0
votes
1answer
12 views

Equivalence between submodular function definitions.

I am trying to show that the definitions, given by wikipedia, of a submodular set function are equivalent. See section definition of: http://en.wikipedia.org/wiki/Submodular_set_function. Mainly I ...
2
votes
0answers
42 views

Confused about the definitions of atom

I went though half a dozen books on measure theory, and it occurs to me that the definition of atom is not particularly unified. Version $1$: A set $E$ in a $\sigma$-algebra $\Sigma$ is called ...
0
votes
1answer
24 views

Question about measure on set that is not in $\sigma$-algebra

I think I have problem with badly written book, or I just can't understand statement. Let $(X,\mathcal{A},\mu)$ be any measure space and $\mu^*$ be outer and $\mu_*$ inner measure inner measure ...
2
votes
0answers
56 views

How is this the definition of equi-integrable?

Let $Q=(0,T)\times\Omega.$ I am completely lost with this: No definition of equi-integrability I have seen looks anything like this. Can someone help me please? Presumably it is a fact that a ...
1
vote
1answer
108 views

Definition of “the surface measure”?

Let $\mu_n$ be the $n$-dimensional Lebesgue measure. Let $||\cdot||$ be a norm on $\mathbb{R}^n$. Define $S^{n-1}=\{x\in\mathbb{R}:||x||=1\}$. I have proven that $\forall A\in\mathscr{B}_{S^{n-1}}, ...
0
votes
1answer
69 views

A question concerning Ulam's Theorem from Oxtoby's “Measure and Category”

I am reading the following theorem from Oxtoby's Measure and Category Theorem 5.6 (Ulam). A finite measure $\mu$ defined for all subsets of a set $X$ of power $\aleph_1$ vanishes identically if ...
0
votes
0answers
63 views

Maximum measurable collection and Caratheodory extension

Remember Caratheodory extension theorem: we get an outer measure by extending a premeasure over an algebra. We also have Caratheodory theorem, which give us a measure by restricting that outer measure ...
1
vote
1answer
83 views

What sets are Lebesgue measurable?

I cannot detect the fallacy in the set of the following statements in my inconsistent notes: A sigma algebra is a set of the sets in the generating set closed under the set operations countable ...
0
votes
2answers
85 views

Lebesgue Measure Definition

Given a subset $A \subset \mathbb{R}$ with the length of an open interval $\mu_L(I_k) = b_k -a_k : I \doteq [a_k,b_k]$ The lebesgue measure is defined as $$ \lambda^{\ast} (A) \doteq \inf \Big\{ ...
2
votes
1answer
63 views

Differing definitions for 'Algebra of subsets'

For a collection, $A$ of subsets of a set $X$ to be an algebra of subsets it must satisfy the following properties: $A$ is non-empty If $E \in A \implies E^c \in A$ If $E, F \in A \implies E \cup F ...
1
vote
3answers
108 views

Why is $\infty-\infty$ undefined in measure theory?

Some additions to the title: I stumbled over this problem going through my measure theory lecture notes; the author explicitly mentions that he leaves $\infty-\infty$ undefined. I would like to know ...
1
vote
2answers
157 views

Definition of Lebesgue-Stieltjes measure on $\mathbb R$

Let $F:\mathbb R\to\mathbb R$ be a non-decreasing, left-continuous function. Let $a,b\in\mathbb R$, then define the Lebesgue-Stieltjes measure $$ m[a,b]=F(b+)-F(a), \quad m(a,b)=F(b)-F(a+) $$ ...
11
votes
3answers
372 views

It is possible to define our intuitive notion for probability in subsets of $[0,1]$

I've always heard and read the sentence: If you pick a real number $x\in[0,1]$ at random, the probability to obtain a rational number is $0$. What is the meaning for that? Is this the "real" ...
0
votes
1answer
57 views

Difference in reference of L space in Fubini Tonelli

I think my understanding of how $L^+$ and $L^1$ spaces are defined (I'm using Folland) is a little hazy. For example, in the Fubini-Tonelli theorem: $\textbf{For the Tonelli part:}$ We start with if ...
0
votes
1answer
43 views

Proposition from the book “Convex analysis and measurable multifunction ”

Please , what is $F_{\sigma}$? And all $U$ can be writen as $\cup F_n$, or only open set ? Thank you
2
votes
0answers
164 views

Exercise on measure theory

I have this exercise: Let $\mathscr {S}$ be a collection of subsets of the set $X$. Show that for each $A$ in $\sigma(\mathscr S)$ there is a countable subfamily $\mathscr C_0$ of $\mathscr S$ ...
3
votes
2answers
110 views

Definition of complete in the context of Lebesgue measurable sets

I came across this statement on Lebesgue measurable sets. The Lebesgue measurable sets are said to be complete because every subset of a null set is again measurable and the lebesgue measurable ...
1
vote
0answers
35 views

What is the appropriate def. of $\sigma$-($\Sigma^1_1$) measurable.

I know that borel measurable means that the inverse image of a Borel set (or open set) is measurable. Edit: I am speaking of the sigma algebra generated by the analytic sets in a top. space.
5
votes
1answer
260 views

What is “algebra” in $\sigma$-algebra (or “field” in $\sigma$-field)?

I know that $\sigma$ in $\sigma$-algebra stands for the closure under countable union property. What about "algebra"? Surely it cannot algebra over a field or a ring as defined in algebra textbooks. ...
1
vote
2answers
208 views

Measure and Outer Measure Definition

I would like to find exemples to show and demonstrate that each of the statements of the definition of: -measure $\mu\left(\emptyset \right)=0$ $\mu \left( \bigcup A_n\right)=\sum \mu \left( ...
1
vote
1answer
128 views

Meaning of Point Evaluation

I read in some general measure theory books and there is always like "define measure $x$ to be the point evaluation at $y$..." but when I look around online and some other books there is no mention on ...
2
votes
4answers
111 views

What are possible variations of the definition of $\sigma$-additivity?

From what I've read in Wikipedia, $\sigma$-additivity is defined in the following way: Let $\mathcal{A}$ be a $\sigma$-algebra of some underlying set $X$ and let $f$ be a mapping ...
2
votes
0answers
54 views

terminology clarification needed: projection of a measure to an open set

I'm reading in Doobs "Classical Potential Theory and its Probabilistic Counterpart" and I'm having trouble with terminology. Specifically, in Part I chapter 6, he talks about the projection of a ...
6
votes
1answer
871 views

what is f prime?

currently taking Measure and Integration course, which seems to have a different definition of f'. traditionally, $$f'(x)=\lim_{h\to 0} \frac{f(x+h)-f(x)}{h}$$ but in folland's book, it seems ...