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Let $(X, \Sigma)$ denote a measurable space. Is there a non-trivial $\sigma$-algebra $\Sigma^1$ of subsets of $\Sigma$ so that $(\Sigma, \Sigma^1)$ is also a measurable space? Here is one natural …

Let $X$ be a topological affine space. A Gaussian measure on $X$ is characterized by the property that its finite-dimensional projections are multivariate Gaussian distributions. Is there a direct ch …

In addition to the excellent answers above, I also suggest the nice survey Oxtoby, Ergodic Sets (Zbl 0046.11504, MR47262, DOI: 10.1090/S0002-9904-1952-09580-X). Introduction. Ergodic sets were introd …

Let $X$ denote a measurable space, that is, a set equipped with a $\sigma$-algebra $\Sigma(X)$. Let $M(X)$ denote the space of real-valued measures over $X$. This is a vector space over the real numbe …

This is a sequel to another question I have asked. The notion of disintegration is a refinement of conditional probability to spaces which have more structure than abstract probability spaces; someti …

Sorry for the necromancy. Here's an attempt at constructing a $\sigma$-algebra using the tensor product of $\sigma$-algebras. This should likely not result in a Borel structure (i.e., a $\sigma$-algeb …

This is the infinite-dimensional sequel to my question, Conditional probabilities are measurable functions - when are they continuous?. Let $\Omega = \Omega_1 \times \Omega_2$ be a probability space …

Much of the literature on measure theory in linear spaces focuses on the case of normed linear spaces (e.g., the outstanding book by Vakhania, or its sequel). However, nuclear linear spaces "as far fr …

A measurable space $(X,\mathcal X)$ consists of a set $X$ equipped with a $\sigma$-algebra of subsets $\mathcal X$. I would like to write computer programs involving measurable spaces, but to the best …

Let $H$ be an infinite-dimensional, separable Hilbert space, and let $\gamma$ be a Radon probability measure on $H$ with mean zero and covariance operator the identity $I$. Let $H^*$ denote the space …

In Appendix B of his Uniform Central Limit Theorems (1999), Dudley writes: It is consistent with the usual axioms of set theory (including the axiom f choice) that there are no measurable cardinals, …

Let $X$ be a locally convex topological linear space, and $\mathbb P$ be a probability measure on $X$. Denote the mean vector $m \in X$ and covariance operator $k : X^* \to X$. Let $\tau_u : X \to X$ …

Let $X$ be a locally convex topological linear space, and let $\mathbb P$ be a probability measure on $X$. Suppose that $\operatorname{var}(\varphi) < \infty$ for all continuous linear functionals $\v …

I've read that toposes are extremely important in modern mathematics, but I find the definitions and examples given on the nLab page a little too abstract to understand. Can you provide some examples …

Let $(X,\mathcal X,\mu)$ be a fixed measure space, and suppose that $\mu$ is stationary and ergodic with respect to the (left) action of a topological group $G$. Stationarity means that $\mu = g_* \mu …