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Questions tagged [measure-theory]

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

243 votes
1 answer
13k 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 ...
Shaun's user avatar
  • 45.7k
224 votes
7 answers
141k 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 ...
Confused's user avatar
  • 2,249
213 votes
5 answers
45k 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 $\...
Benji's user avatar
  • 5,910
203 votes
4 answers
85k views

Limit of $L^p$ norm

Could someone help me prove that given a finite measure space $(X, \mathcal{M}, \sigma)$ and a measurable function $f:X\to\mathbb{R}$ in $L^\infty$ and some $L^q$, $\displaystyle\lim_{p\to\infty}\|f\|...
Parakee's user avatar
  • 3,344
145 votes
4 answers
20k 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 ...
user1736's user avatar
  • 8,633
137 votes
7 answers
25k 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 ...
user1736's user avatar
  • 8,633
122 votes
3 answers
75k views

Does convergence in $L^p$ imply convergence almost everywhere?

If I know $\| f_n - f \|_{L^p(\mathbb{R})} \to 0$ as $n \to \infty$, do I know that $\lim_{n \to \infty}f_n(x) = f(x)$ for almost every $x$?
187239's user avatar
  • 1,295
112 votes
9 answers
13k views

What are Some Tricks to Remember Fatou's Lemma?

For a sequence of non-negative measurable functions $f_n$, Fatou's lemma is a statement about the inequality $$\int \liminf_{n\rightarrow \infty} f_n \mathrm{d}\mu \leq \liminf_{n\rightarrow \infty}(...
Learner's user avatar
  • 7,348
111 votes
8 answers
42k views

If $S$ is an infinite $\sigma$ algebra on $X$ then $S$ is not countable

I am going over a tutorial in my real analysis course. There is an proof in which I don't understand some parts of it. The proof relates to the following proposition: ($S$ - infinite $\sigma$-algebra ...
Belgi's user avatar
  • 23.2k
110 votes
1 answer
12k views

Lebesgue measure theory vs differential forms?

I am currently reading various differential geometry books. From what I understand differential forms allow us to generalize calculus to manifolds and thus perform integration on manifolds. I gather ...
sonicboom's user avatar
  • 9,999
107 votes
2 answers
19k views

If $f_k \to f$ a.e. and the $L^p$ norms converge, then $f_k \to f$ in $L^p$

Let $1\leq p < \infty$. Suppose that $\{f_k, f\} \subset L^p$ (the domain here does not necessarily have to be finite), $f_k \to f$ almost everywhere, and $\|f_k\|_{L^p} \to \|f\|_{L^p}$. Why is ...
user1736's user avatar
  • 8,633
95 votes
16 answers
44k 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 ...
85 votes
7 answers
67k views

Understanding Borel sets

I'm studying Probability theory, but I can't fully understand what are Borel sets. In my understanding, an example would be if we have a line segment [0, 1], then a Borel set on this interval is a set ...
Tikhon Belousko's user avatar
77 votes
2 answers
9k 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 indefinite ...
user avatar
77 votes
2 answers
20k 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, ...
Syang Chen's user avatar
  • 3,436

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