Questions tagged [measure-theory]
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
3,228 questions
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Why do probabilists take random variables to be Borel (and not Lebesgue) measurable?
I've been studying a bit of probability theory lately and noticed that there seems to be a universal agreement that random variables should be defined as Borel measurable functions on the probability ...
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Why should one still teach Riemann integration?
In the introduction to chapter VIII of Dieudonné's Foundations of Modern Analysis (Volume 1 of his 13-volume Treatise on Analysis), he makes the following argument:
Finally, the reader will ...
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Demystifying the Caratheodory approach to measurability
Nowadays, the usual way to extend a measure on an algebra of sets to a measure on a $\sigma$-algebra, the Caratheodory approach, is by using the outer measure $m^* $ and then taking the family of all ...
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Is every sigma-algebra the Borel algebra of a topology?
This question arises from the excellent question posed on math.SE
by Salvo Tringali, namely, Correspondence
between Borel algebras and topology.
Since the question was not answered there after some ...
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Why is Lebesgue integration taught using positive and negative parts of functions?
Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...
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Non-Borel sets without axiom of choice
This is a simple doubt of mine about the basics of measure theory, which should be easy for the logicians to answer. The example I know of non Borel sets would be a Hamel basis, which needs axiom of ...
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Axiom of choice, Banach-Tarski and reality
The following is not a proper mathematical question but more of a metamathematical one. I hope it is nonetheless appropriate for this site.
One of the non-obvious consequences of the axiom of choice ...
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Is there a category structure one can place on measure spaces so that category-theoretic products exist?
The usual category of measure spaces consists of objects $(X, \mathcal{B}_X, \mu_X)$, where $X$ is a space, $\mathcal{B}_X$ is a $\sigma$-algebra on $X$, and $\mu_X$ is a measure on $X$, and measure ...
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Is there a measure zero set which isn't meagre?
A subset of ℝ is meagre if it is a countable union of nowhere dense subsets (a set is nowhere dense if every open interval contains an open subinterval that misses the set).
Any countable set ...
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Suggestions for a good Measure Theory book
I have taken analysis and have looked at different measures, but I am currently looking at realizing a certain problem in a different light and feel that I need a better background in various measures ...
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Why isn't integral defined as the area under the graph of function?
In order to define Lebesgue integral, we have to develop some measure theory. This takes some effort in the classroom, after which we need additional effort of defining Lebesgue integral (which also ...
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Why are abelian groups amenable?
A (discrete) group is amenable if it admits a finitely additive probability measure (on all its subsets), invariant under left translation. It is a basic fact that every abelian group is amenable. ...
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When is $L^2(X)$ separable?
I have never studied any measure theory, so apologise in advance, if my question is easy:
Let $X$ be a measure space. How can I decide whether $L^2(X)$ is separable?
In reality, I am interested in ...
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Pullback measures
Why do all measure theory textbooks present the concept of push-forward measure, but never the concept of pull-back measure? Doesn't the latter exist?
It's true that the naive treatment of such a ...
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A historical mystery : Poincaré’s silence on Lebesgue integral and measure theory?
Lebesgue published his celebrated integral in 1901-1902. Poincaré passed away in 1912, at full mathematical power.
Of course, Lebesgue and Poincaré knew each other, they even met on several occasions ...
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