Questions tagged [measure-theory]
Questions related to measures, sigma-algebras, measure spaces, Lebesgue integration and the like.
40,066
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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 ...
224
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7
answers
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$L^p$ 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 ...
213
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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 $\...
203
votes
4
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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\|...
145
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4
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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 ...
137
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7
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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 ...
122
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3
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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 $x$?
112
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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}(...
111
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8
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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 ...
110
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1
answer
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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 ...
107
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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 ...
95
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16
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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
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7
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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 ...
77
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2
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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 ...
77
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2
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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, ...