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Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
5
votes
1
answer
743
views
Cameron-Martin theorem for non-Gaussian measures
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 $\tau_u : X \to X$ …
4
votes
1
answer
567
views
Density of linear functionals in $L^2$
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 …
17
votes
7
answers
1k
views
Examples of toposes for analysts
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 …
2
votes
1
answer
244
views
Probability measures on $L^p$
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 …
3
votes
3
answers
918
views
A non-trivial probability measure on $2^{\mathbb R}$
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) …
12
votes
3
answers
862
views
Measure theory in nuclear spaces
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 …
2
votes
1
answer
547
views
Is this a closed set?
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 …
1
vote
0
answers
654
views
Extending a homeomorphism from a dense set [closed]
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 …
11
votes
1
answer
2k
views
Do Measurable Cardinals Exist? (assuming ZFC)
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, …
18
votes
3
answers
2k
views
How do we express measurable spaces using type theory?
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 …
3
votes
1
answer
958
views
When is the support of a Radon measure separable?
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 …
2
votes
1
answer
885
views
Riesz representation theorem for vector-valued fields
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 …
23
votes
2
answers
7k
views
What is a Gaussian measure?
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 …
5
votes
1
answer
399
views
Is every bornological space measurable?
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 …
7
votes
2
answers
412
views
Does every commutative monoid admit a translation-invariant measure?
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 …