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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 …

Tom, the result follows trivially from the fact that $x \mapsto x \log x$ is convex. That fact seems pretty geometric to me. Here is a modified version of the proof from Mackey (2003, pp. 7-8). Let …

Does there exist a (stationary) covariance kernel function which is $C^\infty$-smooth but not real analytic? If so, could you please provide an example?

Consider the Fréchet space $\Omega = C(\mathbb R^d)$ of real-valued continuous functions equipped with the seminorms $$\|f\|_D := \sup_{x,y \in D} \left\{ |f(x)|, \tfrac{|f(x)-f(y)|}{|x-y|} \right\}, …

If $f$ is any real-valued function, we define its zero set $Z_f = \{ x : f(x) = 0 \}$. Obviously, the zero set of a nice function can be uncountable. e.g., if $f(x) = 0$ on an uncountable domain. I …

Let $c(r)$ be a nice, continuous function with compact support. For example, $c(r) = \tfrac 1 5 (1-r)^{11} \big( 5 + 55r + 239 r^2 + 429 r^3 \big)$ for $r \in [0,1]$, and $c(r) = 0$ otherwise. On …

Let $U$ be an open convex set in a locally convex space $X$, and let $f : U \to [0,1]$ be a log-concave function on $U$ (i.e., bounded and real-valued). Under what conditions does $f$ have a continuo …

Let $\psi : [0,\infty] \to \mathbb R$ be a strictly positive, continuously differentiable function, and consider the non-linear ODE $$\ddot x = - \frac{1}{4} \frac{\psi'(x)}{\psi(x)} \left( \dot x^2 - …

Here's an answer from probability: a Brownian motion $B_t$ is a random, continuous function whose zero set is closed, nowhere dense, and has no isolated points. That is, $\{t : B_t = 0 \}$ is almost …