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Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
14
votes
Accepted
Fubini's theorem without completeness or $\sigma$-finiteness conditions
You do not need $\sigma$-finiteness of the measure in Fubini theorem, although it is an hypothesis that can be assumed with no loss of generality, in that the support of an integrable function is, of …
2
votes
Is the total variation of a vector measure $\mu$ a (classical) measure, even when $\mu$ is n...
In fact the total variation of a Banach valued vector measure is always a measure, as you are saying. What can happen is that $\|\mu\|$ has "heavy atoms", that is, measurable, non null sets $A\in\mat …
4
votes
Differentiate an integral (Lebesgue integral)
In fact, if $f$ is any measurable function on a measure space $(X,\mathcal{S},\mu)$, and wlog $f(x)>0$ on $X$, if for real numbers $a<b$ one has $\int_X f^a d\mu<+\infty$ and $\int_X f^b d\mu<+\inft …
4
votes
Accepted
When does $\ell_1(\Gamma)$ embed into $L_1(\mu)$?
If $(X,\Sigma, \mu)$ is semi-finite (it has no infinite atoms) and non-$\sigma$-finite, by transfinite induction there is a family $\{E_\alpha\}_{\alpha \in \omega_1}$ of disjoint measurable sets of …
1
vote
Existence of a probability measure with "confined" zero measure sets
We may rephrase the condition saying: $\mathcal{N}$ includes the class
$\Sigma_0$ of all $E\in \Sigma$, such that $E$ is a null set for some non-atomic probability measure $\mu_E$ on $\Sigma$, or equ …
1
vote
Accepted
Weak convergence of the image of an $L^1$ converging sequence under a convex function
With the extra assumption it is true, and only continuity on $f:[0,\infty)\rightarrow [0,\infty)$ is needed. Of course, it is sufficient to show that some subsequence of $f(u_k)$ converges. So we can …
1
vote
Weak convergence of the image of a weakly $L^1$ converging sequence
First point: indeed, without the extra assumption, $f(u_k)$ does not converge weakly to $f(u)$ in general, even if $u_k$ converges strongly. Take $u_k:=k \chi_ {\big[0,\frac{1}{f(k)}\big]}$. So $\|u_ …
1
vote
Accepted
Calculating the Lebesgue decomposition of a measure
Let e.g. $\nu$ be a finite Borel measure on $[a,b]$ and $m$ the Lebesgue measure. So the function $[a,b]\ni x\mapsto \nu\big([a,x)\big)$ is a BV function. It is therefore differentiable $m$-a.e., an …
1
vote
Product Measure Only Possible Measure?
No (unless X is a one-point space). The mean of two distinct shift-invariant product probability measures is a shift-invariant probability measure, though not a product.
5
votes
Measure of the support of a Borel probability on a metric space
Consider an uncountable discrete metric space $X $ (i.e., metrized by the Kronecker delta). Define a measure on $X$ putting for any $A\subset X,\\ $ $\mu(A)=1$ or $\mu(A)=0$ according whether $A$ belo …
2
votes
How to verify the weak convergence?
If $(f_n)$ is a bounded sequence in $L^1(X,\mu)$, it is true that the set of $g\in L^\infty(X,\mu)$ such that $\int_X f_n g\, d\mu$ has a limit in $\mathbb{C}$ is a norm-closed linear subspace of $L^\ …
1
vote
Accepted
Linear functionals and continuous functions on open intervals
No. Let w.l.o.g $Q:= (0,1)$. There is a bounded linear functional $f$ on $E$ such that for any $x\in E$ one has: $\liminf _ {s\to 0} x(s)\le f(x) \le \limsup _ {s\to 0} x(s) $. This functional is posi …
3
votes
Accepted
Monotone differentiable function whose derivative is discontinuous on a full measure set
I think you want the Pompeiu function (Feel free to add questions on the details of the construction).
11
votes
Accepted
Signed measure that is positive over convex sets
A counterexample is a signed measure on the interval $I:=[-1,1]$ concentrated in the points $\{-1\}$, $\{0\}$, $\{1\}$ with
weights respectively $1/2$, $-1$, $1/2$. (Thus $\int_If d\mu= f(1)/2+f(-1)/ …
1
vote
Accepted
surjective function from non-measurable sets
For instance let $f:[0,1]\to[0,1]$ be the Cantor function and define $g(x):=x+f(x)$. Then $g:[0,1]\to[0,2]$ is a homeomorphism that maps the complement of the Cantor set $C$ onto a measure one open …