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Let $X$ and $Y$ be Hausdorff topological spaces, and let $f : X \to Y$ be a Borel-measurable function. Suppose that $D \subseteq X$ is dense, that the image $f(D) \subseteq Y$ is dense, and that $f$ i …

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 …

Every topological space is measurable, since we may canonically equip a topological space with its Borel $\sigma$-algebra. A bornological space is like a topological space, except the structure descri …

Let $X$ be a topological space, equipped with its Borel $\sigma$-algebra $\mathcal B(X)$, and let $\mathbb P$ be a Radon probability measure on $(X, \mathcal B(X))$. Recall that the support of the mea …

Let $\Omega$ be a Banach space; for the sake of this post, we will take $\Omega = {\mathbb R}^2$, but I am more interested in the infinite dimensional setting. Take $\mathcal F$ to be the Borel $\sig …

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 $\Theta$ and $X$ be two (Hausdorff) topological spaces. Let $\mathbb P : \Theta \to \Delta(X)$ be a "statistical model", i.e., a continuous function from parameter space $\Theta$ to the space of p …

It is common knowledge among schoolchildren that one may define jump diffusion processes in wide generality. Hard question: What are the most general structures on which one may define something whi …

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 …

Let $T$ be a commutative monoid, written additively. The set $T$ is equipped with a canonical pre-order, defined by $s \le t$ when there exists $s' \in T$ so that $s + s' = t$. Consequently, $T$ may b …

Let $Q$ be a locally compact Hausdorff space, and let $V$ be a topological vector space. Consider the space $X = C_0(Q, V)$ of $V$-valued fields which vanish at infinity. Let $X^*$ denote the dual spa …

Consider the measurable space $2^{\mathbb R}$, equipped with the tensor-product $\sigma$-algebra. Famously, this space has a measurable structure which is not generated by a topology (see this answer) …

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 …

Consider the category $\operatorname{Meas}$ of measurable spaces: its objects are sets equipped with $\sigma$-algebras, and its morphisms are measurable functions between spaces. As Gerald Edgar & M …

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 …