# Tagged Questions

Questions related to measures, sigma-algebras, measure spaces, Lebesgue integration and the like.

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### How do I demonstrate Jordan measurability of a compact convex polytope?

Ex 1.1.9 in Tao's An introduction to measure theory asks us to show that any compact convex polytope in $\mathbb{R}^d$ is Jordan measurable. Is the following an efficient (or even valid) approach to ...
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### Expectation of a continuous function

Can someone help with the following? I have a continuous function $g: A_i \times A_{-i} \to \mathbb{R}^k$, and a probability measure $\mu \in \Delta(A_{-i})$. We can let $A_i=\mathbb{R}^n$ and ...
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### Specific problem on distribution theory.

*****Note: Parts A, C and D I managed. Only need help on part B now would really would appreciate the help on B Hi, in my summer real analysis (or measures and real analysis as my instructor refers ...
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### Under the Borel measure associated to the Cantor function each of the intervals remaining in the construction of the Cantor set has measure $2 ^{-n}$

Let $f$ be a function such that agrees with the cantor function on $[0,1]$, vanishes on $(-\infty,0)$, and is identically $1$ on $(1,+\infty)$ and let $\mu_f$ the Borel measure associated to $f$. Show ...
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### Question on mutual singularity and absolute continuity of complex measures

I was presented these two somewhat similar questions from Folland's real analysis (second edition) dealing with complex measures and their mutual singularity and absolute continuity. They are 3.19 and ...
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### Rudin 8.16 $\int_X \phi \circ f d\mu = \int_0^\infty \mu\{f > t \} \phi'(t)dt$ hypotheses

Theorem 8.16 in Rudin's Real and Complex analysis states $$\int_X \phi \circ f d\mu = \int_0^\infty \mu\{f > t \} \phi'(t)dt$$ under the conditions that $\mu$ is $\sigma$-finite, $f,\phi \geq 0$ ...
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### What is the countable product sigma algebra of powersets of a countable set $E$? The powerset of the space of all sequences in $E$ or not?

Let $E$ be a countable set with power set $\mathcal{P}(E)$. $(E,\mathcal{P}(E))$ is a measurable space. Let $E^{\mathbb{N}}$ be the space of sequences in $E$ and $\mathcal{P}(E)^{\mathbb{N}}$ the ...
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### Change from stochastic exponential to exponential of Lévy process - Applebaum

In the book "Lévy Processes and Stochastic Calculus (2 edition)" of prof. Applebaum, Theorem 5.1.6 introduce how to change stochastic exponential to exponential of a Lévy process. I am not sure about ...
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### Explicit construction of a nonmeasurable set, where only the proof of correctness uses choice?

By Solovay's theorem, assuming the existence of an inaccessible cardinal, the axiom of choice is necessary to prove the existence of nonmeasurable sets. In the past, I've thought that one consequence ...
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### Specific problem on Radon measures from Folland's real analysis on $C_0(X)$

Hello all I am trying to understand the concept of $C_0(X)$ within the concept of Radon measures as presented in Folland's real analysis chapter 7, so far so good right until I came across problem ...
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### Why do the integers, rationals and any countable set have zero measure?

There is an exercise in my text that tells me to prove the "obvious and easy to see" fact that $\mathbb{Z}$ and $\mathbb{Q}$ have measure zero. Er...here is what I know so far. If I have an interval, ...
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### What exactly is $\cap$-stable here?

From my lecture notes: Theorem: Let $(\Omega, \mathcal A, P)$ be a probability space, $A \in \mathcal A, \mathcal M := \{ M_1, \ldots, M_n \} \subset \mathcal A$. The following statements are ...
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### Weak compactness of a set of translates in $C_0(\mathbb{R})$

Let $f \in C_0(\mathbb{R})$. Consider the set of translates of $f$ $$A = \{ f_t : t \in \mathbb{R} \}$$ where $f_t(x)=f(x+t), x\in \mathbb{R}$. I want to show that $A$ is relatively compact in the ...
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### Totally ordered $\sigma$-algebras

I know that every $\sigma$-algebra is partially ordered with respect to the inclusion operator $\subset$. However, it seems as though every $\sigma$-algebra should be totally ordered with respect to ...
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### Product Integral: Integrability

Given measure spaces $X$ and $Y$. Then it holds: $$\int_Y\int_X|\eta(x,y)|\mathrm{d}\mu(x)\mathrm{d}\nu(y)<\infty\implies\int_X|\eta(x,y)|\mathrm{d}\mu(x)<\infty\quad(y\in Y)$$ Can this ...
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### Direct Integral: Dimension

Direct Integral Given a Borel space $\Omega$ with measure $\mu$. Given Hilbert spaces $\mathcal{h}_x$ for $x\in\Omega$; set $\mathcal{h}:=\bigcup_{x\in\Omega}\mathcal{h}_x$. Regard the function ...
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### Compact $K\subset A$ such that $\lambda(K) = \lambda(A) / 2$

Let $A\subset \mathbb{R}$ be a (Lebesgue) measurable set of finite measure. Using the fact that the function $f:\mathbb{R}\rightarrow \mathbb{R}$, $$f(x)=\lambda(A\cap [-x,x])$$ is continuous, we ...
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### Continuity of translation property [duplicate]

Let $u \in L^{p}(U)$ where $1 \leq p \lt \infty$ & $U \subseteq \mathbb R^{n}$ . Define : $F : \mathbb R^{n} \to L^{p}(U)$ by $F(y) := u(x+y)$ . Prove that: as a function of $y$ ; $F(y)$ is ...
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### Trace $\sigma$-algebra and measurable envelope

I'm stuck on a problem from Cohn's book. Let $(X,\mathscr{A})$ a measurable space, and let $C$ be a subset of $X$. Let $\mathscr{A}_C$ be the trace of $\mathscr{A}$ on $C$, that is all the ...
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### Question on Radon measures from Folland's Real Analysis

Greetings my mathematical friends. I am taking a summer class on measures and the theory of real analysis, and I was given the following question from Folland's Real Analysis Second Edition Chapter 7 ...
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### On Wikipedia's article Carathéodory's extension theorem

Wikipedia's article(https://en.wikipedia.org/wiki/Carath%C3%A9odory%27s_extension_theorem) says: Let $R$ be a ring on $\Omega$ and $\mu: R \rightarrow [0, +\infty]$ be a pre-measure on $R$. The ...
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### Coincidence of two $\tau$-additive measures

I'm struggling to prove the following Lemma from V.I. Bogachev, Measure Theory 2: Let two $\tau$-additive measures $\mu$ and $\nu$ on a topological space $X$ coincide on all sets from some class ...
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### The space of continuous functions as a dual space

Let $X$ be some topological Hausdorff space and $C_b(X)$ the space of bounded complex continuous functions on $X$. Is there a Banach space $B$ such that $B^* \simeq C_b (X)$? I know of a very similar ...
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### Help verify my proof of “countable additivity holds for Lebesgue measure when every pair of sets disjoint a.e.”

This is the question, where $|*|$ denotes Lebesgue measure. Let ${E_j}$ be a sequence of Lebesgue measurable sets in $\Bbb{R}^n$ st. $|E_j⋂E_i |=0$ for $j≠i$ (i.e. they are pairwise disjoint ...
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### How to prove a set contains no rational numbers?

Let $E\subseteq \Bbb R$ be a set of Lebesgue measure zero. Show that there exists $a \in \Bbb R$ such that the set $$E+a :=\{x+a:x\in E\}$$ contain no rational numbers. I tried to use there is a ...
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### Question 7.7 in measure theory on Radon measure from Folland's Real Analysis Second Edition

Hello all I was presented with this question from Folland's real analysis second edition on Radon measures which I am stuck on and so would really appreciate the help on. I m a novice in Radon ...
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### Number of possible unions of a countable number of sets

If $\{ A_{n} \}_{n=1}^{\infty}$ is a countable sequence of distinct sets, then is the number of possible distinct unions between any two or more of the sets in the sequence uncountable? I would like a ...
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### Defining the set of pre-images of a product of random variables in terms of the sets of pre-image of the original random variables

Say I have two random variables $X$ and $Y$. Their respective $\sigma$-algebras are $$\sigma(X) = \{ X^{-1}(B) \mid B \in \mathscr{B} \}$$ and $$\sigma(Y) = \{ Y^{-1}(B) \mid B \in \mathscr{B} \}.$$ ...
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### Help with $\int_0^\infty {\frac{{\sin t}}{{{e^t} - x}}dt} = \sum\limits_{n = 1}^\infty {\frac{{{x^{n - 1}}}}{{{n^2} + 1}}}$

The question is to show $\int_0^\infty {\frac{{\sin t}}{{{e^t} - x}}dt} = \sum\limits_{n = 1}^\infty {\frac{{{x^{n - 1}}}}{{{n^2} + 1}}}$ for $-1<x<1$. The integration is a Lebesgue ...