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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 $\tau_u : X \to X$ …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532
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) …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532
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, …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532
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 …
Tom LaGatta's user avatar
  • 8,532

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