All Questions
Tagged with order-theory measure-theory
15 questions
4
votes
2
answers
274
views
Does strong stochastic ordering exist?
For two probability measure $\mu$ and $\nu$ on $\mathbb{R}$, we call $\mu$ is stochastically smaller than $\nu$ (i.e., $\mu\leq\nu$) , if $\int f \, d\mu\leq\int f \, d\nu$ for any nonnegative bounded ...
- 43
5
votes
2
answers
478
views
Generalization of the concept of a measure
Consider the following generalization of the concept of a measure:
Let $L = (X, \lor, \land, \bot)$ be a semi-bounded lattice.
Let $M = (Y, \bullet, e)$ be a commutative monoid.
An $(L, M)$-measure is ...
- 2,203
2
votes
1
answer
215
views
Measuring how "close" $\alpha\in[0,1]\setminus\mathbb{Q}$ is to being rational
Let $\mathbb{N}_+$ denote the set of positive integers and let $\mathbb{N}_0 = \mathbb{N}_+\cup\{0\}$. Fix $\alpha\in[0,1]\setminus \mathbb{Q}$. For $n\in\mathbb{N}_+$ we let the approximation radius ...
- 48.9k
3
votes
1
answer
251
views
Supremum with respect to the order of measures on $(X,A)$
Suppose that $(X,\leq )$ is an ordered set, we can define the maximum and the infimum of this set,now let $(X,A)$ be a measurable space and let $M(X,A)$ be the set of all measures on $(X,A)$, we now ...
- 415
0
votes
1
answer
90
views
Countable sup property of extended measurable functions
Let $(S,\Sigma,\mu)$ a $\mu$-finite measure space. Denote by $\bar{L}^0(\Sigma)$ the set of extended-real valued $\Sigma$-measurable functions. Does this set have the countable sup property when ...
- 29
4
votes
1
answer
236
views
Measurable total order
Under what conditions on a metric space $X$, equipped with the Borel $\sigma$-algebra, does there exist a measurable total ordering of the elements of $X$?
By "measurable total ordering" we ...
- 6,541
1
vote
0
answers
36
views
Does a total preorder on lotteries that preserves countable mixtures preserve arbitrary mixtures?
Let $X$ be a countable set. A lottery on $X$ is a function $\lambda: X \to [0,1]$ such that $\sum_x \lambda(x) = 1$. Let $\Delta X$ be the set of lotteries on $X$.
A total preorder $\preceq$ on $\...
- 869
2
votes
0
answers
78
views
$\sigma$-fields as closure systems
Let $(\Omega,\mathcal A, P)$ be a probability space and let $\Sigma(\mathcal A) \subset 2^{\mathcal A}$ be the collection of all sub-$\sigma$-fields of $\mathcal A$. Then, $\Sigma(\mathcal A)$ is ...
- 1,731
1
vote
1
answer
211
views
Can we order random variables in a measurable way in a general setup?
Let
$(\Omega,\mathcal A,\operatorname P)$ be a probability space
$(E,\mathcal E)$ be a measurable space
$n\in\mathbb N$
$X_1,\ldots,X_n$ be $(E,\mathcal E)$-valued random variables on $(\Omega,\...
- 167
4
votes
1
answer
119
views
Antisymmetry of the stochastic order
An ordered topological space is a topological space $X$ equipped with a partial order $\leq$ which is closed as a subset of $X\times X$. By antisymmetry of $\leq$, it follows that the diagonal of $X$ ...
- 6,406
0
votes
2
answers
435
views
Ordered measurable spaces
Let $(X, \leq)$ be a partial order and $\Sigma_X$ a $\sigma$-algebra on $X$. Is the set $\{(x, y) \in X\times X \mid x \leq y\}$ measurable with respect to the product $\sigma$-algebra?
- 239
19
votes
1
answer
465
views
Large Borel antichains in the Cantor cube?
Let $2^\omega$ be the Cantor cube $\{0,1\}^\omega$, endowed with the standard compact metrizable topology and the standard product measure, called the Haar measure. The Cantor cube is considered as a ...
- 41.9k
18
votes
1
answer
11k
views
Is every continuous function measurable?
This question has already been asked on Math StackExchange here, but was too old to be migrated, and I think will be more appropriate to MathOverflow.
In non-Hausdorff topology it is standard to ...
- 321
18
votes
3
answers
1k
views
Is there a natural measurable structure on the $\sigma$-algebra of a measurable space?
Let $(X, \Sigma)$ denote a measurable space. Is there a non-trivial $\sigma$-algebra $\Sigma^1$ of subsets of $\Sigma$ so that $(\Sigma, \Sigma^1)$ is also a measurable space?
Here is one natural ...
- 8,512
6
votes
1
answer
922
views
Correspondence between functions on a set and "states" on its power set
Let $L$ be the poset (ordered by set inclusion) that is the power set of some set $X$.
A state is a function $s:L \rightarrow [0,1]$ satisfying
i) for {$p_1,p_2,...$}, $p_i \in L$ a
pairwise ...
- 207