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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 …
Pietro Majer's user avatar
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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 …
Pietro Majer's user avatar
  • 60.6k
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 …
Pietro Majer's user avatar
  • 60.6k
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 …
Pietro Majer's user avatar
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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 …
Pietro Majer's user avatar
  • 60.6k
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 …
Pietro Majer's user avatar
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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_ …
Pietro Majer's user avatar
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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 …
Pietro Majer's user avatar
  • 60.6k
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.
Pietro Majer's user avatar
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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 …
Pietro Majer's user avatar
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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^\ …
Pietro Majer's user avatar
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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 …
Pietro Majer's user avatar
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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).
Pietro Majer's user avatar
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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)/ …
Pietro Majer's user avatar
  • 60.6k
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 …
Pietro Majer's user avatar
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