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

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25
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2answers
2k views

Set of continuity points of a real function

I have a question about subsets $$ A \subseteq \mathbb R $$ for which there exists a function $$f : \mathbb R \to \mathbb R$$ such that the set of continuity points of $f$ is $A$. Can I characterize ...
14
votes
2answers
4k views

Limit of $L^p$ norm

Could someone help me prove that given a measure space $(X, \mathcal{M}, \sigma)$ and a measurable function $f:X\to\mathbb{R}$ in $L^{\infty}$ and some $L^{q}$, ...
25
votes
4answers
4k views

Construction of a Borel set with positive but not full measure in each interval

I was wondering how one can construct a Borel set that doesn't have full measure on any interval of the real line but does have positive measure everywhere. To be precise, if $\mu$ denotes Lebesgue ...
11
votes
1answer
642 views

Approximating a $\sigma$-algebra by a generating algebra

Theorem. Let $(X,\mathcal B,\mu)$ a finite measure space, where $\mu$ is a positive measure. Let $\mathcal A\subset \mathcal B$ an algebra generating $\cal B$. Then for all $B\in\cal B$ and ...
16
votes
3answers
2k views

The $\sigma$-algebra of subsets of $X$ generated by a set $\mathcal{A}$ is the smallest sigma algebra including $\mathcal{A}$

I am struggling to understand why it should be that the $\sigma$-algebra of subsets of $X$ generated by $\mathcal{A}$ should be the smallest $\sigma$-algebra of subsets of $X$ including $\mathcal{A}$. ...
23
votes
2answers
6k views

$L^p$ and $L^q$ space inclusion

Let $(X, \mathcal B, m)$ be a measure space. For $1 \leq p < q \leq \infty$, under what condition is it true that $L^q(X, \mathcal B, m) \subset L^p(X, \mathcal B, m)$ and what is a counterexample ...
22
votes
3answers
2k views

The set of differences for a set of positive Lebesgue measure

Quite a while ago, I heard about a statement in measure theory, that goes as follows: Let $A \subset \mathbb R^n$ be a Lebesgue-measurable set of positive measure. Then we follow that $A-A = \{ ...
12
votes
2answers
1k views

If $f$ is measurable and $fg$ is in $L^1$ for all $g \in L^q$, must $f \in L^p$?

Let $f$ be a measurable function on a measure space $X$ and suppose that $fg \in L^1$ for all $g\in L^q$. Must $f$ be in $L^p$, for $p$ the conjugate of $q$? If we assume that $\|fg\|_1 \leq C\|g\|_q$ ...
14
votes
2answers
683 views

On the equality case of the Hölder and Minkowski inequalites

I'm following the book Measure and Integral of Richard L. Wheeden and Antoni Zygmund. This is the problem 4 of chapter 8. Consider $E\subseteq \mathbb{R}^n$ a measurable set. In the following all the ...
25
votes
3answers
3k views

The sum of an uncountable number of positive numbers

Claim:If $(x_\alpha)_{\alpha\in A}$ is a collection of real numbers $x_\alpha\in [0,\infty]$ such that $\sum_{\alpha\in A}x_\alpha<\infty$, then $x_\alpha=0$ for all but at most countably many ...
12
votes
2answers
4k views

Does convergence in $L^{p}$ implies convergence almost everywhere?

If I know $\|f_{n}(x) - f(x)\|_{L^{p}(\mathbb{R})} \rightarrow 0$ as $n \rightarrow \infty$, do I know $\lim_{n \rightarrow \infty}f_{n}(x) = f(x)$ for almost every $x$?
11
votes
4answers
595 views

Show $\lim \limits_{n \to \infty} \frac{a_{n+1}}{a_n} = \|f\|_{\infty}$ for $f \in L^{\infty}$

I have a question that I need help with getting started (possibly I would be back for more help). I have a measure space $(X,A,\mu)$ that is finite, and $f \in L^{\infty}(\mu)$. Also, defined is ...
25
votes
4answers
4k views

Is every Lebesgue measurable function on $\mathbb{R}$ the pointwise limit of continuous functions?

I know that if $f$ is a Lebesgue measurable function on $[a,b]$ then there exists a continuous function $g$ such that $|f(x)-g(x)|< \epsilon$ for all $x\in [a,b]\setminus P$ where the measure of ...
20
votes
1answer
3k views

Cardinality of Borel sigma algebra

It seems it's well known that if a sigma algebra is generated by countably many sets, then the cardinality of it is either finite or $c$ (the cardinality of continuum). But it seems hard to prove it, ...
13
votes
1answer
1k 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 ...
10
votes
2answers
990 views

“Scaled $L^p$ norm” and geometric mean

The $L^p$ norm in $\mathbb{R}^n$ is \begin{align} \|x\|_p = \left(\sum_{j=1}^{n} |x_j|^p\right)^{1/p}. \end{align} Playing around with WolframAlpha, I noticed that, if we define the "scaled" $L^p$ ...
5
votes
2answers
2k views

Generalisation of Dominated Convergence Theorem

Wikipedia claims, if $\sigma$-finite the Dominated convergence theorem is still true when pointwise convergence is replaced by convergence in measure, does anyone know where to find a proof of this? ...
52
votes
3answers
2k views

Is it possible for a function to be in $L^p$ for only one $p$?

I'm wondering if it's possible for a function to be an $L^p$ space for only one value of $p \in [1,\infty)$ (on either a bounded domain or an unbounded domain). One can use interpolation to show that ...
21
votes
10answers
3k views

Seeking a layman's guide to Measure Theory

I would like to teach myself measure theory. Unfortunately most of the books that I've come across are very difficult and are quick to get into Lemmas and proofs. Can someone please recommend a ...
18
votes
2answers
2k views

The union of a strictly increasing sequence of $\sigma$-algebras is not a $\sigma$-algebra

The union of a sequence of $\sigma$-algebras need not be a $\sigma$-algebra, but how do I prove the stronger statement below? Let $\mathcal{F}_n$ be a sequence of $\sigma$-algebras. If the ...
12
votes
2answers
1k views

Vitali-type set with given outer measure

Is it possible to construct a non-measurable set in $[0,1]$ of a given outer measure $x \in [0,1]$? This will probably require the axiom of choice. Does anyone have a suggestion? Edit: I forgot to ...
16
votes
2answers
1k views

Infinite product of measurable spaces

Suppose there is a family (can be infinite) of measurable spaces. What are the usual ways to define a sigma algebra on their Cartesian product? There is one way in the context of defining product ...
20
votes
2answers
1k views

Is there a function with infinite integral on every interval?

Could give some examples of nonnegative measurable function $f:\mathbb{R}\to[0,\infty)$, such that its integral over any bounded interval is infinite?
17
votes
2answers
3k views

Lebesgue measurable but not Borel measurable

I'm trying to find a set which is Lebesgue measurable but not Borel measurable. So I was thinking of taking a Lebesgue set of measure zero and intersecting it with something so that the result is not ...
16
votes
2answers
2k views

Comparing the Lebesgue measure of an open set and its closure

Let $E$ be an open set in $[0,1]^n$ and $m$ be the Lebesgue measure. Is it possible that $m(E)\neq m(\bar{E})$, where $\bar{E}$ stands for the closure of $E$?
6
votes
1answer
539 views

Summing over General Functions of Primes and an Application to Prime $\zeta$ Function

Along the lines of thought given here, is it in general possible to substitute a summation over a function $f$ of primes like the following: $$ \sum_{p\le x}f(p)=\int_2^x f(t) d(\pi(t))\tag{1} $$ and ...
4
votes
1answer
2k views

Understanding proof of completeness of $L^{\infty}$

I'm reading page number 4 here. In particular the section where it deals with the case $p=\infty$, that is , showing that $L^{\infty}$ is complete. ...
17
votes
1answer
1k views

Lebesgue measure of the graph of a function

Let $f:R^n \rightarrow R^m$ be any function. Will the graph of f always have Lebesgue measure zero? 1) I could prove that this is true if $f$ is continuous. 2) I suspect it is true if $f$ is ...
11
votes
3answers
1k views

Preimage of generated $\sigma$-algebra

For some collection of sets $A$, let $\sigma(A)$ denote the $\sigma$-algebra generated by $A$. Let $C$ be some collection of subsets of a set $Y$, and let $f$ be a function from some set $X$ to $Y$. ...
18
votes
9answers
3k views

Reference book on measure theory

I post this question with some personal specifications. I hope it does not overlap with old posted questions. Recently I strongly feel that I have to review the knowledge of measure theory for the ...
8
votes
2answers
1k views

Measure of the Cantor set plus the Cantor set

The Sum of 2 sets of Measure zero might well be very large for example, the sum of $x$-axis and $y$-axis, is nothing but the whole plane. Similarly one can ask this question about Cantor sets: If $C$ ...
9
votes
1answer
3k views

Lebesgue measurable set that is not a Borel measurable set

exact duplicate of Lebesgue measurable but not Borel measurable BUT! can you please translate Miguel's answer and expand it with a formal proof? I'm totally stuck... In short: Is there a Lebesgue ...
5
votes
2answers
236 views

Integrate and measure problem.

If $f \in L^{p_0}(X,M,\,u)$ for some $0<p_0 \le\infty$, then $$1. \lim_{p\to0}\int_{X} |f|^pd\mu=\mu(\{x \in X | f(x) \ne0\}).$$ And if additional assume $\mu(X)=1$, then I wanna prove that $f ...
11
votes
2answers
974 views

How to split an integral exactly in two parts

This question is a by-product of a conversation with Theo Buehler in comments to this answer. Let's settle definitions. Definition Let $(\Omega, \mathcal{F}, \mu)$ be a measure space. We say that ...
11
votes
1answer
1k views

Limit of measures is again a measure

Given a sequence $(\mu_n)_{n\in \mathbb N}$ of finite measures on the measurable space $(\Omega, \mathcal A)$ such that for every $A \in \mathcal A$ the limit $$\mu(A) = \lim_{n\to \infty} ...
9
votes
2answers
1k views

What is an example of a lambda-system that is not a sigma algebra?

What is an example of a lambda-system that is not a sigma algebra?
7
votes
1answer
847 views

Number of $\sigma$ -Algebra on the finite set

Let $X$ is a nonempty set with $m$ members . How many $\sigma$ -algebra can we make on this set?
7
votes
1answer
815 views

Theorem of Steinhaus

The Steinhaus theorem says that if a set $A \subset \mathbb R^n$ is of positive inner Lebesgue measure then $\operatorname{int}{(A+A)} \neq \emptyset$. Is it true that also ...
9
votes
2answers
913 views

Is the image of a null set under a differentiable map always null?

Let $n$ be a positive integer. $\; $ Let $f : \mathbb{R}^n \to \mathbb{R}^n$ be everywhere Frechet differentiable. Let $S$ be a subset of $\mathbb{R}^n$ with Lebesgue measure zero. Does it follow ...
19
votes
2answers
1k views

Two definitions of Lebesgue integration

Normally, Lebesgue integral, for positive measures, is defined in the following way. First, one defines the integral for indicator functions, and linearly extend to simple functions. Then, for a ...
10
votes
4answers
823 views

Convergence of integrals in $L^p$

Stuck with this problem from Zgymund's book. Suppose that $f_{n} \rightarrow f$ almost everywhere and that $f_{n}, f \in L^{p}$ where $1<p<\infty$. Assume that $\|f_{n}\|_{p} \leq M < ...
12
votes
2answers
1k views

Uniqueness of product measure (non $\sigma$-finite case)

Let $(X,\mathscr{A},\mu), (Y,\mathscr{B},\nu)$ be two measure spaces, then we have the product measurable space $(X\times Y, \mathscr{A}\times\mathscr{B})$ where $\mathscr{A}\times\mathscr{B}$ is the ...
9
votes
1answer
2k views

Proving sets are measurable

The problem statement, all variables and given/known data The question is from Stein and Shakarchi, Real Analysis 2, Chapter 1, Problem 5: Suppose $E$ is measurable with $m(E) < \infty$, and ...
7
votes
3answers
640 views

Examples of perfect sets.

Let $0\lt a\lt 1$. Can I get examples of of subsets of $[0,1]$ that are perfect sets, contains no intervals and has measure $1-a$. Well, I know by construction the Cantor set is perfect, contains ...
5
votes
5answers
2k views

Open sets do not have measure zero

I want to show that if $a\lt b$, then $(a,b)$ is not of measure zero. My idea was to show that any interval covering $(a,b)$ is such that the sum of the lengths of the intervals is always greater ...
3
votes
1answer
369 views

A Lebesgue measure question involving a dense subset of R, translates of a measurable set, etc.

Let $\{b_n\}_{n=1}^\infty$ be a dense subset of $\mathbb{R}$ and let $D \subseteq \mathbb{R}$ be a measurable set such that $m(D \triangle (D + b_n))=0$ for all $n \in \mathbb{N}$ (here, the ...
1
vote
2answers
388 views

Advantage of accepting non-measurable sets

What would be the advantage of accepting non-measurable sets? I personally feel that non-measurable sets only exist because of infamous Banach-Tarski paradox...
1
vote
1answer
119 views

Let $L_p$ be the complete, separable space with $p>0$.

Let $L_p$ be the complete, separable space with $p>0$. $\mathbf{J}=\{I = (r,s] \}$ where $r$ and $s$ are rational numbers. $\mathbf{A}$ is the algebra generated by $\mathbf{J}$, with ...
30
votes
2answers
1k views

Integration of forms and integration on a measure space

In Terence Tao's PCM article: DIFFERENTIAL FORMS AND INTEGRATION, it is pointed out that there are three concepts of integration which appear in the subject(single-variable calculus): the ...
12
votes
4answers
1k views

Notation question: Integrating against a measure

Suppose $\mu$ is a measure. Is there any difference in meaning between the notation $\int f(x)d\mu(x)$ and the notation $\int f(x) \mu(dx)$? Many thanks.