1
vote
0answers
21 views

Convex interaction energy

Does anybody know examples of absolutely continuous probability measures $\mu_0,\mu_1$ on $\mathbb{R}^n$ with finite 2nd moments such that $$ \frac{d^2}{dt^2}\left(\int_{\mathbb{R}^n\times ...
13
votes
0answers
177 views

A question about small sets of reals

In ZFC, does there exist an uncountable set of reals $A$ such that for every closed measure zero set of reals $B$, $ A + B = \{a+b : a \in A, b \in B\} \neq \mathbb{R}$? This question is motivated ...
1
vote
0answers
54 views

Multivariate monotonic function

Let $f(x_1, \dots, x_n)$ be a real function on the $n$-dimensional unit cube (that is, mapping $[0,1]^n \mapsto \mathbb{R}$). Assume furthermore that $f$ is monotonic in every coordinate, and that $f$ ...
4
votes
1answer
80 views

General version of Skorokhod representation of random variables

Let $F: \mathbb{R} \to [0,1]$ be cumulative distribution function (cdf). The standard way to build a random variable $\tau$ on $([0,1],\mathcal{B},\text{Leb})$ with $F$ as its cdf is using the ...
3
votes
1answer
153 views

When is the bound in Riesz-Thorin Interpolation Theorem attained?

Let me recall the statement of Riesz-Thorin theorem (see also http://en.wikipedia.org/wiki/Riesz%E2%80%93Thorin_theorem). Theorem (Riesz-Thorin): Let $(X,\mu)$ and $(Y,\nu)$ be $\sigma$-finite ...
0
votes
3answers
187 views

dual space of a subspace of the space of bounded measures

Let $\mathcal{M}=\mathcal{M}(\mathbb{R})$ be the space of bounded measures. Equipped with the weak convergence, the dual space of $\mathcal{M}$ is $\mathcal{C}_b(\mathbb{R})$ consisting of continuous ...
10
votes
2answers
336 views

Is sigma-additivity of Lebesgue measure deducible from ZF?

Is sigma-additivity (countable additivity) of Lebesgue measure (say on measurable subsets of the real line) deducible from the Zermelo-Fraenkel set theory (without the axiom of choice)? Note 1. ...
0
votes
0answers
113 views

Dual of the space of vector valued Borel measures

What is the dual of the space of all vector valued Borel measures?
1
vote
0answers
79 views

Does the difference quotient of an absolut cont. funct. converge in L^1?

Assume that $\mu$ is a finite Radon measure on the real line and $f$ is integrable wrt. $\mu$. Define $F(x)=\int_{]\infty;t]}f(y)d\mu(y) $ Is the following statement true? The functions ...
1
vote
1answer
130 views

Lebesgue's integrability condition in several variables

The well known Lebesgue's condition of Riemann integrability says that a bounded function in one variable $f\colon [a,b] \to \mathbb{R}$ is Riemann integrable if and only if it is continuous almost ...
17
votes
2answers
483 views

Intersection of compact sets in the unit interval

Let $\mathscr K$ be an uncountable set such that every $K\in\mathscr K$ is a compact subset of $[0,1]$ with positive Lebesgue measure. Does it then follow that there exists an uncountable $\mathscr ...
1
vote
1answer
124 views

Original source for a well-known result of convergence in measure and almost everywhere

A well-known result in measure theory states that given a sequence $(f_n)_{n=1}^\infty$ of measurable functions from a $\sigma$-finite measure space $(X,\mathcal{A},\mu)$ to $\mathbb{R}$ then the ...
3
votes
1answer
117 views

Weak continuity of Lebesgue decomposition

Let $X$ be a space with its $\sigma$-algebra $\mathcal{B}$; we are given a finite measure $\mu$ and a sequence of finite measures $\nu_n$ such that, for every bounded continuous function ...
2
votes
0answers
77 views

convolution of surface measures

Thanks for reading my question. Assume we are given two compact (possibly with boundary) $(n-1)$-dimensional $C^{\infty}$ manifolds $M_1$ and $M_2$ embedded in $\mathbb{R}^n$, with induced measure ...
0
votes
0answers
99 views

proof of “supermodular function induces measure”

A function $f:\mathbb{R}^n\longrightarrow\mathbb{R}$ induces a measure by its finite differences, that is \begin{align} \mu((\mathbf{a},\mathbf{b}]) := \Delta_{a_1,b_1}\cdots\Delta_{a_n,b_n} f ...
4
votes
0answers
163 views

decreasing rearrangements: why the asymmetry of measure-preserving maps?

Ryff proved in 1970 that the decreasing rearrangement $f^*$ of a, say, continuous function $f:[0,1]\to\mathbb{R}$ admits a measure preserving map $\phi$ such that $f=f^*\circ\phi$. In general it is ...
1
vote
0answers
143 views

When does a proper Zariski closed set have measure zero with respect to a conditional measure?

Assume we have a probability measure $\mu$ over $\mathbb{R}^d$ that is absolutely continuous with respect to Lebesgue measure. Given $m$ polynomials $p_1,\ldots,p_{m}\in \mathbb{R}[x_1,\ldots,x_d]$ ...
4
votes
1answer
214 views

Norms for complex measures

I'm searching for a state of the art introduction to norms on the space of complex measures (on $\mathbb R^n $, for example, or some compact subset thereof). I'd be interested in inequalities of the ...
1
vote
1answer
242 views

A question about “nice” functions

Let $f:\mathbb R \rightarrow \mathbb R$ be a function such that $\lambda(I)=\lambda(f(I))$ for each interval $I \subseteq \mathbb R$. ($\lambda$ is Lebesgue measure here.) Let us call such functions ...
5
votes
2answers
294 views

Local concentration of measure on Erdos-Rényi graph

Let $G_n=(V_n,E_n)$ be an Erdos-Rényi random graph, precisely the vertex set is $V_n=(1,\dots,n)$ and the edge set is $E_n=(ij\in\mathcal{P}_2(V_n)\ |\ \epsilon_{ij}=1)$ where $(\epsilon_{ij})_{ij}$ ...
0
votes
1answer
334 views

Change of variables formula for Riemann integration and Lebesgue Integration

I've put this question on math.SE for a while without getting any answers. I thought it must be a rather trivial question for MO so that I didn't put it here. But I do want to get some help anyway ...
1
vote
2answers
278 views

Defining definite integral using indefinite integral.

Sometimes definite integral is defined using antiderivatives: $$\int_{a}^b{f(t)dt}=F(b)-F(a)$$ where $F$ is any continuous function such that: $$(\forall t\in[a,b]\setminus C)(F'(t) \space exists ...
5
votes
1answer
212 views

Extension of measures from the ball sigma-algebra to the borel sigma-algebra

Let $X$ be a metric space, $\Sigma_{1}$ the borel sigma algebra and $\Sigma_{2}$ the sigma algebra generated by balls (open and closed). If $\mu$ is a probability measure on $\Sigma_{2}$ can it be ...
2
votes
1answer
276 views

Apollonian gasket and the degree of convergence

Let $r_1,r_2\dots$ be the radii of Apollonian gasket. I would like to know for which values $\alpha$ we have $$\sum_{n=1}^\infty r_n^\alpha<\infty.$$ I know that if three circles $A$, $B$ and ...
2
votes
1answer
218 views

Baire sets of $X$ possess the required Cartesian product property

Let $X=X_{1}\times X_{2}$ is locally compact space, and define $$E=\{E_{1}\times E_{2}\mid E_{i}\text{ is a Borel set in }X_{i}\;,\text{ for}\; i=1,2\}$$ Now why the Baire sets of $X$ are in the ...
7
votes
0answers
242 views

Uniform closure of subspaces of Baire class 1

Describe a uniformly closed linear subspace $A \subset C([0,1])$ such that the space $B_1(A)$ is not uniformly complete. Here $B_1(A)$ is the set of all bounded functions $f$ which are pointwise ...
0
votes
1answer
337 views

Calculating the Lebesgue decomposition of a measure [closed]

How we should calculate the Lebesgue decomposition of a measure? Please explain it with an example such I can get the whole idea behind it.
6
votes
3answers
741 views

Does a weaker condition than vanishing derivative imply a function being constant?

I learned this question from math.stackexchange, which is equivalent to ask that if $f:[0,1]\to \mathbb{R}$ is a continuous function with bounded variation, does $$g(x):=\lim_{\epsilon\to ...
2
votes
1answer
161 views

If two probability distributions have the same weak limit and one of them satisfies Large Deviation Principle, what can we say about the other?

If the probability distribution function of two sequences of random variables have the same weak limit and one of the sequences satisfies a Large deviation principle, then does it imply that the other ...
3
votes
1answer
159 views

Measuring almost-critical values of smooth functions.

Consider a compact sub-manifold $X \subset \mathbb{R}^n$ of Euclidean space and let $f:X \to \mathbb{R}$ be any smooth function. Recall that $x \in X$ is a critical point of $f$ if the gradient ...
6
votes
2answers
1k views

About the definition of Borel and Radon measures

I am trying to understand the notion of Radon measure, but I am a little bit lost with the different conventions used in the litterature. More precisely, I have a doubt about the very definition of ...
1
vote
2answers
111 views

sequences of plane measures converging to a singular one: terminology, etc

We are dealing with very "easy" sequences of uniform measures converging to singular measures (?), as in the following example: let $a$, $b$, and $c$ be vertices of a triangle in $\mathbb{R}^2$, and ...
7
votes
2answers
1k views

Counterexamples to differentiation under integral sign?

I'm exploring differentiation under the integral sign (I want to be much faster and more assured in doing this common task). So one thing I'm interested in is good counterexamples, where both ...
3
votes
2answers
431 views

Do semi-continuous functions generate bounded Borel measurable functions as a $C^*$-algebra?

This question is related to Question 2 of my previous posting. Question. Let $\mu$ be a Radon measure on a compact Hausdorff space $\Omega$ and $L^{\infty}(\Omega,\mu)$ the set of essentially bounded ...
4
votes
2answers
497 views

Finite measure on the power set

Let $X$ be an uncountable set, and let $\Omega$ be the power set of $X$, viewed as a $\sigma$-algebra. Does there exist a positive $\sigma$-additive measure of finite total mass on $(X, \Omega)$ such ...
15
votes
4answers
1k views

Is a random subset of the real numbers non-measurable? Is the set of measurable sets measurable?

One might say, "a random subset of $\mathbb{R}$ is not Lebesgue measurable" without really thinking about it. But if we unpack the standard definitions of all those terms (and work in ZFC), it's not ...
3
votes
3answers
408 views

When is the infimum of an arbitrary family of measurable functions also measurable?

Let $(X,\Sigma,\mu)$ be a measure space and consider a family of $\mu$-measurable functions $f_i:X \to \mathbb{R}$ for $i$ lying in some index set $I$. Define $$f(x) = \inf_{i \in I} f_i(x)$$ I think ...
0
votes
1answer
338 views

Pointwise limit at Lebesgue's point

Dear MOs, I am sorry if this problem is too elementary for someone. I just want to get confirmation. Suppose $f\in L^1(R^d)$. Since almost all points are Lebesgue points by the Lebesgue ...
13
votes
2answers
437 views

A natural center of a convex weakly compact set in Banach space

Question: Let $S$ be a convex weakly compact set in Banach space $H$. Propose a natural way to define the unique center $O \in S$. Motivation: A lot! For example, in game theory $S$ can be a set of ...
0
votes
1answer
285 views

Is Jordan outer measure finitely additive on positively separated sets in $\mathbb{R^n}$?

I am trying to argue that exterior measure has nice properties that Jordan outer measure doesn't have. One of them is finite additivity, but I can't find a simple way to show Jordan outer measure is ...
0
votes
0answers
103 views

Stable subsets with respect to pointwise convergence.

Consider the linear spacet $\mathcal{F}(\mathbb{R}^n)$ of all real functions defined in $\mathbb{R}^n$. It is well known that the subspace $\mathcal{C}(\mathbb{R}^n)$ of all real valued continuous ...
1
vote
1answer
287 views

Uniform $L_1$ convergence implies uniform convergence pointwise a.e.

Let $\Omega$ be a measure space (which can be assumed to be an interval with Lebesgue measure). It is well known that for a sequence $(f_n)$ in $L^1(\Omega)$ which converges to zero (in ...
4
votes
0answers
181 views

The ring generated by measures

Suppose $X$ is a space equipped with a $\sigma$-algebra $\mathcal{M}_X$. Then the set of measures on $X$ is closed under addition and scalar multiplication by elements of ${\mathbb R}$. Formally ...
0
votes
0answers
377 views

Sigma algebra generated

Let $\mathcal{L} \subset \mathbb{R}$ the Lebesgue sigma algebra and $\mathcal{B} \subset \mathbb{R}^{n}$ the Borel sigma algebra. I'll denotes by $\mathcal{L} \times \mathcal{B}$ the smallest sigma ...
1
vote
1answer
269 views

Property Sigma Algebra [closed]

Is the set { $ \cup_{i \in \mathbb{N}} C_{i} \times D_{i} : C_{i} \in \mathcal{L} \ , D_{i} \in \mathcal{B}^{n} \ $ } a sigma algebra on $\mathbb{R} \times \mathbb{R}^{n}$ ?
7
votes
2answers
586 views

Multi-dimensional moment problem

Let $\mu$ be a measure on $\def\r{\mathbb{R}}\r^n$, $1\le n \le \infty$. Given a (finite) multi-index $\bar{i} = (i_1, i_2, \ldots)$, one can define the moment $$ m_{\bar i} = \int x_i^{i_1} ...
0
votes
1answer
494 views

surjective function from non-measurable sets

let $V$ be the vitali set and let $g:V\to\mathbb R$ be a surjective function. then the fuction $f:\mathbb R\to\mathbb R$ such that $f(x)=g([x])$ will be a function that is surjective in any interval ...
0
votes
1answer
425 views

Difference between spaces of integrable functions w.r.t Lebesgue measure and Borel measure [closed]

Is there a difference between $L^p(\mathbb R,\mathfrak B,\beta)$ and $L^p(\mathbb R,\mathfrak L,\lambda)$ ? Here I denoted by $\lambda$ the Lebesgue measure, defined on the Lebesgue $\sigma$-algebra ...
3
votes
1answer
306 views

Hausdorff measure on product spaces of p-adic integers

This question came up (unexpectedly) in a problem I was working on a few years ago. It may not be too difficult but I never got around to figuring out the answer, because all I needed at that time was ...
2
votes
0answers
2k views

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 ...