All Questions
26 questions
10
votes
1
answer
259
views
Sufficient condition for the graph of a measurable map to be measurable
Let $f:X \to Y$ be measurable map between measurable spaces w.r.t. to their corresponding $\sigma$-algebras $\Sigma_X$ and $\Sigma_Y$, resp.
If $(X,\Sigma_X)$ is a standard Borel space can we always ...
- 285
2
votes
1
answer
133
views
Can convergence in distribution necessarily be realised by almost-sure convergence?
Let $X$ be a Polish space. Let $(\mu_n)_{n \in \mathbb{N} \cup \{\infty\}}$ be a family of Borel probability measures $\mu_n$ on $X$ such that $\mu_n \to \mu_\infty$ weakly as $n \to \infty$. For each ...
- 708
2
votes
0
answers
49
views
$\sigma$-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 \...
- 195
1
vote
0
answers
83
views
Existence of a stronger notion of perfect measures
Let $\mathcal{X}$ be a measurable space with its $\sigma$-algebra $\mathcal{B}_\mathcal{X}$ and let $\mathbb{R}$ be the real numbers endowed with its Borel $\sigma$-algebra $\mathcal{B}_\mathbb{R}$.
...
- 285
5
votes
1
answer
254
views
Is the topology of weak+Hausdorff convergence Polish?
Let $X$ be a compact metric space, $P_X$ the set of Borel probability measures on $X$, and $K_X$ the set of non-empty closed subsets of $X$. I will define the "topology of weak+Hausdorff ...
- 708
2
votes
0
answers
139
views
Are there any measurable spaces of functions
I am approaching this question from a probability perspective, and am hoping for some kind of framework to help understand all of this. I believe I may have even asked a similar question on here in ...
- 213
1
vote
1
answer
132
views
Lambda system generated by a non-atomic collection
Consider a probability space $(X,\Sigma,P)$.
Let say that a collection $\mathcal{B}\subseteq\Sigma$ is non-atomic if for every $E\in\mathcal{B}$ and $\alpha\in(0,P(E))$ there exists $F\in\mathcal{B}$ ...
- 11
2
votes
0
answers
261
views
Reference for Borel $\sigma$-algebra of topology of convergence in probability
I'm pretty sure I can prove the "Theorem" given further below (without very much difficulty), but it seems way too basic not to have been noticed before.
So I'm wondering if there are any papers/...
- 708
11
votes
0
answers
381
views
Concerning Luzin-(N)-property
Definition: a function $f:\mathbb{R}\to \mathbb{R}$ has Luzin-(N)-Property if $f$ maps any null set to a null set.
By https://www.encyclopediaofmath.org/index.php/Luzin-N-property, it is known that ...
- 4,201
5
votes
1
answer
209
views
Measurable $\epsilon$-optimal selection with an analytically measurable stochastic kernel
Let $(X, \mathcal{X})$ and $(A, \mathcal{A})$ be standard Borel spaces, $D \subseteq X \times A$ be an analytic set, and $D_x := \{a \in A : (x, a) \in D\}$ denote the $x$-section of $D$ at $x \in X$.
...
- 275
3
votes
1
answer
585
views
Classification of Lebesgue-Rokhlin spaces
I am currently trying to grasp some ideas on Lebesgue-Rokhlin spaces from Bogachev, "Measure Theory", vol. 2.
Such spaces are also known as standard probability spaces but the definitions are not ...
- 1,773
1
vote
0
answers
146
views
Measurable selections of a finite familiy of measures
EDIT. I'm adding a missing hypothesis and a really TL;DR version of the core problem. Warning: This short statement is the strongest form of what I want, hence not as plausible as the original form.
...
- 1,124
-1
votes
1
answer
148
views
Continuity of function mapping $\mathcal{P}(\mathcal{P}(X))$ to $\mathcal{P}(X)$ [closed]
Given a topological space $Y$, let $\mathcal{P}(Y)$ be the set of all probability measures on $Y$, endowed with the weak* topology.
Let $X$ be a topological space (for convenience, it might be Polish ...
9
votes
1
answer
483
views
Defining functions pointwise vs. almost everywhere (w.r.t. uncountably many mutually singular measures)
My question is motivated by a general measure-theoretic problem that one frequently encounters in probability: the need to work with uncountably many mutually singular measures at once, and with ...
- 4,010
11
votes
1
answer
950
views
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. ...
- 1,655
3
votes
1
answer
610
views
Inverse of a Borel surjection
Let $X$ and $Y$ be standard Borel spaces, and let $f:X\to Y$ be a surjective Borel map. Does there exist a Borel inverse of $f$, that is a Borel map $g:Y\to X$ such that $f\circ g = \mathrm{id}_Y$.
...
- 1,655
4
votes
1
answer
1k
views
Quotients of standard Borel spaces
Let $X$ and $Y$ be standard Borel spaces: topological spaces homeomorphic to Borel subsets of complete metric spaces. Given a surjective Borel map $f:X\to Y$, we get an equivalence relation $\sim_f\...
- 1,655
4
votes
1
answer
152
views
Analytic enlargement of an analytic set
Let $X,Y$ be Borel spaces and $A\subseteq X\times Y$ be an analytic set. Let $\pi:X\times Y \to X$ denote the projection map onto $X$. Does there always exist a set $B$ such that $\pi(B) = X\setminus \...
- 1,655
0
votes
1
answer
137
views
Existence of a map connecting two marginals of a product measure
Let $X$ and $\bar X$ be two standard Borel spaces, and let $A\subseteq X\times\bar X$ be an analytic subset of the product space. Let $P$ be any probability measure such that $P(A) = 1$, and denote by ...
- 1,655
2
votes
1
answer
192
views
Particular neighborhoods of analytical sets
Let $X$ be a standard Borel space: a topological space isomorphic to a Borel subset of a complete separable metric space. Denote by $\mathcal P(X)$ the set of all Borel probability measures over $X$ ...
- 1,655
16
votes
4
answers
1k
views
Continuity on a measure one set versus measure one set of points of continuity
In short: If $f$ is continuous on a measure one set, is there a function $g=f$ a.e. such that a.e. point is a point of continuity of $g$?
Now more carefully, with some notation: Suppose $(X, d_X)$ ...
- 2,221
5
votes
0
answers
360
views
Existence of an universally measurable pullback
Let $X,Y$ and $Z$ be standard Borel spaces:
topological spaces homeomorphic to Borel subsets of complete separable metric spaces.
Let $K\subseteq X\times Y$ be analytic. Assume that $K_x$ is not ...
- 1,655
6
votes
2
answers
318
views
Borel kernel over an analytic set implies existence of a Borel map
Let $X$ and $Y$ be standard Borel spaces, and let $A\subseteq X\times Y$ be an analytic set with a full projection on $X$: that is $\pi_X(A) = X$. Suppose that there exists a Borel-measurable kernel $\...
- 1,655
3
votes
1
answer
143
views
Maps that are a.e. equal have almost the same graphs
Let $X$ and $Y$ be two measurable spaces, and let $p$ be a probability measure on $X\times Y$. Denote by $p_X$ the marginal of $p$ on $X$, that is an image of $p$ under projection on $X$. Consider two ...
- 1,655
5
votes
1
answer
469
views
Universally measurable map coincides a.e. with a Borel map
Let $X$ be a standard Borel space: that is, a topological space equivalent to a Borel subset of $\Bbb R$. It is known that for any probability measure $p$ on $X$ and any universally measurable set $A\...
- 1,655
6
votes
2
answers
793
views
Obtaining conditional probabilities as pushforwards of [0,1]
It is standard that every Borel probability measure on a polish space $X$ can be obtained as pushforward of the uniform measure $\lambda$ on $[0,1]$ along an almost-everywhere-defined Borel-measurable ...
- 866