All Questions
Tagged with pr.probability measure-theory
823 questions
4
votes
0
answers
296
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Weak*-continuity of regular conditional probabilities "in time"
Let $(\Omega, F, (F_t)_{t\geq 0}, \mathbb{P})$ assume that $(X_t)_{t\leq T} $ is some cadlag, real valued stochastic process, not too bad: say something like a Brownian Motion and some Poisson finite ...
- 278
9
votes
2
answers
674
views
Small crown probabilities (and infinite dimensional margin assumption)
My question is:
How do I find sharp upper bounds on $P(|q|\leq \epsilon)$ uniformly over a set of gaussian polynomes $q$ of degree two.
Notations and definitions (to make the question rigorous)
Let ...
- 96
5
votes
2
answers
895
views
To what extent can the following zero-one laws be relaxed?
I am interested in what circumstances various zero-one laws in probability theory can be relaxed. In particular, independence is a very important factor in such laws.
1) Borel-Cantelli Lemma: Let $...
- 54.2k
3
votes
1
answer
1k
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Probability measure product space
Let $(X,B,\mu)$ and $(Y,C,\nu)$ be probability spaces, and let $m$ be the product measure. Let $f:X \times Y \rightarrow [0,\infty )$ be a $B \otimes C $ measurable function, $1 < p < \infty$, ...
- 4,705
2
votes
1
answer
1k
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Given a probability \mu, can we always find a transformation T s.t. \mu is T-invariant?
It is true that, under some conditions, given a measure-preserving transformation $T$, we can always construct a $T$-invariant probability. I am wondering whether we can do a converse. See Parry's ...
- 31.5k
8
votes
1
answer
969
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Probabilities independent of ZFC?
Hi guys,
is it possible to change the probability of an event via forcing? More precisely, is there an innocent looking question on the probability of "something" whose answer is independent of ZFC?
...
- 236k
2
votes
1
answer
889
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Probability Measures and Cardinality > c
Is it possible to place non-trivial probability measures on sets of cardinality strictly greater than the continuum -- in particular, on sets of cardinality 2^c? (Any references would be appreciated.)...
- 178
2
votes
2
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487
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On generalisation of Aizenman-Higuchi Theorem
Let $\mathbb Z^2$ denote the two-dimensional integer lattice with norm of $i=(i_1,i_2)$ given by $\|i\|=|i_1|+|i_2|$.
For each $x\in\mathbb Z^2$, we assign a uniform random variable, $\sigma_x$ ...
5
votes
0
answers
369
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Independent Events Inducing Probability Measures
Let $\mathcal{F}$ be a sigma algebra over $\Omega$ and $M$ the set of all probability measures on $\mathcal{F}$. Let $\mathcal{C}$ be some collection of pairs $(A,B)$ with $ \ A,B\in\mathcal{F}$. Now ...
- 4,952
12
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2
answers
3k
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Does there exist an event independent of a given sigma-algebra?
The following question came up in a discussion with my advisor:
Let $(\Omega, \mathcal F, \mathbb P)$ be a non-trivial probability space, and suppose that $\mathcal G$ is a proper sub-$\sigma$-...
- 17.1k
0
votes
1
answer
938
views
Convergence of sets
Let $E$ be a compact subset of $\mathbb{R}^n$. Let the density function $\phi(x,y)$ be Lipschitz continuous and such that
$$
\int\limits_E \phi(x,y)dy=1
$$
for all $x\in E$. Let us consider the non-...
- 1,655
3
votes
1
answer
1k
views
Cyl(E) = Borel(E) for E non-reflexive Grothendieck Banach space
This is sort of a follow-up to Borel(X) = \sigma(X') for X non-separable
PROBLEM: Given a Banach space $E$ over $\mathbb{K} \in \{\mathbb{C}, \mathbb{R}\}$ that has the Grothendieck property. ...
CommunityBot
- 1
2
votes
1
answer
4k
views
Random variables with same distribution
Consider probability space W with pair of random variables having same distribution. On how much this variables distinct in terms of W symmetries? Namely, let's talk about automorphism as measure-...
- 17k
10
votes
2
answers
1k
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Continuity of the mutual information
The mutual information $I(\mathfrak A_1;\mathfrak A_2)$ of two complete $\sigma$-algebras $\mathfrak A_1$ and $\mathfrak A_2$ in a Lebesgue probability space $(X,m)$ is the integral of the logarithm ...
- 17k
7
votes
1
answer
1k
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If $H$ is a separable Hilbert space, is $L^2(H)$ separable?
Let $H$ be a separable Hilbert space, and let $\gamma$ be a Radon probability measure on $H$ with mean zero and covariance operator the identity $I$.
Is the Hilbert space $L^2(H,\gamma)$ separable?
CommunityBot
- 1
21
votes
4
answers
2k
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Is every probability space a factor space of the Haar Measure on some group?
Let P be an arbitrary probability space.
I would like to find a compact topological group $G$ so that the Haar probability measure on $G$ admits a measurable map to the probability space $P$.
By a ...
- 5,898
4
votes
1
answer
222
views
Does positive density imply existence of the density for some part of a decomposition?
Suppose a $\mathcal{H}^{1}$ measurable set $A\subset \mathbb{R}^{n}$ has positive Hausdorff density $\Theta^{1}(\mathcal{H}^{1},A,x)=c>0$ in a point $x\in A$.
If we have a decomposition $A=B\cup ...
11
votes
1
answer
1k
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measurable sets not depending on even coordinates
Let $A\subset\{0,1\}^\omega$ be a measurable set (w.r.t. the usual borel sigma algebra) which does not depend on any even coordinate (that is, if $x\in A$ and $x$ and $y$ agree except on a finite ...
CommunityBot
- 1
5
votes
2
answers
641
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Percolation Model and Complex Probabilities
Let $d>0$ be an integer and consider the first neighbors independent bond percolation model in $\mathbb Z^d$, where each edge is open with probability $p\in[0,1]$.
I would like to know, if can we ...
- 929
11
votes
4
answers
3k
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When does a probability measure take all values in the unit interval?
Let $\mathbb{P}$ be a probability measure on some probability space $(\Omega,\mathcal{A})$. Are there conditions on the $\sigma$-algebra $\mathcal{A}$ such that for every real number $c\in [0,1]$ we ...
- 69
3
votes
1
answer
635
views
Non-existence of integral with respect to Poisson Random Measure
Let $\xi$ be a Poisson Random Measure of intensity $\mu$ (informally $\mathbb E\xi = \mu$).
(For $f \ge 0$, say) when does $\xi f = \infty?$ Kallenberg (Foundations of Modern Probabilility) claims ...
CommunityBot
- 1
5
votes
2
answers
6k
views
Difference between Beta Process and Dirichlet process
I'm trying to understand the definition of a Beta process, as given in the paper:
www.ece.duke.edu/~lcarin/Paisley_BP-FA_ICML.pdf
The problem is that from the definition it follows that every ...
- 85.6k
2
votes
2
answers
6k
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Examples of random variables
I'm looking for a list of examples of random variables to use in teaching a measure-theoretic probability course. For example, the Rademacher functions are an explicit construction of independent ...
- 11.4k