q=\{A \text{ real}\mid AB^{T} \text{ is symmetric}\}$. Is the subset $S=\{ A \in Q\mid A+A(B^{-1}A)^{2} \text{ is symmetric}\}$ of measure zero in $Q$? I ...
- 151
1
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0
answers
50
views
Regularity of $\sigma$-finite measure pushforwarded by completion
Let $(X, d)$ be a metric space. Let $\mu$ be a $\sigma$-finite measure defined on borel subsets of $X$. Let $i \colon X \to \hat{X}$ be an isometry on image, where $\hat{X}$ is a complete metric space ...
- 658
5
votes
2
answers
314
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Integrating on orbits of algebraic groups
Suppose $G$ is a $\mathbb{Q}$-algebraic group (I am interested in the semisimple case) acting rationally on a vector space $V_\mathbb{Q}$. Let $x \in V_\mathbb{Q}$ be a non-zero rational vector. ...
- 753
3
votes
0
answers
73
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Question on an integral inequality
I am reading van de Vaart and Weller, Weak Convergence and Empirical Processes With Applications to Statistics. And I am stuck in the proof of Theorem 2.6.7 on page 141.
For simplicity I restae the ...
- 53
1
vote
0
answers
108
views
Sets of Hausdorff measures zero
Let $H^g$ be the Hausdorff measure with respect to gauge function $g$.
I need to construct an example of a set E for which:
$H^g(E)=0$ for $g(r)=r^s$, $s>0$
and
$0<H^g(E)<+\infty$ for $g(r)=2^...
- 11
3
votes
1
answer
140
views
Closed graph correspondence which never contains the whole support
Let $I=[a,b]$ with $a<b\in\mathbb{R}$ and denote by $\mathcal{M}(I)$ the set of Borel probability measures on $I$ equipped with the topology induced by the weak convergence of measures.
Does there ...
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