# Tagged Questions

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### amazing boundedness problem from maximal function

Let $n\geq 2$. For any $M>1$, prove that there exists a constant $C_M>1$ such that for any ball $B$ in $\mathbb{R}^n$, if we denote $MB$ as the concentric ball of $B$ with $M$ times radius of ...
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### Ultrametric space of stochastic filtration

Let $\Omega$ be an arbitrary set and $(\mathscr F_t)_{t\in \Bbb R_+}$ be a non-decresing sequence of $\sigma$-algebras on $\Omega$ such that any subset of $\Omega$ is contained is some of them, that ...
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### Choice of number in the proof the 5-r covering theorem

Why has the number 3 been chosen? I have tried drawing this and it seems wrong (its not). The balls definitely dont seem to be disjoint either. It would seem that if a particular $x$ has $r(x)$ ...
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### Defining the integral on an arbitrary metric space

I am trying to prove a version of Mercer's Theorem for an arbitrary compact metric space; that is, I do not wish to restrict myself to the space of real-valued continuous functions $C[a,b]$. I ...
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### Representative elements in the symmetric difference metric

The symmetric difference is a natural way to quantify the distance between measurable sets: $$d(S,T)=measure([S\setminus T]\cup[T\setminus S])$$ This is a pseudo-metric because there may be ...
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### The completeness assumption in Prokhorov's theorem

Originally, I encountered this question on Terence Tao's blog, where the following exercise is presented: Exercise 23 (Implications and equivalences) Let $X_n, X$ be random variables taking values ...
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### $L_p$ complete for $p<1$

It is rather straight forward to show that $L_p$ is complete for $p\geqslant 1$, but I am having trouble showing the same thing when $p<1$. For the former case I have shown that every absolutely ...
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### Algorithms for computing or numerically approximating the Prokhorov metric?

I am interested in the following practical question: Given two measures (say those of two parametric distributions), is there an algorithm for computing the Prokhorov metric between them? The general ...
### 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 ...