Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
17
votes
Is there an increasing function on $[a, b]$ which is differentiable, but not absolutely cont...
Such a function does not exist.
Indeed, let $f\colon[a,b]\to\mathbb R$ be an increasing differentiable function. Then
$$f(x)-f(a)=(HK)\int_a^x f'(t)\,dt$$
for all $x$,
where $(HK)\int$ is the Henstock …
14
votes
Accepted
Proof of Pinelis (1992) - Banach space inequalities
As written in my paper [1], the inequality
$$P(f^*>r) \le 2\exp\big(-r^2/2(p-1)\big)
$$
in Theorem 3 in [1]
for martingales in $\mathcal{X}=L^p$ can be compared with the inequality
$$
P(f^*>r) \le …
11
votes
Accepted
Question on an exercise from Terry Tao's blog
If $f=1_{[0,1]}$, then for real $x$ we have
$$f^*(x)=\frac1{1-x}1(x<0)+1(0\le x<1).$$
So, for $\lambda=1/2$ the left-hand side is
$$\tfrac12\,m(\{x\colon f^*(x)>\tfrac12\})=\tfrac12\,m((-1,1))=1,$$
wh …
11
votes
Accepted
Countably representing all closed sets of positive measure
Without the assumption that $C$ be closed the answer is no.
Indeed, suppose such $C_m$'s exist. Then without loss of generality $|C_m|\le1/3^m$ for all $m$. Let now $C:=\bigcap_{m=1}^\infty ([0,1]\set …
9
votes
Accepted
Matching the integral of a function on smaller open sets
$\newcommand\op\oplus$Apparently, here $\mu$ is the Lebesgue measure. Identify the interval $[0,1)$ with the (say) unit circle in a standard manner. Slightly more elementarily, for $x$ and $K$ in $(0, …
7
votes
If a measure $\mu$ and Lebesgue measure $\lambda$ are singular, is the derivative of $\mu$ w...
$\newcommand{\N}{\mathbb N}
\newcommand{\R}{\mathbb R}
\newcommand{\B}{\mathcal B}
\newcommand{\F}{\mathcal F}
\newcommand{\la}{\lambda}
\newcommand{\ep}{\epsilon}
\newcommand{\si}{\sigma}
\newcommand …
7
votes
Accepted
Convergence rate for $L^2$ convergence
$\newcommand{\al}{\alpha}
\newcommand{\de}{\delta}
\newcommand{\De}{\Delta}
\newcommand{\ep}{\varepsilon}
\newcommand{\ga}{\gamma}
\newcommand{\Ga}{\Gamma}
\newcommand{\la}{\lambda}
\newcommand{\Si}{\ …
7
votes
Can the differential entropy of a continuous distribution with lebesgue integrable density b...
For $x\in(0,1)$, let
\begin{equation}
f(x):=\frac1{x\ln^2\frac ex}. \tag{1}
\end{equation}
Then $f\ge0$ and $\int_0^1f(x)\,dx=1$. On the other hand, $\ln f(x)\sim\ln\frac ex$ as $x\downarrow0$. So …
7
votes
Accepted
Prove $\int_{\mathbb R^N \setminus \Omega} |x - z|^{-N-s} dz \approx dist(x,\partial \Omega)...
$\newcommand{\Om}{\Omega}\newcommand{\de}{\delta}\newcommand{\ep}{\varepsilon}\newcommand{\R}{\mathbb R}\newcommand{\pOm}{\partial\Om}$Let $n:=N$. Consider the following "cone" condition:
the boundar …
7
votes
Accepted
Dominated convergence theorem when the measure space also varies with $n$
$\newcommand\ep\varepsilon$The conjunction of the following conditions is enough:
The $f_n$'s are uniformly bounded: $|f_n|\le M$ for some real $M>0$ and all $n$;
$X$ is Polish;
$f_n\to f$ uniformly …
6
votes
Self-contained formalization of random variables?
$\newcommand\Om\Omega\newcommand\ga\gamma$
I think all you need to do is clarify/formalize the terms you are using.
Given a measurable space $(X,E)$, let us say that random variables (r.v.'s) $A_1$ an …
6
votes
Interpolation inequality $\int_{\mathbb R} u^3 dx \le \int_{\mathbb R} (u')^2 dx + \int_{\ma...
This inequality cannot hold because of the homogeneity matter. Indeed, take any $u$ with $\int u^3\in(0,\infty)$ and $\int u^2+\int(u')^2<\infty$. Then replace $u$ by $cu$ for a real number $c$, and l …
6
votes
A special approximation of the Heaviside function
$\newcommand\ep\epsilon$The answer is no. Indeed, assume that
$$\int_0^1|f''_\ep(x)|\,dx\le\int_0^1|f_\ep(x)|\,dx\tag{0}$$
for $\ep\in(0,1)$. Let
$$M:=\max_{0\le x\le\ep}|f_\ep(x)|.$$
Then $M\ge f_\ep …
6
votes
Accepted
Non-separable metric probability space
Apparently, a relevant source here is H. J. Keisler and A. Tarski, From accessible to inaccessible cardinals. Fundamenta mathematicae, vol. 53 (1964), pp. 225--308, a review of which is given at https …
6
votes
Accepted
Log-concavity of function
Direct calculations show that
$$(f_2*f_0)(y)=\frac{1}{4} \sqrt{\frac{\pi }{2}} e^{-\frac{y^2}{2}} \left(y^2+1\right),
$$
$$(f_1*f_0)(y)=\frac{1}{2} \sqrt{\frac{\pi }{2}} e^{-\frac{y^2}{2}} y,
$$
$$(f …