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

15 votes
Accepted

Is defining measures as functionals ever insufficiently general in practice?

The first time I taught myself rigorous measure theory, I used the "linear functionals on $C(X)$" approach for compact Hausdorff spaces, so I got first-hand knowledge of where it doesn't work for prob …
Robert Furber's user avatar
13 votes
Accepted

Is there a measure on $[0,1]$ that is 0 on meagre sets and 1 on co-meagre sets

The answer is no. Assume that such a measure $\mu$ exists. First, since every singleton in $[0,1]$ is closed with empty interior, $\mu(\{x\}) = 0$ for all $x \in [0,1]$. Write $B_{x,\epsilon}$ for th …
Robert Furber's user avatar
12 votes
Accepted

Is $X\times X$ homeomorphic to $X$ for a space of probability measures?

The answer is yes, following from Klee's extension of Keller's theorem on homeomorphisms of infinite dimensional compact convex sets: Klee, V. L., Some topological properties of convex sets, Trans. Am …
Robert Furber's user avatar
9 votes

A characterization of $L_1(\mu)$ in $L_\infty(\mu)^*$

The criterion suggested in the question works fine for $\sigma$-finite spaces, and Michael Greinecker's answer is correct under this assumption. However, the suggested criterion is not (provably) suf …
Robert Furber's user avatar
7 votes
Accepted

Borel $\sigma$-algebra of a Borel subset

The problem is that you have to take uncountable unions of sets of the form $[a,b) \times [c,d)$ to get every open set in the Sorgenfrey plane, so the $\sigma$-algebra generated by $[a,b) \times [c,d) …
Robert Furber's user avatar
6 votes

Exponential objects in the category of measurable spaces

It is also possible to show that the category of measurable spaces, $\newcommand{\Mble}{\mathbf{Mble}}\Mble$, is not cartesian closed by using more category theory and less measure theory (though stil …
Robert Furber's user avatar
6 votes
Accepted

A group where the Weil topology induced by the Haar measure does not coincide with the origi...

There are no such locally compact groups, because if $G$ is a locally compact group under the topology $\tau$, then the Weil topology $\tau_\mu$ defined by the Haar measure $\mu$ is the same as the or …
Robert Furber's user avatar
5 votes
Accepted

What is to Stone space of the free sigma-algebra on countably many generators?

You got a wrong answer on Math Stackexchange from Daron. The free Boolean algebra on countably many generators is the Boolean algebra of clopens of $2^\omega$ (topologized with the product topology), …
Robert Furber's user avatar
5 votes

Existence of a strange measure

This can be proved without introducing ultrafilters by name, by doing "finitary measure theory" and using Zorn's lemma. An algebra $A$ on a set $X$ is just a $\sigma$-algebra without the $\sigma$, i …
Robert Furber's user avatar
5 votes
Accepted

Borel $\sigma$-algebra in $\beta \mathbb N \times \beta \mathbb N$

The answer is no. Jiří Nedoma proved that if $(X,\Sigma)$ is a measurable space $|X| > 2^{\aleph_0}$, then the diagonal is not a measurable subset of $(X\times X, \Sigma \otimes \Sigma)$. (The articl …
Robert Furber's user avatar
4 votes
Accepted

Finitely additive measures on Boolean algebras of regular open subsets: Is there a relations...

The fact you are probably looking for is that, for any Baire space $X$ (e.g. a completely metrizable space or a compact Hausdorff space) the inclusion map $\mathfrak{R}(X) \rightarrow \mathfrak{B}o(X) …
Robert Furber's user avatar
4 votes

Is the separability of the space needed in the proof of the Prohorov's theorem?

Separability is not necessary. In fact, tightness of a family of Borel probability measures implies relative compactness in the vague/weak-* topology on any completely regular space. For instance, thi …
Robert Furber's user avatar
4 votes
Accepted

Baire category theorem for uncountable unions

The hyperstonean case can be dealt with using a result from Fremlin's Measure Theory. For every hyperstonean space $X$, we can find a semi-finite measure $\mu$ defined on the sets with the Baire prope …
Robert Furber's user avatar
3 votes

Non-separable metric probability space

Iosif Pinelis has given an answer to question 1 and partial answers to 2 and 3. Since he advised me to turn my comments into an answer, here it is. I will deal with the case where the axiom of choice …
Robert Furber's user avatar
3 votes
Accepted

The space of Borel function modulo comeager sets is Dedekind complete

Fremlin's measure theory textbook is a good reference for these things. I am splitting things up into the Boolean algebra part and the real-valued functions part. Complete Boolean algebras: The way …
Robert Furber's user avatar

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