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

1 vote
0 answers
190 views

Is the domain space in Lusin's theorem required to be Hausdorff?

I'm reading a general version of Lusin's theorem, i.e., If $\mu$ is a finite Radon measure on $X$, and $Y$ is a second countable topological spaces, then for any Borel-measurable function $f:X\to Y$ …
Akira's user avatar
  • 825
6 votes
1 answer
197 views

Can Theorem 1.40 in Rudin's Real and Complex Analysis be strengthened when the $\sigma$-alge...

Let $(X, \mathcal F, \mu)$ be a $\sigma$-finite measure space and $(E, |\cdot|)$ a Banach space. Here we use the Bochner integral. Then we have Theorem 1.40 in Rudin's Real and Complex Analysis, i.e., …
Akira's user avatar
  • 825
1 vote
1 answer
265 views

Let $f$ be convex and $A$ a Borel subset of $\mathbb R^d$ on which $f$ is differentiable. Is...

Let $X := \mathbb R^d$, $\lambda^d$ be the $d$-dimensional Lebesgue measure on $X$, and $f:X \to \mathbb R$ convex. Then there is a Borel set $N \subset X$ such that $\lambda^d (N) = 0$ and $f$ is dif …
Akira's user avatar
  • 825
0 votes
1 answer
76 views

Decay rate of $\lim_{|z| \to \infty} \|1_{B(z, 1)} f\|_{L^p} =0$

We fix $p \in [1, \infty)$. We have for every $f \in L^p (\mathbb R^d)$ that $\lim_{|z| \to \infty} \|1_{B(z, 1)} f\|_{L^p} =0$. I wonder if there is an estimate of above decay, i.e., Is there a meas …
Akira's user avatar
  • 825
1 vote
2 answers
126 views

Let $D$ be the set of those $\omega \in \Omega$ such that $f(\omega, \cdot)$ is $\mu$-integr...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bT}{\mathbb{T}} \newcommand{\bN}{\mathbb{N}} \newcommand{\bP}{\mathbb{P}} \newcommand{\bE}{\mathbb{E}} \newcommand{\bF}{\mathbb{F}} \newcommand{\bD}{\mathbb …
Akira's user avatar
  • 825
3 votes

Let $D$ be the set of those $\omega \in \Omega$ such that $f(\omega, \cdot)$ is $\mu$-integr...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bT}{\mathbb{T}} \newcommand{\bN}{\mathbb{N}} \newcommand{\bP}{\mathbb{P}} \newcommand{\bE}{\mathbb{E}} \newcommand{\bF}{\mathbb{F}} \newcommand{\bD}{\mathbb …
Akira's user avatar
  • 825
2 votes
1 answer
61 views

Approximate a non-negative function which is measurable in product $\sigma$-algebra

$ \DeclareMathOperator*{\supp}{supp} \newcommand{\bR}{\mathbb{R}} \newcommand{\bT}{\mathbb{T}} \newcommand{\bN}{\mathbb{N}} \newcommand{\bP}{\mathbb{P}} \newcommand{\bE}{\mathbb{E}} \newcommand{\bF}{\ …
Akira's user avatar
  • 825
0 votes
1 answer
107 views

If $H \in L_{q} (\mu, X^*)$ such that $\int \langle H, f \rangle \mathrm d \mu = 0$ for all ...

I'm reading Theorem 1 at page 98 of Vector Measures by Joseph Diestel, John Jerry Uhl. Here we use the Bochner integral. Theorem 1 Let $(\Omega, \Sigma, \mu)$ be a $\sigma$-finite measure space, $1 \ …
Akira's user avatar
  • 825
0 votes
1 answer
277 views

Does $L_{p}(\mu, X)^*=L_{q} (\mu, X^*)$ hold for $\sigma$-finite measure spaces?

I'm reading Theorem 1 at page 98 of Vector Measures by Joseph Diestel, John Jerry Uhl. THEOREM 1. Let $(\Omega, \Sigma, \mu)$ be a finite measure space, $1 \leq p<\infty$, and $X$ be a Banach space. …
Akira's user avatar
  • 825
1 vote
Accepted

Does $L_{p}(\mu, X)^*=L_{q} (\mu, X^*)$ hold for $\sigma$-finite measure spaces?

Below is my formalization of @Nik's hints to finish the proof. Let's prove that $$ \sum_{m=1}^M \|H_m\|^q_{L_{p}(\mu_m, X)^*} \le \|H\|^q_{L_{p}(\mu, X)^*} \quad \forall M \in \mathbb N^*. $$ Let $\O …
Akira's user avatar
  • 825
2 votes
0 answers
92 views

A variant of disintegration theorem where the assumptions on $f$ and $g$ are exchanged

I have recently read about about disintegration theorem, i.e., Disintegration theorem Let $X$ be a Polish space, $\mathcal X$ its Borel $\sigma$-algebra, and $\mu$ a Borel probability measure on $X …
Akira's user avatar
  • 825
1 vote
1 answer
61 views

Let $c: X \times Y \to \overline{\mathbb R}$ be $\gamma$-measurable. Is $c_x:Y \to \overline...

Let $(X, \mathcal X, \mu)$ and $(Y, \mathcal Y, \nu)$ be $\sigma$-finite measure spaces. Let $\overline{\mathbb R} := \mathbb R \cup \{\pm \infty\}$. $f:X \to \overline{\mathbb R}$ is called $\mu$-si …
Akira's user avatar
  • 825
0 votes
2 answers
102 views

How to construct this sequence that converges a.e. in product measure and that has a very pa...

Below we use Bochner measurability and Bochner integral. Let $(X, \mathcal A, \mu)$ and $(Y, \mathcal B, \nu)$ be complete $\sigma$-finite measure spaces, $(E, | \cdot |)$ a Banach space, $S (X)$ the …
Akira's user avatar
  • 825
1 vote

How to construct this sequence that converges a.e. in product measure and that has a very pa...

First, we prove that for all $f \in S(X\times Y)$ and $\varepsilon >0$. There is $f_\varepsilon \in S(X\times Y)$ such that $g$ satisfies $(*)$ and that $\lambda (A) \le \varepsilon$ where $A := \{f …
Akira's user avatar
  • 825
1 vote
1 answer
272 views

Is it true that $F(X_0, \cdot) = X_0 + \int_0^T \sigma(s, X_0) \, \mathrm d B_s$ a.s.?

$ \newcommand{\RR}{\mathbb{R}} \newcommand{\TT}{\mathbb{T}} \newcommand{\NN}{\mathbb{N}} \newcommand{\PP}{\mathbb{P}} \newcommand{\EE}{\mathbb{E}} \newcommand{\FF}{\mathbb{F}} \newcommand{\PPP}{\maths …
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  • 825

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