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

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6
votes
0answers
65 views

Kolmogoroff 0-1 does this proof work?

I have thought at this proof of the Kolmogorov 0-1 Law varying a little the sketch found in Probability essentials (Jean Jacod, Philip Protter). My questions are Is it a valid proof? Is it a bad ...
0
votes
1answer
17 views

Infinities on null sets

This is a conceptual question! Why is it that (e.g.) $\int_0^1 \frac{1}{x} dx$ doesn't converge. I'm stuck in the following way of thinking about it: Since the problematic part is $\int_0^\epsilon \...
3
votes
2answers
44 views

Application Banach-Alaoglu Theorem

When reading about Banach-Alaoglu Theorem on Wikipedia, I read the following assertion: '' Let $f_n$ be a bounded sequence of functions in $L^p$. Then there exists a subsequence $f_{n_k}$ and an $f\...
1
vote
1answer
24 views

Dilation convergence in L^1

Below is a question, which I asked before, from Stein's Real Analysis. I've provided a partial solution, which I think it's pretty along the lines of what needs to be done, however, I have no ...
2
votes
1answer
47 views

Minkowski Dimension of Special Cantor Set

As can be seen at the top of the page here (exercise 1), Terry Tao gives an exercise to find the Minkowski Dimension of the Quadnary Cantor Set, and of a special Quadnary Cantor Set. The two sets are:...
3
votes
1answer
49 views

If $\{f_n\}\subset L_1([0,1])$, $f_n\to f$ pointwise, and $\sup_{n} \int_{0}^{1} |f_n|\max (0, \log |f_n|)<\infty$, then $f_n\to f$ in $L_1$

I'm going through old analysis qualifying exams, and have come to a roadblock on the following problem: Suppose that $\{f_n\}\subset L_1([0,1])$, $f_n\to f$ pointwise, and $\sup_{n} \int_{0}^{1} |f_n|...
1
vote
1answer
41 views

Vainberg Theorem in measure theory

In a lecture notes about Variational Methdos, I found the following theorem: THEOREM: Let $(f_n)$ a sequence in $L^{p}(\Omega)$ and $f \in L^{p}(\Omega)$, such that $f_{n} \rightarrow f$ in $L^{p}(\...
0
votes
1answer
14 views

Ash and Doleans-Dade Probability and Measure Theory Section 1.2 Question 2

Ok so in section 1.2 of chapter 1, the authors pose the following challenge: Let $\mu$ be the counting measure on $\Omega$, where $\Omega$ is an infinite set. Show that there is a sequence of sets $...
0
votes
1answer
34 views

Real Analysis, Folland Problem 2.3.19 Integration of Complex Functions

Problem 2.3.19 - Suppose $\{f_n\}\subset L^1(\mu)$ and $f_n\rightarrow f$ uniformly. a.) If $\mu(X) < \infty$, then $f\in L^1(\mu)$ and $\int f_n \rightarrow \int f$. b.) If $\mu(X) = \...
0
votes
0answers
21 views

Null Laplace Transform

As the title says, if I had a real signed measure $\nu$ defined on Borel sets of $\mathbb{R}^m$ with Laplace Transform vanishing on every $m$-tuple, can I say that $\nu=0$?
4
votes
1answer
52 views

Conditions on a complex measure to be real

Let $(X,\mathcal{S}, \mu)$ be a measure space with $X$ a locally compact Hausdorff space, $\mathcal{S}$ the Borel subsets of $X$ and $\mu$ a complex measure. Suppose that $$ \int_X f \ d\mu \in \...
1
vote
0answers
23 views

Example of Non-Measurable Sets in Product Space

If $\mu$ and $\nu$ are measures on $X$ and $Y$, is there an example of a set $E\subset X\times Y$ such that $E_x,E^y$ are measurable for all $(x,y)$ but $E$ is not measurable with respect to $\mu\...
-2
votes
1answer
32 views

Uniform Integrability - different characterisation - prove (ii)

Probability with Martingales: For the 'only if' part assuming the hint is true, then I guess we have $\forall \varepsilon_1 > 0, \exists K \ge 0$ s.t. $$E[|X|1_{|X| > K}] < \...
-1
votes
1answer
19 views

Uniform Integrability - different characterisation - prove hint

Probability with Martingales: For the 'only if' part how to prove the hint? i'm guessing it's something to do with $$E[X 1_F] \le E[X1_{\Omega}]$$ $$= E[X 1_{|X| > K}] + E[X 1_{|X| \le K}]...
0
votes
1answer
21 views

Uniform Integrability - sufficient condition and bounded convergence theorem with weaker hypothesis

Probability with Martingales: How does the result follow? Do we choose $K = (\frac{\varepsilon}{A})^{\frac{1}{1-p}}1_{A \ne 0}$ Why do we have that inequality?
1
vote
0answers
23 views

Alternative Proof about Product Measures and Iterated Integrals

Background Theorem 2.36 of Folland's Real Analysis says that if $(X,M,\mu)$ and $(Y,N,\nu)$ are sigma finite measure spaces, and $E\in M\bigotimes N$, then $x\mapsto \nu(E_x)$ and $y\mapsto \mu(E^y)$ ...
3
votes
1answer
14 views

Function/Measure Notation in Geometric Measure Theory

I'm trying to understand a formula of this kind $$ ...=\phi_\sharp \left ( f \mathcal{H}^n \right ) $$ where $\mathcal{H}^n$ is the n-dimensional Hausdorff measure on a measure space $X$, $\phi : X ...
0
votes
1answer
43 views

Real Analysis, Folland Theorem 2.26 Integration of Complex Functions

Background information: Theorem 2.10 - Let $(X,M)$ be a measurable space. a.) If $f:X\rightarrow [0,\infty]$ is measurable, there is a sequence $\{\phi_n\}$ of simple functions such that $0 \...
2
votes
1answer
41 views

Real Analysis, Folland Theorem 2.25 Integration of Complex Functions

Theorem 2.25 - Suppose that $\{f_j\}$ is a sequence in $L^1$ such that $\sum_{1}^{\infty}\int |f_j| < \infty$. Then $\sum_{1}^{\infty}f_j$ converges a.e. to a function in $L^1$, and $$\int \sum_{1}^...
2
votes
1answer
50 views

Real Analysis, Folland The Dominated Convergence Theorem

Background Information: Proposition 2.16 - If $f\in L^+$, then $\int f = 0$ iff $f = 0$ a.e. Question: 2.24 The Dominated Convergence Theorem - Let $\{f_n\}$ be a sequence in $L^1$ such that ...
3
votes
1answer
28 views

Real Analysis, Folland Proposition 2.22 Integration of Complex Functions

Proposition 2.22 - If $f\in L^1$, then $|\int f|\leq \int |f|$ Attempted proof - If $f$ if a real-valued function then $$\left|\int f\right| = \left|\int f^+ - f^-\right|\leq \int f^+ + \int f^- = \...
1
vote
1answer
26 views

Real Analysis, Folland Proposition 2.21 Integration of Complex Functions

Proposition 2.21 - The set of integrable real-valued functions on $X$ is a real vector space, and the integral is a linear functional on it. Attempted proof - Note that we can derive the axioms of a ...
0
votes
1answer
14 views

Derivative of volume of given set

As picture below ,how to compute the $\partial_t |\Omega_t|$ ? The picture below is from the 32 page of Maximum principles and the method of moving planes. ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~...
1
vote
1answer
25 views

Can anyone explain one trivial theorem about measurability of functions?

I know this is simple, but I just cannot get my head around. Can anyone explain the following? if $\mathcal{C} \subset\mathcal{B}$ and $\sigma(\mathcal{C})=\mathcal{B}$, then $h^{-1}:\mathcal{C}...
3
votes
0answers
34 views

If $f_n \to f$ and $g_n \to g$ in measure and $\mu$ is finite, then $f_n g_n \to fg$ in measure

This is Problem 3.1.5 in Cohn's Measure Theory, 2nd edition. Let $\mu$ be a measure on $(X, \mathcal A)$, and let $f, f_1,f_2, \ldots$ and $g,g_1,g_2,\ldots$ be real-valued $\mathcal A$-...
0
votes
1answer
20 views

Empty set in an algebra or sigma-algebra

Does an algebra (or a sigma-algebra) contains the empty set or a set containing the empty set? E.g., let $X$ be a set. Is the trivial sigma-algebra $\{\emptyset,X\}$ or $\{\{\emptyset\},\{X\}\}$?
4
votes
1answer
65 views

Monotone Class Theorem and another similar theorem.

I found different statements of the Monotone Class Theorem. On probability Essentials (Jean Jacod and Philip Protter) the Monotone Class Theorem (Theorem 6.2, page 36) is stated as follows: Let $\...
0
votes
0answers
22 views

On bounding $L^p$ norms

Jensens' inequality states that if $f\in L^1$ and $\varphi$ is convex, then $$\require{esint}\varphi\left(\diagup\hspace{-11pt}\int_xf\,\mathrm{d}x\right)\le\diagup\hspace{-11pt}\int_X(\varphi\circ f)\...
1
vote
0answers
26 views

Why is ${|f_n-f|^p}$ uniformly integrable and tight iff {$|f_n|^p$} is uniformly integrable and tight ($f_n \rightarrow f$ pointwise)?

Why is ${|f_n-f|^p}$ uniformly integrable and tight iff {$|f_n|^p$} is uniformly integrable and tight ($f_n \rightarrow f$ pointwise)? This is from the last sentence in the proof in the following ...
5
votes
1answer
123 views

Diffuse-like decomposition of the segment $[0,1]$ in accordance with Lebesgue measure

Consider the segment $[0,1]\subset\mathbb{R}$ and the standard Lebesgue measure $\mu$ on $\mathbb{R}$. I wonder if we can find such decomposition $A\sqcup B=[0,1]$, that for any subsegment $[a,b]\...
2
votes
0answers
5 views

Haar measure, can image of modular function be any subgroup of $(0,\infty)$?

It is easy to find examples of locally compact second countable Hausdorff topological groups $G$ whose modular function $\Delta$ has image $\{1\}$ or $(0,\infty)$. Are there groups $G$ of this kind ...
1
vote
2answers
27 views

For any measurable set $A\subset\mathbb{R}$ and $r\in(0,\mu(A))$ we have $(\mu|_{2^A})^{-1}(r)\neq\emptyset$

Recently when I tried to prove a statement I needed to rely on the following fact that intuitively feels correct, but I wasn't able to prove it accurately. Here it is: Consider a set $A\subset\...
-1
votes
0answers
21 views

Why is the bounded linear functional $T(g)=\int_X fg d\mu$ an isometry?

Royden claims the following in Real Analysis on page 400. T : $L^q$(X, μ) -> ($L^p$(X, μ))* is an isometry. Can anyone explain why is T a mapping from $L^q$(X, μ) to ($L^p$(X, μ))* instead of to ...
8
votes
1answer
80 views

Is there a measure space $(X,\mathcal M, m)$ such that $\{m(E) \mid E \in \mathcal M\} = \Bbb Q_{\geq 0} \cup \{+\infty\}$?

I have in mind the following question: Is there a measure space $(X,\mathcal M, m)$ such that the range of $m$ satisfies $S:=\{m(E) \mid E \in \mathcal M\} = \Bbb Q_{\geq 0} \cup \{+\infty\}$? (...
1
vote
0answers
20 views

Question on product measure: $\int_{[0,R]^2} g(x,y) df_1(x) \times df_2(y) = \int_{[0,R]} \left( \int_{[0,R]} g(x,y) df_1(x) \right) df_2(y)$ holds?

Suppose I have a real valued positive increasing functions $f_1(x), f_2(y)$. Then we know we can define Riemann-Stieltjes integral by defining measures $df_1(x)$ and $df_2(y)$. Let $g(x,y)$ be a ...
4
votes
1answer
58 views

Measurable function and the Mean Value Theorem

Let $\,f:[a,b]\to \mathbb{R}\,$ be continuous on $[a,b]$ and derivable on $(a,b)$. By the mean value property, for all $\,x\in (a,b)\,$ there exists $\,\xi_x\in (a,x)\,$ such that $\,f(x)-f(a)=f'\left(...
2
votes
2answers
51 views

Theorem 2.17 from RCA Rudin

I understood the proof of points $(a)$ and $(c)$. But I can't understand the proof of $(b)$. It's obvious that every closed set is $\sigma$-compact. But how Rudin applies $(a)$ here? We have to show ...
1
vote
0answers
42 views

Recent advancement in Haar measure

From my personal interest I have studied Haar Measure and the related concept of group theory on my own. However due to the lack of an authoritative source it is not getting possible for me to know ...
3
votes
1answer
56 views

Real Analysis, Folland problem 2.2.16 Integration of Nonnegative functions

If $f\in L^+$ and $\int f < \infty$, for every $\epsilon > 0$ there exists $E\in M$ such that $\mu(E) < \infty$ and $\int_E f > (\int f) - \epsilon$. Attempted proof - Let $f\in L^+$ and ...
1
vote
2answers
54 views

Real Analysis, Folland Problem 2.2.14 Integration of Nonnegative functions

Problem 2.2.14 - If $f\in L^{+}$, let $\lambda(E) = \int_{E}f d\mu$ for $E\in M$. Then $\lambda$ is a measure on $M$, and for any $g\in L^{+}$, $\int g d\lambda = \int f g d\mu$.(First suppose that $g$...
2
votes
2answers
51 views

Dual result of Fatou lemma

If $\{f_n\}\subset L^+$, $f\in L^+$ such that $\{f_n\}$ is dominated by $f$ where $\int f < \infty$ then $$\limsup\int f_n\leq \int \limsup f_n$$ Attempted proof - Consider the sequence $\{f - ...
1
vote
1answer
30 views

Real Analysis, Folland Corollary 2.19 Integration of Nonnegative functions

Corollary 2.19 - If $\{f_n\}\subset L^+$, $f\in L^+$, and $f_n\rightarrow f$ a.e., then $\int f \leq \liminf\int f_n$. Proof - We have that $\{f_n\}\subset L^+$, $f\in L^+$ and $f_n\rightarrow f$ a....
0
votes
1answer
21 views

How to measure the sparsity of dots on a line?

I am not sure whether there exists any method to measure the sparsity of dots on a line. This is what I think that sparsity (after linear mapping) is supposed to be: $0 < SPARSITY([s, t\ , ..., \...
2
votes
1answer
58 views

$m_*(E)=m^*(E)\iff E$ Lebesgue measurable

Let $E\subset [a,b]$. Show that $E$ is Lebesgue measurable if and only if the Lebesgue outer measure of $E$ is equal to the Lebesgue inner measure of $E$. I have seen the proof for this above ...
2
votes
2answers
58 views

Consequence of Riesz Representation Theorem from Rudin RCA

It's Riesz Representation Theorem from Rudin's book. In the following chapter I met the following example: It's obvious that $\sigma$-compact set has the $\sigma$-finite measure. But how to prove ...
0
votes
1answer
49 views

A Question Regarding Stone's Formula

Let $A$ be a bounded self-adjoint operator on a separable Hilbert space $\mathcal{H}$: $$ A\in\mathcal{B}\left(\mathcal{H}\right)\,,\,A=A^\ast$$ Stone's formula (Reed & Simon Theorem VII.13, as an ...
1
vote
1answer
52 views

Generating set of Baire sigma-algebra

I got the following statement to prove: Let $X$ locally compact and $\operatorname{Ba}(X)$ the Baire-$\sigma$-algebra, i. e. the smallest $\sigma$-algebra with respect to which all functions in $f \...
0
votes
1answer
53 views

Using the Baire Category Theorem to prove $\mu$ is trivial

Suppose we have a probability measure space $(X,\mathcal A,\mu,T)$ where $T$ is measure-preserving. Then if for every $A,B\in\mathcal A$ we have $\mu\left(A\cap T^{-n}B\right)=\mu(A)\mu(B)$ for all $n\...
1
vote
0answers
20 views

Measurability of “conditional” pushforward measure

Let $\Omega,\mathcal F, \mathbb P$ be a standard probability space, and $T$, $R$ compact spaces. $F:\Omega\times T \to R$ a measurable function, which can be seen as a random function $T\to R$. Let $\...
0
votes
0answers
36 views

Definition of Borel measure from Rudin's book

What means "$\sigma$-algebra of all Borel sets" in this context? Is it Borel $\sigma$-algebra $\mathfrak{B}(X)$ or any $\sigma$-algebra $\mathfrak{M}$ containing $\mathfrak{B}(X)$?