All Questions
1,117
questions
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Prove: If $f_1$ and $f_2$ are integrable, then $f_1\vee f_2$ is integrable over each $A\in\mathscr{A}$.
I need to prove the following result:
Let $(X,\mathscr{A},\mu)$ be a measure space. If $f_1$ and $f_2$ are integrable, then $f_1\vee f_2$ is integrable over each $A\in\mathscr{A}$.
Here is my ...
- 2,493
0
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0
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32
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Is there a simple proof that the Laplace transform of a signed measure $\mu$ on $\mathbb R$ uniquely determines $\mu$? [duplicate]
A Laplace transform of a signed measure $\mu$ on $(\mathbb R, \mathcal B(\mathbb R))$ is defined by
$$ f_\mu(s) = \int_{\mathbb R} e^{-\lambda t} d \mu(t), \qquad \forall s \in \mathbb R. $$
I know ...
1
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0
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58
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Prove: $F:M(X,\mathscr{A},\mathbb{R})\to\mathbb{R}$ defined by $F(\mu)=\int fd\mu$ is a linear functional. [closed]
I need to prove the following result:
Remark 4.30$\quad$ Let $M(X,\mathscr{A},\mathbb{R})$ be the collection of all finite signed measures on $(X,\mathscr{A})$. Let $B(X,\mathscr{A},\mathbb{R})$ be ...
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1
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39
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Integration with spherically symmetric measure in $\mathbb R^d$
Let $\mu$ be a finite spherically symmetric measure over $\mathbb R^d$, so that $\mu(TB) = \mu(B)$ for all orthogonal transformations $T: \mathbb R^d \rightarrow \mathbb R^d$ and Borel set $B$. Let $g:...
- 603
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62
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Proof that the volume function is $\sigma$-additive
A $\textbf{box}$ $Q\subset \mathbb{R}^n$ is defined as $Q:= (a_1,b_1) \times \ldots \times (a_n,b_n)$ and the same with closed or half opened intervals where $a_i < b_i \in \mathbb{R}$ and in case ...
- 325
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91
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Differentiability of an integral depending on a parameter
Let $f$ be a function in $L^1 ([0,1])$, and for $y \in [0,1]$ consider $$F(y) = \int_{[0,1]} (1+ |f|)^y dx$$
Is $F$ differentiable in $(0,1)$? If it is, what is its derivative?
I know that that, given ...
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4
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1
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55
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If $g_1, g_2\in\mathscr{L}^{\infty}(X,\mathscr{A},\mu)$ are equal locally $\mu$-almost everywhere, then $T_{g_1}=T_{g_2}$.
Background
Suppose that $(X,\mathscr{A},\mu)$ is an arbitrary measure space, that $p$ satisfies $1\leq p<+\infty$, and that $q$ is defined by $\frac{1}{p}+\frac{1}{q}=1$. Let $g$ belong to $\...
- 2,493
4
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1
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544
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Why are Lebesgue integrals defined as a supremum and not as a limit?
We may approximate a bounded nonnegative function $f$ by simple functions $\phi$. Then the standard way of defining the Lebesgue integral of $f$ is
$$ \int f d\mu := \sup \Bigg\{ \int \phi : \phi \...
- 6,277
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3
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88
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Proving that $\iint f(x) g(x+y) dx dy \leq \int g^2(x) dx$
Let $D \subset \mathbb{R}^n$ be bounded, and $f,g: \mathbb{R}^n \rightarrow \mathbb{R}$. Furthermore let $f$ be nonnegative and such that $\int_D f dx= 1$.
I would like to prove that
$$\int_D \int_D f(...
- 6,277
1
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1
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61
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$e^{-\lVert x \rVert ^2}$ is integrable over $\mathbb{R}^n$ and $\int_{\mathbb{R}^n} e^{-\lVert x \rVert ^2} = \pi^{n/2}$
$e^{-\lVert x \rVert ^2}$ is lebesgue integrable over $\mathbb{R}^n$ and $\int_{\mathbb{R}^n} e^{-\lVert x \rVert ^2} = \pi^{n/2}$. I'm a bit lost on this, I've tried to use a particular result about ...
- 800
0
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0
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62
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Showing the following function is nonnegative
Let $D \subset \mathbb{R}$ and $f: D \rightarrow \mathbb{R}$ $g: \mathbb{R} \times D \rightarrow \mathbb{R}$ be nonnegative functions. Let $\mu$ be a measure on $D$ such that $\mu(D) < \infty$. I ...
- 6,277
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2
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59
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Need help understanding the switching of integral limits with Fubini's theorem: $\int_0^cm(\{x:|f(x)|>t\})dt=\int_{\{x:c\geq |f(x)|\geq 0\}}|f(x)|dx$
Let $f\in L^1(\mathbb{R}, m)$ with $m$ being the Lebesgue measure and $c > 0$. I have to admit that I am quite bad with using Fubini's theorem outside of calculus type problems of abstract proofs. ...
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3
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1
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51
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$\mathscr{L}^{p_1}(\mathbb{N},\mathscr{A},\mu)\subseteq\mathscr{L}^{p_2}(\mathbb{N},\mathscr{A},\mu)$: $1\leq p_1<p_2<+\infty$, $\mu$ counting measure
I need to prove the following:
Suppose that $1\leq p_1<p_2<+\infty$. Let $\mu$ is the counting measure on the $\sigma$-algebra $\mathscr{A}$ of all subsets of $\mathbb{N}$. Then $\mathscr{L}^{...
- 2,493
1
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0
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38
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Layer cake representation and function with compact support
My question is related to the posts here and here, but my setup is slightly different.
For a real-valued random variable $X$, and a function $\varphi: \mathbb{R} \to \mathbb{R}$ that has support in ...
- 361
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1
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55
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"Leibniz's rule" for $t\in\mathbb{R}^n$
I am looking for a reference giving a measure-theoretic proof of a claim from the German Wikipedia. I have searched the references given on that site, as well as the English speaking Wikipedia and all ...
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