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

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2
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2answers
45 views

$m(E)=0$ or $m(E^c)=0$

The question comes from former qualifying exam of the graduate school I'm going to attend. Q: Suppose $E$ is measurable and $E=E+\frac{1}{n}$ for every natural number $n\geq 1$. Show that either ...
1
vote
2answers
40 views

Does construction of infinite product measure require axiom of choice?

I am learning about infinite (countable) product measure, which the exact statement of the theorem I write below. I was wondering if the theorem requires axiom of choice or not. I would appreciate any ...
0
votes
1answer
31 views

Integral upper bound

Let $A$ be a measurable set and $f$ an integrable function onto $[0,100]$ for example. Having knowledge of the value $\frac{\int_A f d\mu}{\mu(A)}$ (which in some sense is the average value of $f$) I ...
0
votes
1answer
26 views

Question about the definition of convergence in measure.

In my text book convergence in measure ${{f}_{k}}\mathop \to \limits^{m} {f}$ is defined as "$\forall \epsilon> 0$ we have $\mathop {\lim }\limits_{k \to \infty } |\{ x \in \Omega :\left| ...
1
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2answers
27 views

Is $f$ integrable if it is the limit of integrable functions with a uniform bound on their integrals?

Let $f_n$ is a sequence of measurable functions on a measure space $(X,\mathcal{B},m)$ converging pointwise to a function $f$. Suppose that $f_n$ is integrable for all $n$ and ...
6
votes
1answer
1k views

Closure, Interior, and Boundary of Jordan Measurable Sets.

This question has a number of parts. Let $E\subset\mathbb{R}^{d}$ be a bounded subset. (1) Show that $m^{\star,(J)}(E)=m^{\star,(J)}(\bar{E})$ (closure) (2) Show that ...
2
votes
2answers
114 views
+400

Spectral theorem for representations proof.

Let $H$ be a separable Hilbert space, and $U$ a unitary representation of $\mathbb{Z}^d$ on $H$. Let $\chi_m$ be the characters of the Torus $T^d$, and $m$ the Haar measure on $T^d$. I would like to ...
7
votes
2answers
1k views

Uniform integrability and tightness.

Definition: Let $(X,M,\mu)$ be a measure space and $\{f_n\}$ a sequence of measurable functions on $x$ that are integrable. Then $\{f_n\}$ is uniformly integrable if for every $\epsilon >0$, there ...
1
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2answers
40 views

What is the value of $0\times \infty$? (in $[0, +\infty]$)

In $[0,+\infty)$, $0^+\times +\infty$ can be any number in $(0,+\infty)$ so is undetermined; (in which $0^+$ means when a variable approaches to $0$). Because $\lim_{x\rightarrow ...
3
votes
1answer
44 views

Existence of Lebesgue measure on real line proof help

I am reading a proof of the existence of Lebesgue measure and am struggling to understand one part. I will first get you up to where I am in the proof. We define for a set written as a finite ...
1
vote
2answers
84 views

Euclidean Spaces: Embedding

Given the real line $\mathbb{R}$ and plane $\mathbb{R}^2$. Are there maps: $$\eta\in\mathcal{C}(\mathbb{R}^2,\mathbb{R}),\vartheta\in\mathcal{C}(\mathbb{R},\mathbb{R}^2):\quad ...
2
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2answers
55 views

Measures on $\mathbb{R}$ that are not translation invariant

I am looking for examples of measures on $\mathbb{R}$ which are not translation invariant. The only one I could come up so far is the dirac measure. In particular, I am looking for a measure $\mu$ ...
2
votes
1answer
22 views

Bernoulli product measure

Let $\Omega=\{0,1\}^\mathbb{N}$ and $\mathcal{A}$ the sigma-algebra generated by the cylinders sets $\{w\in\Omega\vert \forall s \in S, w_s=\epsilon_s\}$ with $S\subset\mathbb{N}$ finite and ...
1
vote
1answer
31 views

Doubling measure of an annulus

Recall that a doubling measure is a measure with the additional requirement that: $$\mu(B_{2R})\le C_\mu \mu(B_R)$$ for some contstant $C_\mu$. While solving some esercises related to doubling ...
2
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1answer
33 views

Problem in distribution theory and tempered distributions

I just encountered this question in my real analysis class involving distribution theory it is question 25 chapter 9 from Folland's real analysis second edition, which reads as follows: Suppose ...
0
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1answer
174 views

Is $e^x$ finite almost everywhere even though $\mathop {\lim }\limits_{x \to \infty } {e^x} = + \infty $?

Does $e^x$ is finite almost everywhere even though $\mathop {\lim }\limits_{x \to \infty } {e^x} = + \infty $? I think it is, but I put on this question to make sure. I know $f$ being finite a.e. ...
2
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0answers
20 views

The dual space of weighted compact supported function?

Let $\Omega\subset \mathbb R^N$ be open bounded. It is well know that the dual space of $C_c(\Omega)$, i.e., compacted supported continuous function, can be identified by finite Radon measure ...
2
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0answers
42 views

Question on Egoroff-like theorem

Hi all I was tackled by this question from Folland's real analysis second edition in the second chapter, it looks like a modified Egoroff theorem but I cannot really tackle it, it is question 41 of ...
5
votes
2answers
128 views

Is $\mathcal P(X)$ connected when $(X,\mathcal P(X),m)$ is a measure space and $P(X)$ is equipped with the metric $d(A,B) =m(A\Delta B)$?

Is $\mathcal P(X)$ connected when $(X,\mathcal P(X),m)$ is a measure space and $P(X)$ is equipped with the metric $d(A,B) =m(A\Delta B)$? Think when we look at the equivalence classes of almost ...
2
votes
0answers
40 views

Topologies on the collection of $\sigma$-algebras

Let $X$ be a non-empty set and let $\mathfrak S$ be the collection of all $\sigma$-algebras on $X$. That is, a typical element $\mathscr S\in\mathfrak S$ is a $\sigma$-algebra on $X$. For example, ...
0
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0answers
18 views

Corresondance of measures and functions.

Are there situations other then the Reimann-Stiljtes integal where this correspondance is important/useful? I cant come up with any..
2
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2answers
3k views

Showing that $1/x$ is NOT Lebesgue Integrable on $(0,1]$

I aim to show that $\int_{(0,1]} 1/x = \infty$. My original idea was to find a sequence of simple functions $\{ \phi_n \}$ s.t $\lim\limits_{n \rightarrow \infty}\int \phi_n = \infty$. Here is a ...
1
vote
1answer
45 views

How to use induction to show that $\delta(\mathcal G_1), \ldots, \delta(\mathcal G_n) $ are independent?

I have proven that if the systems $\mathcal G$ and $\mathcal H$ are independent then so are the Dynkin systems $\delta(\mathcal G)$ and $\delta(\mathcal H)$. Now I'd like to generalize it to $n$ ...
3
votes
5answers
121 views

Uncountable increasing family of $\sigma$-algebras

Could someone give an example of what an uncountable increasing family of $\sigma$-algebras $\{\mathcal{F}_t\}_{t\geq 0}$, $(\mathcal{F}_s \subset \mathcal{F}_t$ for $s<t)$ might look like? For ...
1
vote
2answers
270 views

Probability space for stochastic processes

In Sinai's book on stochastic processes, the definition for discrete time stochastic processes is "a sequence of random variables $\{X_{n}\}_{n\in{}T}$ defined on a common probability space ...
1
vote
2answers
18 views

Sigma algebra definition and Lebesgue integration

I know the definition of the $\sigma$-algebra, and I have seen it used in integration theory. However, I do not understand why it is defined the way it is. From what I understand, the definition ...
2
votes
2answers
33 views

Showing that a Borel Measure $\mu\equiv 0$

Problem. Let $\mu$ be a Borel measure on $[0,1]$. Assume that $\mu$ and Lebesgue measure $m$ are mutually singular. $\mu([0,t])$ depends continuously on $t$. $f\in L^{1}(\mu)$ for any ...
7
votes
2answers
109 views

If $A_1 \subset A_2 \subset \mathbb R$ and $m^*(A_1) = m^*(A_2)$, will $m^*(A_1 \cap T) = m^*(A_2 \cap T), \forall T \subset \mathbb R$?

Definition of Lebesgue Outer Measure: Given a set $E$ of $\mathbb R$, we define the Lebesgue Outer Measure of $E$ by, $$m^*(E) = \inf \left\{\sum_{n=1}^{+\infty} l(I_n): E \subset ...
0
votes
1answer
20 views

Question related to the construction of product measure

I am learning about product measures and I was stuck on a detail of the proof. I would appreciate any assistance! Suppose we have a measure spaces $(X_i, M_i, \mu_i), i=1, ..., N$, that are complete ...
1
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1answer
54 views

Is proving $m(E) < \epsilon, \forall \epsilon > 0$ equivalent to prove $m(E) = 0$?

Definition of measurable set: A set $E$ measurable if $$m^*(T) = m^*(T \cap E) + m^*(T \cap E^c)$$ for every subset of $T$ of $\mathbb R$. Definition of Lebesgue measurable function: Given a function ...
4
votes
1answer
64 views

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 ...
1
vote
2answers
78 views

Condition implying tightness of sequence of probability measures

A sequence of probability measures $\mu_n$ is said to be tight if for each $\epsilon$ there exists a finite interval $(a,b]$ such that $\mu((a,b])>1-\epsilon$ For all $n$. With this information, ...
1
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1answer
53 views

Abstract enunciation of the Good Set Principle in measure theory

I am struggling with the Good Set Principle in Measure Theory, so is this rephrasing in the most abstract way ultimately correct? Good Set Principle Let $(X, \Sigma)$ be a measurable space. ...
4
votes
1answer
44 views

Prove that $M(t)^2 - t$ is a martingale, $M(t)$ is a symmetric random walk

Prove that $M(t)^2 - t$ is a martingale, $M(t)$ is a symmetric random walk. My question here mainly has to do with the $F_{t}$ measurability of $M(t)^2 - t$, where $F_{t} = \sigma (X_1 , X_2, ... , ...
0
votes
2answers
413 views

$\sigma$-finite measure and $\sigma$-semi-finite measure

Let $ (X, \Sigma, \mu) $ it will be a space with measure. $\mu$ is $\sigma$-finite measure if it exist sequence of sets $X_{i} \in \Sigma $ and $\cup_{i=1}^{\infty}X_{i}=X$ and ...
0
votes
1answer
29 views

if the integrals of a non-negative sequence of functions go to zero, does this imply functions go to zero a.e.? [duplicate]

This question arised when I was dealing with an old qual problem, and if this is true, I'll be done, but I'm not sure if it's true or not: Let $\{f_n\}_{n=1}^{\infty}$ be a sequence of ...
2
votes
0answers
19 views

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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2answers
144 views

Lang's treatment of product of Radon measures

Let $X$ be a locally compact Hausdorff space. We denote by $\mathcal B(X)$ the $\sigma$-algebra of Borel sets of $X$. A positive Radon measure $\mu$ on $X$ is a measure defined on $\mathcal B(X)$ with ...
1
vote
1answer
23 views

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 ...
3
votes
0answers
41 views

Generalization of the Vitali-Hahn-Saks Theorem

Is there a generalization of the Vitali-Hahn-Saks Theorem for nets of measures? I do not find any related literature. Take a sequence of bounded measures on a sigma-field and consider a subnet of this ...
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0answers
10 views

$\lim_{n \to\infty}\frac{\mu_{\mathcal{C}}(A\cap N_{x|n})}{\mu_{\mathcal{C}}(N_{x|n})}=\mathcal{X}_{A}(x)$, $\mu_{\mathcal{C}}-$a.e

If $A \subseteq \mathcal{C}$ is $\mu_{\mathcal{C}}$-measurable, then $\lim_{n \to\infty}\frac{\mu_{\mathcal{C}}(A\cap N_{x|n})}{\mu_{\mathcal{C}}(N_{x|n})}=\mathcal{X}_{A}(x)$, ...
0
votes
1answer
43 views

Understanding Cohn's Radon-Nikodym proof from his book on measure theory

The part of the proof which I don't get is $$\nu(A)=\int_{A} g\ \mathsf d\mu$$ where $g$ is Radon-Nikodym derivative. He has a set of functions for which $$\int_{A} f\ \mathsf dx \le \nu(A) ,$$ he has ...
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0answers
26 views

The relationship between outer measures and smallest coverings

Recall that if $\mathcal{A}\subset \mathcal{P}(X)$ is an algebra and $\mu_{0}:\mathcal{A} \to [0,\infty]$ is a premeasure on $\mathcal{A}$ then we can define the outer measure $\mu^{*}$ for any set ...
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1answer
23 views

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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votes
0answers
16 views

Behaviour of Fourier Inverse Transform after non-linear modulation

Suppose $\phi$ is a continuous nowhere differentiable function. $g$ some function in Schwartz space such that $\hat{g}$ has compact support. Define $f(x) = \int_{-\infty}^\infty ...
2
votes
0answers
29 views

Is there a programmatic way to calculate cascaded sigma functions?

Let my format be sigma(function,from,to) = f(n) for example sigma(sigma(1 , j = 1 , j = i) , i = 1 , i = n) = (n^2)/2 ...
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0answers
29 views

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 ...
16
votes
2answers
2k views

Steinhaus theorem (sums version)

This is a question from Stromberg related to Steinhaus' Theorem: If $A$ is a set of positive Lebesgue measure, show that $A + A$ contains an interval. I can't quite see how to modify the ...
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0answers
91 views

Proving $\sigma$-additivity and interchanging order of summation/integration just because positive

Let $\Omega = {\omega_1, \omega_2, ...}$ be some countable set. Let $\mathfrak{F} = 2^{\Omega}$. Consider a sequence {$p_n$} in [0,1] s.t. $\sum_{n=1}^{\infty} p_n = 1$. Define P: $\mathfrak{F} \to ...
0
votes
1answer
58 views

Find Lebesgue measure of $\limsup A_n \cap B_n$ if $m(\limsup A_n)=m(\liminf B_n)=1$,

Let $m$ be the lebesgue measure on $X=[0,1]$. if $m(\limsup\limits_{n\rightarrow{\infty}} {A_n})=1$ and $m(\liminf\limits_{n\rightarrow{\infty}} {B_n})=1$, prove that ...