All Questions
Tagged with reference-request measure-theory
285 questions
3
votes
2
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199
views
An uncountable measurable subset of $\Bbb R$ containing no nonempty perfect set
$\newcommand\R{\Bbb R}$Assuming the axiom of choice, is there an uncountable Lebesgue-measurable subset $S$ of $\R$ that contains no nonempty perfect set?
Of course, such a set $S$, if it exists, ...
1
vote
1
answer
309
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Proof of the Dunford-Pettis theorem in the context of probability spaces
I'd like to know if there's a proof of the Dunford-Pettis theorem without using relatively advanced theorems of functional analysis such as Eberlein–Smulian Theorem. Since I'm only interested in ...
CommunityBot
- 1
29
votes
3
answers
3k
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Is there a probability theory developed in intuitionistic logic?
Since Boole it is known that probability theory is closely related to logic.
According to the axioms of Kolmogorov, probability theory is formulated with a (normalized)
probability measure $\mbox{...
CommunityBot
- 1
3
votes
0
answers
129
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A Talagrand inequality for the supremum of partial sums over function classes under dependence. (Reference request)
As a consequence to the Talagrand concentration inequality, it is well known that for a measurable space $(S,\mathcal{S})$ and an i.i.d. sample $X_1,...,X_n$ of $S$-valued random variables, if $\...
- 141
11
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1
answer
500
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Uncountable families of measurable sets with pairwise positive intersections
Let $(X,\mathcal{B},\mu)$ be an arbitrary finitely additive probability measure space, let $a>0$ and let $(A_i)_{i\in I}$ be an uncountable family of subsets with measure $\geq a$.
Is there an ...
- 10.6k
3
votes
1
answer
109
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Literature request: Covariance operators for Gaussian measures
I am looking to answer the question:
If $\mathcal{B}$ is a separable Banach space and $R: \mathcal{B}^*\to\mathcal{B}$ is a symmetric and positive operator, then $\phi: \mathcal{B}^*\to\mathbb{R}, \...
- 869
11
votes
4
answers
950
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Is there a name for finite unions of intervals?
Finite unions of intervals are simple sets that are used quite often, e.g. in measure theory. (The construction of the Cantor set is a noble example). I realised that I do not have a name for them. Is ...
- 6,367
2
votes
0
answers
205
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When should the empirical measure of an infinite sequence be defined?
Let $(x_n)_{n \in \mathbb{N}}$ be a (deterministic) sequence of nonnegative reals, possibly even with $x_n \in \mathbb{N}$ if you prefer. Then we'd like to define the empirical measure of such a ...
- 6,406
11
votes
1
answer
950
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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. ...
- 660
1
vote
0
answers
87
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Hausdorff distance and Hausdorff measure of symmetric difference
Let $X_n$ be a sequence of $k$-dimensional piecewise smooth submanifolds of $\mathbb{R}^m$, converging in Hausdorff distance to a $k$-dimensional piecewise smooth submanifold $Y \subset \mathbb{R}^m$, ...
- 11
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votes
0
answers
39
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Comonotone solution for Optimal Transport problems with supermodular surplus
In Alfred Galichon's book Optimal Transport Methods in Economics the foollowing result is stated for OT problems on the real line.
Theorem 4.3.(i) Assume that $\Phi$ is supermodular. Then the primal ...
2
votes
0
answers
101
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Majorization theory on $\sigma$-finite measure spaces
I want to learn about majorization and submajorization theory on $\sigma$-finite measure spaces. I know things get a bit more complicated compared with the case of a finite measure spaces but I'm ...
- 759
2
votes
1
answer
170
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Law of large numbers for a continuum of Bernoullis
Suppose I have a family of $n$ independent Bernoulli random variables described by a vector of parameters $(p_i)_{i=1}^n$. As it is well known, the number of successes within this family is a random ...
- 63.9k
2
votes
1
answer
148
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Is projection of a closed subspace Borel?
Specifically, letting $E$ be a separable infinite-dimensional real Banach space, and $D_2$ in $E\times E$ a closed linear subspace, is then $\{\,x:\exists\,y\,;(x,y)\in D_2\}$ a Borel set in $E\,$? ...
- 3,584
3
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0
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161
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Lebesgue measure of the boundary of the positivity set of a function is zero?
Let $w$ be a function $\mathbb R^n\to \mathbb R$ with the following properties:
$w$ is globally $\alpha$-Hölder continuous, $\alpha \in (0,1)$;
$w$ is biharmonic on $C=\{w>0\}$;
$w$ is subharmonic ...
8
votes
2
answers
567
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Darboux property of non-atomic sigma-additive nonnegative measures equivalent to the AC?
A result commonly, and probably erroneously, attributed to W. Sierpiński is that every non-atomic, countably additive, nonnegative measure $\mu: \Sigma \to \bf R$, where $\Sigma$ is a sigma-algebra on ...
- 273
2
votes
1
answer
103
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Sufficient conditions for the space of Radon measure to be a Banach space
Let $\mathcal{X}$ be a Hausdorff space and consider the space of Radon measures with bounded total variation $M(\mathcal{X})$ on $\mathcal{X}$.
Usually, the additional assumptions on $\mathcal{X}$ are ...
- 281
4
votes
1
answer
311
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If $f=h\circ g$, then there's a measurable function $\tilde h$ such that $f=\tilde h\circ g$
Let $X,Y,Z$ be three standard measurable spaces and $f:X\to Z$ and $g:X\to Y$ two measurable functions. Suppose that there's a function $h:Y\to Z$ such that $f=h\circ g$. How can I show that there's a ...
- 285
4
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1
answer
204
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How probability-rich is the $\sigma$-algebra generated by a sequence of sets? (Sierpiński's theorem on non-atomic measures without using the AoC.)
$\newcommand\F{\mathcal F}\newcommand\si{\sigma}\newcommand\Om{\Omega}\newcommand\ep{\varepsilon}$Let $p\in(0,1)$ and let $(\Om,\F,P)$ be a probability space. Let $(A_n)$ be a sequence in $\F$ such ...
2
votes
1
answer
385
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De la Vallée Poussin criterion on uniform integrability for infinite measures
The de la Vallée Poussin criterion (which is often used in combination with the Dunford-Pettis theorem) is usually formulated for probability measures/finite measures, for example in [Bogachev: ...
- 869
0
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2
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167
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Is a signed measure $\mu$ on $\mathbb{R}^d$ characterized by the transform $\mathcal{L}_\mu (\lambda ):=\int e^{\langle \lambda,x\rangle }\mu (dx)$?
In the book "Probability Theory" by Achim Klenke there's the following theorem: a finite measure $\mu$ on $[0,\infty )$ is characterized by its Laplace transform $\mathcal{L}_\mu(\lambda):=\...
0
votes
0
answers
54
views
Reference request: "doubly empirical" measure associated to a random measure
I am considering the following type of situation. Suppose we have a random probability measure, by which I mean a probability measure on a space of probability measures atop some Polish space $X$. In ...
- 869
1
vote
1
answer
344
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Is the Borel-Cantelli Lemma applicable here? [duplicate]
Consider $(X_{n})_{n\in\mathbb{N}}$ a sequence of random variables taking values in the set $\mathbb{Z}_{\geq 0}$ where $\mathbb{P}(X_{n} = i) > 0 $ for every $i\in\mathbb{Z}_{\geq0}$ which are ...
- 161
2
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1
answer
198
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References on tilting distributions
I would be interested in any book, paper, or other reading material that gives a comprehensive treatment of tilted distributions using the following notion of "tilting" (or equivalent):
...
- 147
18
votes
11
answers
5k
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Applications of measure, integration and Banach spaces to combinatorics
I'm going to be teaching a Master's level analysis course (measure theory, Lebesgue integration, Banach and Hilbert spaces, and if there's time, some spectral or PDE stuff) in the fall. My problem is ...
- 63.9k
0
votes
1
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102
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Lower bounds for truncated moments of Gaussian measures on Hilbert space
Let $\mu_C$ be a centered Gaussian probability Borel measure on a real separable Hilbert space $\mathcal{H}$ with covariance operator $C$. Denote the ball with radius $r$ in $\mathcal{H}$ centered at ...
- 128k
4
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2
answers
255
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Are the sublevel sets of Boltzmann entropy compact in Wasserstein distance?
For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let
$$
\...
- 5,380
9
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4
answers
4k
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Is the space of Radon measures a Polish space or at least separable?
Background: I work on a SPDE problem where in order to apply Prokhorov's theorem I need that some measure space is Polish space. And additionaly it would be good if that space is Banach space. Earlier ...
- 6,367
2
votes
0
answers
89
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On dense subspaces of $L^p$-spaces of finitely additive measures
Let $\mu$ be a finite, finitely additive measure defined on the Borel $\sigma$-algebra of a real separable Hilbert space $\mathcal{H}$ with dual $\mathcal{H}^{*}$. Write $L^{p}(\mathcal{H},\mu)$ for ...
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1
vote
2
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262
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Is the Boltzmann entropy lower semi-continuous in the weak topology induced by $C_b (\mathbb R^d)$?
For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let
$$
\...
- 128k
3
votes
1
answer
220
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Conditional expectation as square-loss minimizer over continuous functions
It is well-known that the conditional expectation of a square-integrable random variable $Y$ given another (real) random variable $X$ can be obtained by minimizing the mean square loss between $Y$ and ...
- 128k
5
votes
1
answer
248
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Approximation of monotone Sobolev functions
Let $f\in W_{loc}^{1,2}(\mathbb R^2)$ be a continuous monotone (real valued) function (monotone in the sense that the maximum and minimum of $f$ in a precompact open set are attained at the boundary)....
2
votes
1
answer
133
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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 ...
- 5,474
1
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0
answers
168
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Optimal transport-like problem where the objective depends on conditional probability distribution
$\DeclareMathOperator\marg{marg}$I would like to know if the following problem can be studied as an optimal transport problem, possibly imposing additional assumptions on the data.
Consider two sets $\...
0
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0
answers
161
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Markov process with time varying transition kernels
I cross post this question from StackExchange as it may be more appropriate.
I am interested in studying the evolution of a variable $\alpha_t\in [0,1]$ governed by the following stochastic dynamical ...
1
vote
0
answers
87
views
Symmetry of the isoperimetric profile
Given a probability measure $\mu$ on a metric space $(X, \mathsf{d})$, the $(\mu-)$Minkowski content of a set $A$ is defined as
$$\mu^+ (A) := {\lim\inf}_{r \to 0^+} \frac{\mu ( A_r \setminus A)}{r},$$...
- 801
3
votes
2
answers
102
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Reference for Wiener type measure on $C(T)$ when $T$ is open
I'm considering Gaussian process on open domain $T$ in $\mathbb{R}^n$ and I tried to follow the abstract Wiener space construction of Gross. Since my sample paths are meant to be continuous, I thought ...
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2
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0
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279
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Relationship between $p$-capacity and Riesz $s$-capacity of a set
What is the relationship between the definitions of $s$-capacity (page 13 here) and $p$-capacity (here) of a set?
Are they equivalent? If not, what inequalities hold? What is the difference (in terms ...
- 2,175
1
vote
0
answers
97
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Borel structure/sets coming from strong operator topology vs norm topology
Let $X, Y$ be Banach spaces. Moreover, let $\mathcal{L}(X,Y)$ be the space of bounded linear operators equipped with the standard operator norm topology, and $\mathcal{L}_{\mathrm{s}}(X,Y)$ the same ...
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2
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0
answers
127
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Measure algebra for a family of probability measures
Let $(X,B,P)$ be a probability space, $I_P$ the $\sigma$-ideal of $P$-null sets and
\begin{align}
B_P = B \ltimes I_P &= \{ A \mathbin{\triangle} N \mid A \in B, N \in I_P \}
\end{align}
the ...
CommunityBot
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3
votes
2
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273
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Representing measurable map to compact space as a continuous map
Let $\Omega$ be a measurable space equipped with a $\sigma$-ideal $\mathcal{N}$ (though of as the "null sets"). Define the compact Hausdorff space
$$ \tilde{\Omega} := \mathrm{Spec}(L^\infty(...
0
votes
0
answers
134
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Are there any books or literature on norms over measure space?
Consider the space of signed measures over some abstract space, we know the total variation norm makes the space Banach (I guess). So are some other norms. Are there some books or literature studying ...
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1
vote
1
answer
163
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Convergence rate of a sequence of sets to a set-theoretic limit?
Suppose $n\in\mathbb{N}$ and set $A\subseteq\mathbb{R}^{n}$.
If we define a sequence of sets $\left(F_r\right)_{r\in\mathbb{N}}$ with a set theoretic limit of $A$; how do we define the rate at which $\...
- 128k
1
vote
1
answer
96
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Asymptotic behavior of a Markov process on the set of $\{0,1\}$-polynomials
This question is cross-posted from https://math.stackexchange.com/questions/4711799/asymptotic-behavior-of-a-markov-process-on-the-set-of-0-1-polynomials
I am trying to study the asymptotic behavior ...
- 3,937
-1
votes
2
answers
407
views
Conditional expectation: commuting integration and supremum
Let $X$ and $A$ be compact Polish spaces endowed with Borel $\sigma$-algebras. Let $\mathcal{A} = X\times \mathcal{B}(A)$ be the $\sigma$-algebra consisting of cylinders whose projections on $A$ are ...
- 3,808
7
votes
3
answers
2k
views
Convex hulls of families of probability measures
Let $X$ be a standard Borel space, so that the space of Borel probability measures on $X$ is also a standard Borel space. We denote it by $\mathcal P(X)$.
In this paper for any family of probability ...
- 2,821
2
votes
0
answers
130
views
Double quotient integral formula on $\Gamma \backslash G /K$
Let $G=\text{SL}(n,\mathbb R)$, $\Gamma=\text{SL}(n,\mathbb Z)$ and $K=\text{SO}(n,\mathbb R)$. Consider the double coset space $X= \Gamma \backslash G /K$ and its fundamental domain $\mathcal F\...
- 457
4
votes
2
answers
391
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Lebesgue differentiation theorem at boundary points for Sobolev traces
$\newcommand{\R}{\mathbb R}$
Let $\Omega\subset \R^d$ be a smooth, bounded open set and fix $p\geq 1$.
Fact 1: the usual Lebesgue differentiation theorem says that, if $u\in L^p(\Omega)$, then
$$
u(x)...
- 6,155
2
votes
2
answers
312
views
$X$ Polish geodesic implies $(P_2(X), W_2)$ geodesic
If $X,d$ is a complete and separable space then the space of Borel probability measures with finite second moment on $X$ endowed with the Wasserstein distance $W_2$ is geodesic.
I am looking for a ...
- 3,146
2
votes
1
answer
336
views
Complex Borel measures: does $\mu_n \to \mu$ weakly imply $|\mu|(\Theta) \le \liminf_n |\mu_n|(\Theta)$ for every open subset $\Theta$?
Let
$\Omega$ be a metric space,
$C_b(\Omega)$ the space of all real-valued bounded continuous functions on $\Omega$, and
$\mathcal{M}(\Omega)$ the space of all finite signed Borel measures on $\Omega$...
- 271