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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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 ...
Erel Segal-Halevi's user avatar
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455 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 \...
Ashutosh's user avatar
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Uniformization/measurable selection theorems

Let $X,Y$ be measurable spaces and $F\subseteq X\times Y$. We say that $f:X\to Y$ is a uniformization map for $F$ if $(x,f(x))\in F$ for each $x\in \pi_X(F)$ where $\pi_X$ is the left projection map. ...
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Prokhorov's theorem for finite signed measures?

Prokhorov theorem provides a useful characterization of relatively compact sets w.r.t. narrow topology (topology induced by narrow convergence) in the space of probability measure. Notation used ...
UPS's user avatar
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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 ...
John Stillwell's user avatar
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205 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 $C$, $\...
Alexander R Pruss's user avatar
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611 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 ...
Matthew Daws's user avatar
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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 ...
Adrien Hardy's user avatar
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Hausdorff dimension and sigma finiteness

If a function $ f : \mathbf{R} \to \mathbf{R} $ is $\mathscr{C}^{0,\alpha}$ for every $ 0 < \alpha < 1 $ then its graph has Hausdorff dimension $1$. I would like to see an example of such a ...
Longyearbyen's user avatar
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Is there a uniform version of Lebesgue's differentiation theorem?

Let $\mu$ be a finite measure on $\mathbb R$ and $f,g : \mathbb R \to \mathbb R_{\geq 0}$ two measurable maps such that $\int_{x\in\mathbb R} f(x)\ \mu(dx) \leq 1$ and that $g(x) \leq 1$ for all $x$. ...
Guillaume Geoffroy's user avatar
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263 views

Existence of a limit of alpha-difference quotient for Hölder functions

Let $f:\mathbb{R}\to \mathbb{R}^d,d\geq 1,$ be an Hölder function with exponent $\alpha\in (0,1)$, meaning that \begin{equation} \sup_{x, y \in \mathbb R, \,x\neq y}\frac{|f(x)-f(y)|}{|x-y|^\alpha}<...
Paz's user avatar
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Weak-type inequality for the partial Fourier sum operator

I'm studying harmonic analysis by myself. One of the online notes gives the following claim as a remark: For any $N \in \mathbb{Z}^{+}$, let's use $S_{N}$ to denote the partial ($N$ terms) Fourier sum ...
pureorapplied's user avatar
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890 views

Wasserstein distance and Monge-Kantorovich-Rubinstein duality

The definition of Wasserstein $p$-distance between two measures $\mu$ and $\nu$ on a Polish space $X$ is given by $$ W_p(\mu, \nu)^p = \inf_{\gamma \in \Pi(\mu, \nu)} \int_{X \times X} d(x, y)^p\; d\...
SMS's user avatar
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Preiss' theorem on Riemannian manifolds

This may be a silly question as it seems one of the several Euclidean results in that carry over to Riemannian manifolds by passing in coordinates, but I suspect that the issue is subtler, and I am ...
Raziel's user avatar
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Radon-Nikodym derivatives with parameters?

Suppose that $(A,\Sigma_A)$ and $(X,\Sigma_X)$ are measurable spaces, and that $$ \mu,\nu \: : \: A \times \Sigma_X \rightarrow [0,1] $$ are Markov kernels, i.e. probability measures on $X$ ...
Tobias Fritz's user avatar
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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 ...
Taras Banakh's user avatar
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Interchange of supremum and integral

Let $f : X \to Y$, $X \subset R^n$, $Y$ Banach space, $g : X \times Y \to R \cup \{ \infty \}$, $L^n$ the n-dimensional Lebesgue measure. Are there some results under which the following interchange ...
yon's user avatar
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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 ...
user64494's user avatar
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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 $E$ ...
Steve's user avatar
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What is the Banach dual of the Bochner space $L^\infty(\Omega;X)$?

Suppose $\Omega$ is a $\sigma$-finite measure space (I'm happy to take $\Omega = \mathbb{N}$) and let $X$ be a Banach space. It's pretty well known that the Banach dual of $L^\infty(\Omega)$ can be ...
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186 views

Measure-minimizing simplex with fixed inradius

Let $\Delta^n$ be an $n$-simplex in $\mathbb{R}^n$. Let $V$ be the volume and $r$ the inradius (radius of the inscribed sphere) of $\Delta^n$. There is a well-known result that $$ V \geq \frac{n^{n/2}(...
user108's user avatar
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Approximating a measurable function from a second-countable, locally compact Hausdorff group to a separable Banach space

Let $ G $ be a second-countable, locally compact Hausdorff group and $ B $ a separable Banach space. We say that a function $ f: G \to B $ is Bochner-measurable if and only if it is the everywhere ...
Transcendental's user avatar
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959 views

What relates to measure spaces as topological spaces relate to metric spaces ?

Has there been study of a generalization of measure spaces along the following or similar lines ? Given a measure space $(X, \Sigma, \mu)$, define for $U\in\Sigma$ a $\mu$-ball of radius $r$ of $U$ ...
user19172's user avatar
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297 views

Generating stationary, ergodic random fields on a homogeneous space

Consider a homogeneous space $M$, which for the sake of concreteness, let's take to be $M = \mathbb R^d$. Fix some space $A$, and consider the space of functions $X = C(M,A)$, along with its Borel $\...
Tom LaGatta's user avatar
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Dual space of continuous functions

Let $C_b(\Omega,V )=$ { $ f:\Omega\rightarrow V $ } is the Banach space of all bounded continuous functions in Banach space $V$ with a norm $\|\cdot\|$ defined as $\|f\|_\infty=\sup _{x\in\Omega}\|f(x)...
Mariarty's user avatar
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182 views

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 ...
Guy Fsone's user avatar
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179 views

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 $...
i like math's user avatar
5 votes
0 answers
150 views

Is there a natural finitely additive measure for which Vitali sets have measure zero?

Vitali sets are nonmeasurable and in particular are not null sets. But all Vitali sets are in some sense small, as described below. Let $V$ be any Vitali set and let $k \in \mathbb{N}$. For each $i \...
Aaron Hill's user avatar
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0 answers
218 views

Concentration inequalities for random measures

For random variables $X_1,\dots,X_n$ with common mean $\mathbb{E}[X_i]=\mu$ and common bounds $a\leq X_i\leq b$, we have the very useful Hoeffding's inequality: $$\mathbb{P}\left(\left|\mu -\frac1n\...
Tyler6's user avatar
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0 answers
121 views

Criteria for tightness of Gaussian measures on Banach spaces

In Bogachev's book "Gaussian Measures" (Example 3.8.13) sufficient conditions for the (uniform) tightness of a sequence of centered Borel Gaussian probability measures on a separable Hilbert ...
S.Z.'s user avatar
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267 views

Completeness of the space $L^p$ and the Axiom of Countable Choice

I am thinking about the proof that the usual $L^p$ spaces are complete. So, let $(X,\mathcal{F},\mu)$ be a measure space and let $p\in[1,+\infty)$. Important: by a measure I mean a nonnegative $\sigma$...
Ivan Feshchenko's user avatar
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0 answers
144 views

Bochner–Minlos Theorem for locally convex spaces and their duals

Let $(X,\tau)$ be a locally convex space and $(X^{*},\tau_{s})$ be its topological dual space equipped with the strong topology. Denote by $S(X,X^{*})$ the collection of operators from $X$ to $X^{*}$ ...
IamWill's user avatar
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Are open subsets of a $\sigma$-compact LCH space $\mathcal{K}$-analytic?

I'm reading Guedj and Zeriahi's Degenerate Complex Monge-Ampère Equations Chapter 4 which talks about capacities. Specifically Corollary 4.13 claims that when $X$ is a locally compact Hausdorff $\...
Carlos Esparza's user avatar
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0 answers
221 views

Does there exist a “fat” Thomae’s function?

Definitions and some motivation: Thomae’s function, also known as the raindrop function has several curious properties. One of which is the following - both its discontinuity set and continuity set ...
Nate River's user avatar
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5 votes
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285 views

Feynman path integral and Wilsonian renormalization

Everything below is to be viewed in the Euclidean setting with $d$ dimensions and all measures are understood to be Borel measures. The usual problem of Quantum Field Theory is to make sense of ...
iolo's user avatar
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0 answers
130 views

Relationship between continuous vector fields and divergence measure fields in dimension $\ge 2$

Let $\Omega \subset \mathbb R^d$ with $d \geq 2$ (I am mostly interested in the case when $\Omega$ is the unit ball). A vector field in $L^p(\Omega,\mathbb R^d)$ is called a divergence measure field ...
Yury Korolev's user avatar
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0 answers
339 views

Computing the infinite dimensional Lebesgue measure of "cubes"

There is no Lebesgue measure in infinite dimensions—this slogan is familiar to every student interested in analysis. One possible, precise statement of this result may be as follows: if $X$ is an ...
truebaran's user avatar
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5 votes
0 answers
148 views

Continuity of the Green function with respect to the measure

Let $G$ be a finitely generated group and let $\mu$ be a finite measure on $G$. Define the Green function as $$G(\mu)=\sum_{n\geq 0}\mu^{*n}(e),$$ where $\mu^{*n}$ is the $n$th convolution power of $\...
M. Dus's user avatar
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5 votes
0 answers
183 views

Invariant measure on coset space and integrable functions

Let $G$ be a locally compact abelian group, and $H$ a closed subgroup. Let $C_c(G)$ be the space of continuous, compactly supported complex valued functions on $G$. General theory of Haar measure ...
D_S's user avatar
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5 votes
0 answers
236 views

Polish transversals

A subset of $X$ an indecomposable continuum $Y$ is called a composant transversal if $X$ has exactly one point from each composant of $Y$. So a continuum has a composant transversal precisely when ...
D.S. Lipham's user avatar
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5 votes
0 answers
452 views

Partitioning $\mathbb{R}^n$ into closed sets

Let $n$ be a positive integer. It is well-known that $\mathbb{R}^n$ cannot be non-trivially partitioned into open sets, since it is connected. Let $\frak P$ be a partition of $\mathbb{R}^n$ into ...
Dominic van der Zypen's user avatar
5 votes
0 answers
303 views

Points of continuity of Kullback-Leibler divergence with respect to weak convergence

I know that the Kullback-Leibler $D(\mu||\nu) := - \int_K\log\big(\frac{d \nu}{d \mu}\big) \, d\mu,$ over probability measures on a compact $K$ subset of $\mathbb{R}^d$, is only weakly lower ...
thegain's user avatar
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0 answers
186 views

Heuristic and graphic representation of BV functions and their singularities

This question is about some heuristics and graphs of BV functions. In 1-dimensional setting, two key examples of $BV$ functions $u: \mathbb R \to \mathbb R$ are the Heaviside function, whose ...
Riku's user avatar
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5 votes
0 answers
617 views

Cadlag and adapted (usual conditions assumed) imply progressively measurable (related to Protter's Stochastic Calculus theorem 6)

Hi maybe someone on here can help me. I have been stuck on showing this fact for several months. I asked this question in the stack exchange and it has floated around for a while but to no avail. ...
Ceeerson's user avatar
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0 answers
212 views

On generically Haar-null sets in the real line

First some definitions. For a Polish space $X$ by $P(X)$ we denote the space of all $\sigma$-additive Borel probability measures on $X$. The space $P(X)$ carries a Polish topology generated by the ...
Taras Banakh's user avatar
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5 votes
0 answers
138 views

Disjoint covering number of an ideal

Let $\mathcal I$ be a $\sigma$-ideal with Borel base on an uncountable Polish space $X=\bigcup\mathcal I$. Let $\mathrm{cov}(\mathcal I)$ (resp. $\mathrm{cov}_\sqcup(\mathcal I)$) be the smallest ...
Taras Banakh's user avatar
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5 votes
0 answers
382 views

Partition of the unit interval into uncountably many sets of full outer measure

Is it possible to construct an uncountable partition $(A_\delta)_{\delta\in[0,1]}$ of the unit interval $[0,1]$ such that $\mu (A_\delta)=1$ for each $\delta\in[0,1]$? ($\mu$ stands for the outer ...
Oleg's user avatar
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0 answers
293 views

Notation for calculus with measures?

One of the strengths of ordinary multivariable calculus is that you can use notation where functions are expressed pointwise (e.g. $\int_a^b x^2 \, \mathrm{d}x$ rather than merely $\int_a^b f$), and ...
user avatar
5 votes
0 answers
182 views

measure of an image under an argmax function

I am trying to find any techniques to analyze the measure of an image of a set under an argmax function. For example, let $\Omega\subset\mathbb{R}^n$ be compact and $\phi:\Omega\to\mathbb{R}$ be ...
Christopher Miller's user avatar
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0 answers
255 views

Equidistribution of spheres in $\mathbb{R^2}/\mathbb{Z^2}$

Let $\mathbb{H^2}$ be the hyperbolic upper half place, and let $\Gamma$ be a lattice in $SL(2,\mathbb{R})$ acting on $\mathbb{H^2}$. A proof of the equidistribution of spheres on $\mathbb{H^2/\Gamma}$ ...
A. S.'s user avatar
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