All Questions
Tagged with reference-request measure-theory
285 questions
3
votes
2
answers
190
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, ...
- 128k
11
votes
1
answer
500
views
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
0
answers
129
views
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
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}, \...
- 171
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
1
vote
0
answers
87
views
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
0
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
1
answer
170
views
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 ...
2
votes
1
answer
148
views
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
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
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 ...
- 60.5k
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 ...
- 171
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 ...
- 627
4
votes
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 ...
- 128k
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: ...
- 185
0
votes
2
answers
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):=\...
- 15
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 ...
- 660
0
votes
1
answer
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 ...
- 505
3
votes
0
answers
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 ...
1
vote
1
answer
344
views
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
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 ...
- 505
1
vote
1
answer
307
views
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 ...
- 627
1
vote
2
answers
262
views
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
$$
\...
- 835
4
votes
2
answers
255
views
Are the sublevel sets of Boltzmann entropy compact in Wasserstein distance?
For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let
$$
\...
- 835
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 ...
- 463
2
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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
1
vote
0
answers
168
views
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
votes
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
views
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 ...
- 163
1
vote
0
answers
97
views
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 ...
- 139
2
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0
answers
127
views
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 ...
- 285
3
votes
2
answers
273
views
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(...
user103549
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 ...
1
vote
1
answer
163
views
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 $\...
- 63
1
vote
1
answer
96
views
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 ...
-1
votes
2
answers
407
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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 ...
- 109
2
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0
answers
130
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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
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2
answers
391
views
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)...
- 5,380
7
votes
2
answers
180
views
Bisector of two points in a Riemannian manifold has measure $0$
Let $p,q\in M$, $p\neq q$, where $M$ is a Riemannian manifold. We will let the bisector of $p,q$ be $\mathcal{B}(p,q)=\{x\in M;d(p,x)=d(q,x)\}$. Does $\mathcal{B}(p,q)$ have measure $0$?
I was ...
- 10.6k
2
votes
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
8
votes
2
answers
960
views
Is there a measure theory for proper classes?
This question is naive, but I didn't get an answer at MSE: Is it straightforward to extend measure theory to proper classes?
Of course when one tries to define measures on "large sets" ...
- 869
4
votes
1
answer
134
views
On partial absolute continuity
$\newcommand\B{\mathscr B}\newcommand\A{\mathscr A}\newcommand\si{\sigma}$Let $I:=[0,1]$, and let $\B$ and $\B^2$ denote the Borel $\si$-algebras over $I$ and $I^2$, respectively. Let $\A$ stand for ...
- 128k
1
vote
1
answer
262
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Is $L_p(X, \mu, E)$ uniformly convex for $p \in (1, \infty)$ if $E$ is a uniformly convex Banach space?
Let $(X, \Sigma, \mu)$ be a $\sigma$-finite complete measure space, $(E, |\cdot|)$ a Banach space, and $p \in (1, \infty)$. Let $L_p := L_p(X, \mu, E)$ be the Bochner space of all $\mu$-integrable ...
- 657
2
votes
1
answer
336
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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 $\Omega$...
- 657
4
votes
2
answers
374
views
Vague convergence: confusion about the regularity of a signed Radon measure and that of its variation
I'm reading a proof of below theorem from this paper.
Theorem A.3. Let $\Omega$ be a locally compact normal Hausdorff space. Let $\left\{\mu_n\right\} \cup\{\mu\} \subset \mathcal{M}(\Omega)$ and ...
- 657
1
vote
1
answer
116
views
Strong subobject classifier for measurable spaces
Does the category of measurable spaces have a strong subobject classifier (specifically $2 = (\{0,1\}, \{\varnothing, \{0,1\}\})$?
I would think the situation could be analogous to $\mathsf{Top}$, ...
- 677
1
vote
0
answers
57
views
Uniform bound on the measure of $\Omega_\delta = \Omega \cap \delta\mathbb Z^d$ if $\Omega$ is an open bounded set with Lipschitz boundary
Let $\Omega \subset \mathbb R^d$ be an open bounded set with Lipschitz boundary. Let us consider $\Omega_\delta = \Omega \cap \delta\mathbb Z^d$ for $\delta >0$. I want to say that the measure of $\...
- 131
1
vote
0
answers
74
views
"N-waves" (source-type solutions) for Hamilton-Jacobi equation $v_t + (v_x)^2 = 0$
Let us consider the Burgers equation
$$u_t + (u^2)_x = 0$$
In
Liu, Tai-Ping; Pierre, Michel, Source-solutions and asymptotic behavior in conservation laws, J. Differ. Equations 51, 419-441 (1984). ...
- 839
5
votes
0
answers
135
views
Criteria for tightness of Gaussian measures on Banach spaces
In Bogachev's book "Gaussian Measures" (Example 3.8.13) sufficient conditions for the (uniform) tightness of a sequence of centered Borel Gaussian probability measures on a separable Hilbert ...
- 505