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

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15
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0answers
538 views

Is this $really$ a categorical approach to $integration$?

Here's an article by Reinhard Börger I found recently whose title and content, prima facie, seem quite exciting to me, given my misadventures lately (like this and this); it's called, "A Categorical ...
10
votes
0answers
182 views

Restrictions of null/meager ideal

Let I denote the null/meager ideal on reals. Is it consistent that for any pair of non null/meager sets A and B, there is a null/meager preserving bijection between A and B? In particular, is this ...
10
votes
0answers
203 views

What properties are preserved under a measurable mapping?

Although in an abstract category the morphisms are not explicitly defined, in a concrete example (model theory?), morphisms are (always/usually?) mappings that preserve some properties. In the ...
9
votes
0answers
202 views

Uniqueness of Brownian motion

May be it is a dumb question, but it vexed me a little bit. I understand the construction of the Brownian motion (first use Kolmogorov extension theorem to construct value at dyadic times and then use ...
9
votes
0answers
472 views

Compact set of probability measures

I think I can solve the following exercise if X is assumed to be separable, otherwise I can't. Let $X$ be a (Hausdorff) locally compact space, $\pi\colon X \to Y$ a continuous map into a ...
9
votes
0answers
608 views

Cauchy-Formula for Repeated Lebesgue-Integration

Recently, I came across the following statements. They were annotated as consequences of Fubini's Theorem but neither proof nor reference were given. Let $f:[a,b]\times [a,b]\to\mathbb{R}$ be ...
9
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0answers
281 views

A question connected with the decomposition of a functional on $C(X)$ on Riesz and Banach functionals

Let $X$ be a metric space and let $C(X)$ be a family of all bounded and continuous functions from $X$ in $\mathbb{R}$. We call a positive linear functional $\varphi: C(X) \rightarrow \mathbb{R}$ the ...
8
votes
0answers
109 views

Explicit description of small open set containing the rationals

We know that the set $\mathbb{Q}$ of rational numbers has measure zero because it is countable. In fact, if $(q_n)_{n=1,2,\ldots}$ is an enumeration of $\mathbb{Q}$, then ...
8
votes
0answers
244 views

About devil's staircases

We say that a function $f:\left[a,b\right] \to \mathbb{R}$ is a singular function or a devil's staircase if $f$ satisfies the following properties: $f$ is continuous; $f(a) < f(b)$; $f$ is ...
8
votes
0answers
176 views

Measure-driven differential equations

Background: I need some help to understand the concept behind measure-driven differential equations. The solution of an ordinary differential equation is continuous. In order to describe discontinuous ...
7
votes
0answers
213 views

Open problems in Federer's Geometric Measure Theory

I wanted to know if the problems mentionned in this book are solved. More specifically, at some places, the author says that he doesn't know the answer, for example :"I do not know whether this ...
7
votes
0answers
98 views

Uncountable family of random variables

Let $\{ \xi _a \}_{a \in [0;1]}$ be a family of independent uniformly distributed on $[0;1]$ random variables on some probability space $(\Omega, \mathscr{F},P)$, indexed by a continuous parameter. ...
7
votes
0answers
299 views

Egorov's theorem for this Lebesgue integral

I want to prove Egorov's theorem using this Lebesgue integral defined by the upper integral $$\int^*f:=\left\{\int h ; h \ge f \text{ and h upper-continuous }\right\}$$ $$\int_*f:=\left\{\int h ; h ...
7
votes
0answers
94 views

Carlson's model and Sierpinski sets

Suppose that every countably generated sigma algebra extending the Borel sigma algebra on $[0, 1]$ admits a measure extending the Lebesgue measure (This is true in Carlson's model which is obtained by ...
7
votes
0answers
208 views

Convergence of indicator functions in $L^2[0,1]$ when $m(\limsup(E_n)\setminus \liminf(E_n)) = 0$

I am trying to solve a qualifying exam problem. I would like to know what can be said about the convergence of the indicator functions $I_{E_k}$ in $L^2[0, 1]$ when it's known that $m(\limsup ...
7
votes
0answers
412 views

Equality condition in Minkowski's inequality for $L^{\infty}$

I am trying to find out when equality holds in Minkowski's inequality for $L^{\infty}$ (i.e. a necessary and sufficient condition for equality). I did a search and there was a discussion for the case ...
7
votes
0answers
278 views

Why is the Radon-Nikodym derivative needed for products of complex measures?

Given $\mu, \nu$ complex Borel measures on $\mathbb{R}^n$, then product measure $\mu \times \nu$ on $\mathbb{R}^n \times \mathbb{R}^n$ is defined by $$d(\mu \times \nu)(x, y) = \frac{d\mu}{d|\mu|} ...
6
votes
0answers
52 views

Why does the union of all open null sets is itself a nullset for second countable space?

On the online Encyclopedia of mathematics, it is written "The existence of a countable base guarantees that the union of all open μ-null sets is itself a nullset." See: ...
6
votes
0answers
69 views

Borel measurability is a local property

I am looking at Exercise 5.2 (page 44) in "Real Analysis for Graduate Students" by Richard Bass. Let $f:(0, 1)\to \mathbb{R}$ be a function such that for every $x\in (0, 1)$, there exist ...
6
votes
0answers
124 views

Finitely additive function on an infinite set, s.t., $m(A)=0$ for any finite set and $m(X)=1$ (constructive approach)

Other exercise which I found in Dudley's Analysis book: Show that there is a measure on a infinite set $X$, defined on $2^X$ s.t. is finitely additive, $m(A)=0$ for any finite set and $m(X)=1$. ...
6
votes
0answers
120 views

Question about B. Host paper 'Nombres, normaux entropie, translations'

I was reading this paper and I got stuck in a detail left for the reader that I couldn't figure out: Let $X = \mathbb{R}/\mathbb{Z}$, $p > 1$ a integer, $D_n = \{kp^{-n}\colon 0 \leq k < p^n ...
6
votes
0answers
79 views

Is $\sigma$-finiteness really a necessary condition for this problem?

Question: Let $(X, \mathcal A, \mu)$ be a measure space and suppose $\mu$ is $\sigma$-finite. Suppose $f$ is integrable. Prove that given any $\varepsilon$, there exists a $\delta >0$ such that ...
6
votes
0answers
81 views

Connectedness of parts used in the Banach–Tarski paradox

A quote from the Wikipedia article "Axiom of choice": One example is the Banach–Tarski paradox which says that it is possible to decompose the 3-dimensional solid unit ball into finitely many ...
6
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0answers
200 views

Does this random variable have a density?

I have a persistent problem, which I'm almost certain can be answered using elementary probabilistic arguments, but for some reason I've been stuck for some time. Here is the problem. Let $(B_s, s ...
6
votes
0answers
103 views

Theorem $2.14$ page $40, 41$ in Rudin - Real and Complex Analysis

Can anyone tell me the signification of Theorem $2.14$ (The Riesz Representation Theorem in locally compact Hausdorff spaces), page $40, 41$ in Rudin - Real and Complex Analysis? And some applications ...
6
votes
0answers
58 views

Radon-Nikodým (write the density as a limit)

Let $\mu$ be a probability measure and $\nu$ a $\sigma$-finite measure on $(\mathbb{R},\mathcal{B})$ with $\nu\ll\mu$. Show that it is $\mu$-a.s. $$ \lim_{h\to 0}\frac{\nu [x-h,x+h)}{\mu ...
6
votes
0answers
188 views

Why is Lebesgue-Stieltjes a generalization of Riemann-Stieltjes? Moreover, is there an example where Lebesgue-Stieltjes is useful

I certainly have a question, but i don't know what the best title should be. Please edit the title if there is a better one :) And I believe, to get a better answer, it would be good to explain ...
6
votes
0answers
499 views

Azuma's inequality to McDiarmid's inequality?

I was going through some notes on concentration inequalities when I noticed that there are two commonly-cited forms of McDiarmid's inequality. Long story short: I know how to prove the weaker one from ...
6
votes
0answers
1k views

Are vague convergence and weak convergence of measures both weak* convergence?

For quite a long time, I have been confused about the definitions of weak convergence and vague convergence of measures among other modes of convergence that root from functional analysis, mainly due ...
6
votes
0answers
168 views

Product of complex measures

Let $\lambda, \mu$ be complex measures on $(X,\alpha)$ and $(Y,\beta).$ Prove there exist a unique complex measure $\lambda\times \mu$ on the sigma algebra $\alpha\otimes \beta,$ such that ...
6
votes
0answers
391 views

Generated sigma algebra from Brownian Motion

Suppose that we have a Brownian motion and we define the P-augmented filtration by $$\mathcal{F}^W_t:=\sigma(\mathcal{F}^0_t \cup \mathcal{N})$$ where $\mathcal{F}_t^0:=\sigma(W_s;s\le t)$ and ...
6
votes
0answers
55 views

Shift operator on locally compact groups

Assume $f:G\rightarrow H$ is a measurable function between two locally compact abelian groups and let $T^h(f) = f\circ T^h$, where $T^h(x) = x-h$ (group operations in G and H are written additively). ...
6
votes
0answers
108 views

Haar measure existence using distributions

The book of Lieb and Loss proves the existence of Lebesgue measure in an unorthodox way as theorem 6.22, using the fact that ''positive distributions are measures''. My question is, whether it is ...
6
votes
0answers
351 views

Rudin's Complex and Real Analysis: Regular measure

This is for anyone who has Rudin's Real and Complex analysis book at hand. I was looking at Rudin's Theorem 2.17 and 2.18. So far everything makes sense, except for one statement that Rudin makes in ...
6
votes
0answers
922 views

Monotone class theorem

I have some question about the Monotone Class Theorem and its application. First I state the Theorem: Let $\mathcal{M}:=\{f_\alpha; \alpha \in J\}$ be a set of bounded functions, such that ...
5
votes
0answers
42 views

Standard machine in measure theory

Step 1.Prove the property for $h$ which is an indicator function. Step 2.Using linearity, extend the property to all simple positive functions. Step 3. Using Monotone property extend the ...
5
votes
0answers
34 views

Show that the norm $\| \dot\ \|$ and $\| \dot\ \|^{-1}$ preserve Lebesgue measurability.

Let $\| \dot\ \|:\mathbb{R}^n \to \mathbb{R}$ be the euclidean norm. By continuity $\| \dot\ \|^{-1}$ preserves Borel measurability so it suffices to check that it preserves null sets. In the case ...
5
votes
0answers
137 views

Why is the derivative of the translates of a measure measurable?

Let G be a topological group and X a measure space. Let $G \times X \rightarrow X$ be a measurable group action, $\mu$ a $\sigma$-finite measure on $X$, and $g\mu$ (for any $g \in G$) the measure ...
5
votes
0answers
67 views

An inequality between integrals of series of characteristic functions of cubes

Let $1\leq p<\infty$. Prove that there exists $C>0$ such that $$ \left(\int\left|\sum_{i=1}^\infty a_i\chi_{2Q_i}\right|^p \, dx\right)^{1/p} \leq C\left(\int\left|\sum_{i=1}^\infty ...
5
votes
0answers
100 views

Do most nowhere dense sets have measure $0$?

Inspired by this question here and in particular the answer I was wondering: Do most nowhere dense sets have measure zero? By "most" I mean in the sense of the "measure" of the set of all nowhere ...
5
votes
0answers
65 views

Looking for a a measure-theoretic treatment of “differential entropy”

If $X$ is a discrete random variable, its entropy $H(X)$ is usually defined as something along the lines of $-\sum \def\P{\mathbb{P}}\P(x) \log_2( \P(x))$, where the sum ranges over all the possible ...
5
votes
0answers
80 views

representation theorem on the path space

I'm working on a project and have done some work. However, there are some point where I'm unsure if my thoughts are correct. It would be appreciated if someone could share their thoughts about it. ...
5
votes
0answers
216 views

If a Radon measure is a tempered distribution, does it integrate all Schwartz functions?

The question might at first sight sound like the answer is trivially "yes", so let me clarify the question a bit. Consider given a Radon measure $\mu$ on $\mathbb{R}^n$. Let ...
5
votes
0answers
109 views

Krull dimension and Hausdorff dimension

Let $V$ be an irreducible algebraic variety over $\bf{C}$. Then the Krull dimension of the associated coordinate ring, its dimension as a topological space with the Zariski topology, and its Morley ...
5
votes
0answers
162 views

Don't understand this proof of equivalence of weak solutions to PDE

I'm trying to understand the proof that (c) implies (a) here in the following proposition (here, $\mathcal{V} = L^2(0,T;V)$). See the very last line in the image for that part: $$$$ $$$$ I give here ...
5
votes
0answers
85 views

Show that integrals are equal

Let $f \colon [0,+\infty) \to \mathbb R$ be a convex function. Then $f''(x)$ is a nonnegative distribution on $(0,+\infty)$ and hence it can be continued to a nonnegative mesure $\mu$ on ...
5
votes
0answers
146 views

Operator completly continuous

For $\lambda>0$, let $v(t)=\lambda \phi(t)$. Consider the BVP consisting of the equation $$u'''=\lambda[f(t,[u-v]^*+\gamma)+M(t)] ,t\in (0,1)$$ and (BC):$u(0)=u'(p)=\int_q^1 w(s)u''(s)=0 ...
5
votes
0answers
142 views

Conditional expectation as a random variable

We have three random variables $x,y,z$. Is the condition "$y$ and $z$ are independent" enough to guarantee that "$\mathbb{E}(x\,|\,y)$ and $z$ are independent"? Would anyone give me a brief proof or ...
5
votes
0answers
141 views

Measurability of a certain set in Falcolner's Geometry of Fractal Sets

On page 24 of Falcolner's The Geometry of Fractal Sets, Falcolner defines the set $F = \{ x \in E : \mathcal{H}^s(E \cap U) < \alpha$ diam$(U)^s$, for all convex sets $U$ containing $x$ such that ...
5
votes
0answers
76 views

Regularity of test functions in the definition of the total variation distance

As is well-known, the total variation distance between (the laws of) two random variables $X$ and $Y$ defined on $\mathbb{R}$ is given by $\sup |E[g(X)]-E[g(Y)]|$, where the supremum is taken over all ...