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Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.

58 votes

Is there a measure zero set which isn't meagre?

Let $p_i$ be a list of the rational numbers. Let $U_{i,n}$ be an open interval centered on $p_i$ of length $2^{-i}/n$. Then $V_n=\cup_i U_{i,n}$ is an open cover of the rationals, of measure at most $ …
Bjørn Kjos-Hanssen's user avatar
8 votes
Accepted

Sets with equal positive measure in every interval

The basic step is to construct a nowhere dense set of positive, and controlled, measure. Then iteratively in each interval where the set is empty, you replace by another such set. See for example a pa …
Bjørn Kjos-Hanssen's user avatar
7 votes

Which distributions can you sample if you can sample a Gaussian?

Just want to observe that if $X$ is $\mathcal N(0,1)$ and $Y$ has any distribution with a strictly increasing* cdf $F_Y$ such that $F_Y^{-1} \circ F_X$ is computable (in whatever model of computabilit …
Bjørn Kjos-Hanssen's user avatar
7 votes

Does constructing non-measurable sets require the axiom of choice?

Yes, it requires the axiom of choice (and so No, it's not possible without), in the sense that Zermelo-Fraenkel set theory without choice (ZF) is not enough. ZF together with the Axiom of Determinacy …
Bjørn Kjos-Hanssen's user avatar
5 votes

What fraction of n-point sets in the unit ball have diameter smaller than 1?

A quick proof sketch that the ratio goes to 0: Let $a$ and $b$ be points in the unit ball of distance 2. (The existence of such does not hold in an arbitrary metric space!) As we add more and more poi …
Bjørn Kjos-Hanssen's user avatar
4 votes

Unusual augmentation of a filtration

They're the same, $\mathcal G_t=\mathcal F_t$. Indeed, suppose $A\in\mathcal G_t$. So in particular $A\in\bigcap_{n=1}^\infty(\mathcal F_{t+1/n}\vee\mathcal N)$. Note that for any $\sigma$-algebra $ …
Bjørn Kjos-Hanssen's user avatar
4 votes
Accepted

Measurability of $\{ x \in X ; H_0 x \subset A \}$

No, it is not true. It suffices to show that the complement is not necessarily Borel. Let $B=X\setminus A$, which is a general Borel set. We have $$ \{x:H_0x\not\subseteq A\} = \{x:H_0x\cap B\ne\varn …
Bjørn Kjos-Hanssen's user avatar
4 votes
Accepted

When are events in tail $\sigma$-algebra the limsup of some sequence of events?

No, let $\mathcal S_0=\{\{0,1\},\emptyset\}$ and let $\mathcal S_1$ be the powerset of $\{0,1\}$. Let $\mathcal F_n=\mathcal S_0^{n-1}\times\mathcal S_1 \times\mathcal S_0^{\infty}$. Let us write $X …
Bjørn Kjos-Hanssen's user avatar
3 votes

Is this generating family of a measurable space of point measures a pi-system?

It's not a $\pi $-system. For a counter example let $ A=\{0, 1\} $, $ B=\{2, 3\}$, $ u=v=1$. Show there is no $ C $ and $ w $ with $$ A_u\cap B_v= C_w $$ by first finding out what $ w $ would have to …
Bjørn Kjos-Hanssen's user avatar
3 votes

Reference for Function-Valued Random Variables?

Brownian motion, i.e. Wiener measure, is a good source of ideas and examples here. For instance if $W_t$ is 1-dimensional standard Brownian motion at time $t$ and $$P(\forall x\,F(x)=x^2)=1$$ and $Y=W …
Bjørn Kjos-Hanssen's user avatar
3 votes
Accepted

Binarily universal members of $[0,1]$

$U$ is a $G_\delta $ set, hence Borel at level 2 of the Borel hierarchy. It has Lebesgue measure 1 and is also comeager, so it is large both in the sense of measure and of Baire category.
Bjørn Kjos-Hanssen's user avatar
2 votes

Accuracy of the truncated Hausdorff moment problem

For $p=\infty$, there is a best possible lower bound of $$\inf_{|s| = n} \alpha_p(s)=\infty$$ since you can change the maximum of a (continuous, say) function without changing its integrals much. Tha …
Bjørn Kjos-Hanssen's user avatar
2 votes
1 answer
269 views

Lower bounds from Fourier dimension?

According to Mattila, Geometry of sets and measures in Euclidean spaces, p. 168, the Fourier dimension $\text{dim}_F(A)$ of $A\subseteq \mathbb R^n$ is the unique number in $[0,n]$ such that for any $ …
Bjørn Kjos-Hanssen's user avatar
2 votes
Accepted

Proving that Brownian motion has no points of increase

If we have a point of increase at $t$, witnessed by $\epsilon$, the question is threefold: why can we assume $t-\epsilon=0$, $B_t(\omega)\le 1$, and $B_{t+\epsilon}(w)-B_t(\omega)\ge 2$. These conditi …
Bjørn Kjos-Hanssen's user avatar
2 votes
1 answer
201 views

Non-uniqueness in Krylov-Bogoliubov theorem

So apparently the Krylov-Bogoliubov theorem says that every continuous function $f:X\to X$ on a compact metrizable space $X$ has an invariant probability measure $\mu$. Of course, if $X$ is just a si …
Bjørn Kjos-Hanssen's user avatar

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