# Questions tagged [measure-theory]

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

2,907
questions

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### Distortion lemma for composition of (distinct) functions expanding on average

I am trying to describe the following dynamics:
Let $(T_{\rho})_{\rho \in [0, 1]}$, $T_{\rho}: [-1, 1] \rightarrow [-1, 1]$ be a family map which satisfies:
$\forall \, \rho \in [0, 1], \, \exists \,...

6
votes

1
answer

330
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### Signed measures and poset inequalities

Consider a triangulated ball $D$, and assume that $\omega$ is an assignment of real weights
to the simplices of $D$, including the empty one, such that for every maximal simplex $F$ and every simplex $...

4
votes

2
answers

370
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### A possible measure-theoretic pathology

Let $S$ be a nonempty closed subset of the open unit square $(0,1)^2 = X \times Y$
that has the following "shadow property":
For any aligned open square $C = A \times B$ that intersects $S$, ...

0
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0
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95
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### Prove that $\forall x,y \in \mathbb{R}^d , P_x\{y\in B\mathopen]0,1]\}=0$

I'm folowing the proof of corollary 1.8 page 5 of Mörters - Sample path properties of Brownian motion.
I want to show that $$\forall x,y \in \mathbb{R}^d , P_x\{y\in B\mathopen]0,1]\}=0$$ where $B$ is ...

1
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0
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63
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### Benjamini-Schramm convergence: convergence on metric balls implies weak convergence?

In the famous paper by Benjamini-Schramm 2001, they consider the space of rooted graphs with uniformly bounded degrees, this space modulo rooted graph isomorphism is denoted by $\mathcal X$.
This ...

-1
votes

1
answer

298
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### The category Prob of finite measure spaces does not admit all products [closed]

I am currently working in a category called Prob which has objects which are finite measure spaces and morphisms which are measure preserving maps between the spaces. A map $f:X\to Y$ is measure ...

5
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1
answer

381
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### Is there a Borel measurable $f:\mathbb{R}^d \to \mathbb{R}^d$ such that $f(x) \in \partial \varphi (x)$ for all $x$?

Let $\varphi: \mathbb{R}^d \to \mathbb{R}$ be a convex function. The subdifferential of $f$ at $x$ is defined as
$$
\partial \varphi (x) := \{z \in \mathbb{R}^d : \varphi(y) \geq \varphi(x) + \langle ...

19
votes

1
answer

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### Is the area of the Mandelbrot set known? [duplicate]

The Mandelbrot set has an area; is it known exactly? If so, how, and what is the value? If not, why is this a hard question to answer?

15
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### Steinhaus theorem and Hausdorff dimension

Assume for simplicity that sets $A_i\subset\mathbb{R}$ are compact. If $A_1$ and $A_2$ have positive length, then $A_1+A_2$ contains an interval. That is a variant of the classical Steinhaus theorem ...

1
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### Symmetry of the isoperimetric profile

Given a probability measure $\mu$ on a metric space $(X, \mathsf{d})$, the $(\mu-)$Minkowski content of a set $A$ is defined as
$$\mu^+ (A) := {\lim\inf}_{r \to 0^+} \frac{\mu ( A_r \setminus A)}{r},$$...

19
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2
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### Forward definition of measurability

Is there a characterisation of measurability in a forward way similar to the closure characterisation of continuity?
A function $f\colon X \to Y$ is continuous if equivalently:
If $G\subset Y$ is ...

0
votes

1
answer

213
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### Is there a lop-sided permutation $\pi:\mathbb{N}\to\mathbb{N}$? [closed]

For any $A\subseteq \mathbb{N}$ we let the (lower) density of $A$ be defined by $$d(A) = \liminf_{n\to\infty}\frac{|A\cap\{0,\ldots,n\}|}{n+1}.$$
If $\pi:\mathbb{N}\to\mathbb{N}$ is a permutation (...

2
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1
answer

206
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### Invariant measure of geodesic flow on unit tangent bundle of a modular surface

This is a paper written by Series "THE MODULAR SURFACE AND CONTINUED FRACTIONS".
I want to know about above construction natural invariant measure $\mu$ for the geodesic flow on $T_{1}M$ ...

1
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0
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47
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### Is $L^p_\text{loc} (Y)$ dense in $(L^0(Y), \hat \rho)$?

Below we use Bochner measurability and Bochner integral. Let
$(Y, d)$ be a separable metric space,
$\mathcal B$ Borel $\sigma$-algebra of $Y$,
$\nu$ a $\sigma$-finite Borel measure on $Y$,
$(Y, \...

9
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1
answer

314
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### A topological characterisation of a.e. continuity

We say a measurable function $f: \mathbb R^n \to \mathbb R$ is essentially continuous if the inverse image of any open set $O$ differs from an open set by a set of null measure, in the sense that ...

1
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0
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### Is there $r>0$ such that the norm $[f]_r:=\sup_{n \ge 1} \|1_{B(y_n, r)} f\|_{L^p}$ is equivalent to $\|f \|:=\sup_{y \in Y}\|1_{B(y,1)}f\|_{L^p}$?

Below we use Bochner measurability and Bochner integral. Let
$(Y, d)$ be a separable metric space,
$\mathcal B$ Borel $\sigma$-algebra of $Y$,
$\nu$ a $\sigma$-finite Borel measure on $Y$,
$(E, |\...

0
votes

0
answers

42
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### Is the embedding $i: (L^p_\text{loc} (Y), \| \cdot \|_{L^p_\text{loc}}) \to (L^0(Y), \hat \rho)$ continuous or Borel measurable?

Below we use Bochner measurability and Bochner integral. Let
$(Y, d)$ be a separable metric space,
$\mathcal B$ Borel $\sigma$-algebra of $Y$,
$\nu$ a $\sigma$-finite Borel measure on $Y$,
$(Y, \...

2
votes

2
answers

73
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### Reference for Wiener type measure on $C(T)$ when $T$ is open

I'm considering Gaussian process on open domain $T$ in $\mathbb{R}^n$ and I tried to follow the abstract Wiener space construction of Gross. Since my sample paths are meant to be continuous, I thought ...

0
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0
answers

109
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### The set of measurable functions together with convergence in measure is a completely metrizable abelian topological group

Below we use Bochner measurability and Bochner integral. Let
$(X, \mathcal A, \mu)$ be a complete $\sigma$-finite measure space,
$(E, | \cdot |)$ a Banach space,
$S (X)$ the space of $\mu$-simple ...

1
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0
answers

29
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### Can we modify this extended pseudometric such that its convergence is equivalent to that in measure?

Below we use Bochner measurability and Bochner integral. Let
$(X, \mathcal A, \mu)$ be a complete $\sigma$-finite measure space,
$(E, | \cdot |)$ a Banach space,
$S (X)$ the space of $\mu$-simple ...

2
votes

1
answer

187
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### Relationship between Baire sigma algebra and Borel sigma algebra of an uncountable product

I've been trying to understand various questions to do with sigma algebras on uncountable product spaces.
Let $T$ be an uncountable set and for each $t \in T$, let $\Omega_t$ be a topological space. ...

3
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0
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137
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### Which is the smallest $\sigma$-algebra that contains all analytic sets?

Let $X$ be a polish space. Is the smallest $\sigma$-Algebra containing all analytic sets of $X$ (i.e. all subsets $A \subset X$ which are the continuous image of a polish space) the $\sigma$-algebra ...

1
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0
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63
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### Is the projection of an universally measurable set again universally measurable?

Let $(X,\mathcal{A})$ be a measurable space and $(Y,\mathcal{B}(Y))$ be a polish space together with the Borel-$\sigma$-Algebra.
There is a Theorem that states: The projection $\pi_X(B)$ of every ...

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0
answers

85
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### Assume $f(x, \cdot) \in L^p_{\text{loc}} (Y)$ for a.e. $x \in X$. Is $F: X \to L^p_{\text{loc}} (Y), x \mapsto f(x, \cdot)$ Bochner measurable?

Below we use Bochner measurability and Bochner integral. Let $T>0$ and $p \in [1, \infty)$. Let $X :=[0, T]$ and $Y:= \mathbb R^d$. Let $L^p_{\text{loc}} (Y)$ be the space of measurable functions $...

1
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1
answer

174
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### Is there a version of dominated convergence theorem for local $L^p$ spaces?

Fix $p \in [1, \infty)$. Let $(L^p (\mathbb R^d), \|\cdot\|_{L^p})$ be the Lesbesgue space of $p$-integrable real-valued functions on $\mathbb R^d$. Let $\tilde L^p (\mathbb R^d)$ be the space of ...

3
votes

2
answers

142
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### Mollifying a measure without changing its marginals

Is there a reasonable/canonical way to mollify a Borel probability measure without changing its marginals. Let $\pi \in \mathcal{P}(\mathbb{R}^2)$ with marginals $\mu,\nu$. I want to smooth out $\pi$ ...

1
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0
answers

78
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### Is this metric on the space of $\mu$-measurable functions complete?

Below we use Bochner measurability and Bochner integral. Let
$(X, \mathcal A, \mu)$ be a complete finite measure space,
$(E, | \cdot |)$ a Banach space,
$S (X)$ the space of $\mu$-simple functions ...

0
votes

2
answers

84
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### How to construct this sequence that converges a.e. in product measure and that has a very particular form?

Below we use Bochner measurability and Bochner integral. Let
$(X, \mathcal A, \mu)$ and $(Y, \mathcal B, \nu)$ be complete $\sigma$-finite measure spaces,
$(E, | \cdot |)$ a Banach space,
$S (X)$ the ...

3
votes

3
answers

474
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### Solving interval problems without outer measure

Is it possible to solve the following two problems on intervals using elementary methods, without using the outer measure ?
Problem 1
If $(I_n)$ is a disjoint sequence of subintervals of interval $I$ ...

0
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1
answer

144
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### For $\mu$-a.e. $x \in X$, the sequence $(f_n(x, \cdot))_n$ is Cauchy in $L^1 (Y)$. Then $(f_n)$ is Cauchy in $L^1 (X \times Y)$

Below we use Bochner measurability and Bochner integral. Let
$(X, \mathcal A, \mu)$ and $(Y, \mathcal B, \nu)$ be complete $\sigma$-finite measure spaces,
$(E, | \cdot |)$ a Banach space,
$S (X)$ the ...

0
votes

2
answers

120
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### Is there a modification of $f$ on a null set such that $F: [0, T] \to L^p ({\mathbb R}^d), t \mapsto f(t,\cdot)$ is Bochner measurable?

Let $T>0$ and $p \in [1, \infty)$. Let $f \in L^p ([0, T] \times {\mathbb R}^d)$. By a theorem in this thread, there is a Lebesgue null subset $N$ of $[0, T]$ such that $f(t, \cdot)$ is Lebesgue ...

1
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1
answer

140
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### Resources to understand Lebesgue measure of Brownian motion's path [closed]

[https://www.math.uchicago.edu/~may/VIGRE/VIGRE2011/REUPapers/Hansen.pdf][page 12] and [peter morters][page 47]
Let $B$ be a stanrd Brownian Motion and $R$ a function defined on $\mathbb{R}^2$ such ...

3
votes

2
answers

400
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### A general inequality for KL divergence of functions of variables

The question concerns a very general setting and a very general inequality about KL divergence. I'm writing this thread to verify whether my intuition is correct.
Let $E_1, E_2$ be two measurable ...

1
vote

1
answer

229
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### What is the measure of two sets which partition the reals into subsets of positive measure?

This is a follow up to this question, where I wish to partition the reals into two sets $A$ and $B$ that are dense (with positive measure) in every non-empty sub-interval $(a,b)$ of $\mathbb{R}$.
(In ...

4
votes

1
answer

139
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### Is the set of clopen subsets Borel in the Effros Borel space?

Let $X$ be a Polish space and $\mathcal{F}(X)$ the set of closed subsets of $X$ endowed with the Effros Borel structure, generated by sets of the form $\{F\in \mathcal{F}(X):F\cap U\neq \emptyset\}$, ...

1
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0
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79
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### Borel structure/sets coming from strong operator topology vs norm topology

Let $X, Y$ be Banach spaces. Moreover, let $\mathcal{L}(X,Y)$ be the space of bounded linear operators equipped with the standard operator norm topology, and $\mathcal{L}_{\mathrm{s}}(X,Y)$ the same ...

1
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1
answer

81
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### Approximating a family of measurable functions

Let $X$ be a set of $N>0$ elements (with the counting measure) and consider a family of measurable functions $f_i:X\to [0,1]$, for $i\in \mathbb N$.
Any function $f_i$ can be seen as a point in the ...

0
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0
answers

30
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### Concerning the conversion of an essential supremum to a pointwise estimate

In the following paper :
Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian, Stability of parabolic Harnack inequalities for symmetric non-local Dirichlet forms, J. Eur. Math. Soc. (JEMS) 22, No. 11, 3747-...

0
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1
answer

142
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### Billingsley convergence of probability measures - inequality used in Theorem 2

On Page 8, Billingsley defines $f(x)=(1-\rho(x,F)/\epsilon)^{+}$ where $\rho(x,F)$ is the metric distance from the set $F$. He then states $|f(x)-f(y)|\leq \rho(x,y)/\epsilon$ and goes on to use this ...

1
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0
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138
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### Polish spaces and analytic sets

Can we conclude that an analytic subset $A$ of a Polish space $X$ is also Polish?
Let $\mathcal{M}(R^d)$ denotes the family of Borel probability measures on $R^d$ equipped with the Lévy-Prokhorov ...

1
vote

1
answer

194
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### What is convergence in distribution of random variables taking values in a non-metrizable product space?

Let $F = (F(x) : x \in \mathbf{R}^n)$ be a family of $\mathbf{R}^k$-valued random variables indexed by $\mathbf{R}^n$ (to be clear there is a single probability space $(\Omega,\Sigma,\mathbf{P})$ such ...

5
votes

1
answer

358
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### Is it known that there is any function $f:\mathbb{R}\to\mathbb{R}$ at all, whose graph has positive outer measure on every rectangle in the plane?

Suppose $\lambda^{*}$ is the Lebesgue outer measure.
Question:
Does there exist an explicit $f:\mathbb{R}\to\mathbb{R}$, where:
The range of $f$ is $\mathbb{R}$
For all real $x_1,x_2,y_1,y_2$, where $...

2
votes

1
answer

151
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### Finding an explicit & bijective function that satisfies the following properties?

Suppose using the lebesgue outer measure $\lambda^{*}$, we restrict $A$ to sets measurable in the Caratheodory sense, defining the Lebesgue measure $\lambda$.
Question:
Does there exist an explicit ...

2
votes

0
answers

121
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### Measure algebra for a family of probability measures

Let $(X,B,P)$ be a probability space, $I_P$ the $\sigma$-ideal of $P$-null sets and
\begin{align}
B_P = B \ltimes I_P &= \{ A \mathbin{\triangle} N \mid A \in B, N \in I_P \}
\end{align}
the ...

0
votes

1
answer

124
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### An integral Minkowski inequality for the quasi-Banach case?

The so called integral Minkowski inequality claims that for suitable positive functions $f$ defined on the product of two measure spaces $ (X\times Y, \mu \times \nu) $ and $p\geq 1$ we have that
$$ \...

4
votes

0
answers

162
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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 ...

2
votes

0
answers

46
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### $\sigma$-compactness of probability measures under a refined topology

Denote Polish spaces $(X, \tau_x)$ and $(Y, \tau_y)$, where $X$ and $Y$ are closed subsets of $\mathbb{R}$. Consider a Borel measurable function $f: (X \times Y, \tau_x \times \tau_y) \rightarrow \...

5
votes

1
answer

163
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### Lifting a semicommutative von Neumann algebra into an algebra of operator-valued functions

Given a complete probability space $\Omega$ and a von Neumann algebra $\mathcal M$, it is well-known that the tensor product von Neumann algebra $\mathrm L^\infty(\Omega)\overline\otimes\mathcal M$, ...

3
votes

2
answers

252
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### Representing measurable map to compact space as a continuous map

Let $\Omega$ be a measurable space equipped with a $\sigma$-ideal $\mathcal{N}$ (though of as the "null sets"). Define the compact Hausdorff space
$$ \tilde{\Omega} := \mathrm{Spec}(L^\infty(...

9
votes

3
answers

789
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### How to prove that the Lebesgue $\sigma$-Algebra is not countably generated?

How to prove that there can't exist a countable set $\{A_1,A_2,\dots\}\subset \mathcal{L}(\mathbb{R})$ (where $\mathcal{L}(\mathbb{R})$ denotes the family of all Lebesgue measurable sets) such that $\...