Representation of the Dirac Delta Function in C(R)
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Integral Representation of a Linear Functional on Function Spaces
INTEGRAL REPRESENTATION OF LINEAR FUNCTIONALS ON FUNCTION SPACES MEHDI GHASEMI Abstract. Let A be a vector space of real valued functions on a non-empty set X and L : A −! R a linear functional. Given a σ-algebra A, of subsets of X, we present a necessary condition for L to be representable as an integral with respect to a measure µ on X such that elements of A are µ-measurable. This general result then is applied to the case where X carries a topological structure and A is a family of continuous functions and naturally A is the Borel structure of X. As an application, short solutions for the full and truncated K-moment problem are presented. An analogue of Riesz{Markov{Kakutani representation theorem is given where Cc(X) is replaced with whole C(X). Then we consider the case where A only consists of bounded functions and hence is equipped with sup-norm. 1. Introduction A positive linear functional on a function space A ⊆ RX is a linear map L : A −! R which assigns a non-negative real number to every function f 2 A that is globally non-negative over X. The celebrated Riesz{Markov{Kakutani repre- sentation theorem states that every positive functional on the space of continuous compactly supported functions over a locally compact Hausdorff space X, admits an integral representation with respect to a regular Borel measure on X. In symbols R L(f) = X f dµ, for all f 2 Cc(X). Riesz's original result [12] was proved in 1909, for the unit interval [0; 1]. -
Appendix A. Measure and Integration
Appendix A. Measure and integration We suppose the reader is familiar with the basic facts concerning set theory and integration as they are presented in the introductory course of analysis. In this appendix, we review them briefly, and add some more which we shall need in the text. Basic references for proofs and a detailed exposition are, e.g., [[ H a l 1 ]] , [[ J a r 1 , 2 ]] , [[ K F 1 , 2 ]] , [[ L i L ]] , [[ R u 1 ]] , or any other textbook on analysis you might prefer. A.1 Sets, mappings, relations A set is a collection of objects called elements. The symbol card X denotes the cardi- nality of the set X. The subset M consisting of the elements of X which satisfy the conditions P1(x),...,Pn(x) is usually written as M = { x ∈ X : P1(x),...,Pn(x) }.A set whose elements are certain sets is called a system or family of these sets; the family of all subsystems of a given X is denoted as 2X . The operations of union, intersection, and set difference are introduced in the standard way; the first two of these are commutative, associative, and mutually distributive. In a { } system Mα of any cardinality, the de Morgan relations , X \ Mα = (X \ Mα)and X \ Mα = (X \ Mα), α α α α are valid. Another elementary property is the following: for any family {Mn} ,whichis { } at most countable, there is a disjoint family Nn of the same cardinality such that ⊂ \ ∪ \ Nn Mn and n Nn = n Mn.Theset(M N) (N M) is called the symmetric difference of the sets M,N and denoted as M #N. -
Geometric Integration Theory Contents
Steven G. Krantz Harold R. Parks Geometric Integration Theory Contents Preface v 1 Basics 1 1.1 Smooth Functions . 1 1.2Measures.............................. 6 1.2.1 Lebesgue Measure . 11 1.3Integration............................. 14 1.3.1 Measurable Functions . 14 1.3.2 The Integral . 17 1.3.3 Lebesgue Spaces . 23 1.3.4 Product Measures and the Fubini–Tonelli Theorem . 25 1.4 The Exterior Algebra . 27 1.5 The Hausdorff Distance and Steiner Symmetrization . 30 1.6 Borel and Suslin Sets . 41 2 Carath´eodory’s Construction and Lower-Dimensional Mea- sures 53 2.1 The Basic Definition . 53 2.1.1 Hausdorff Measure and Spherical Measure . 55 2.1.2 A Measure Based on Parallelepipeds . 57 2.1.3 Projections and Convexity . 57 2.1.4 Other Geometric Measures . 59 2.1.5 Summary . 61 2.2 The Densities of a Measure . 64 2.3 A One-Dimensional Example . 66 2.4 Carath´eodory’s Construction and Mappings . 67 2.5 The Concept of Hausdorff Dimension . 70 2.6 Some Cantor Set Examples . 73 i ii CONTENTS 2.6.1 Basic Examples . 73 2.6.2 Some Generalized Cantor Sets . 76 2.6.3 Cantor Sets in Higher Dimensions . 78 3 Invariant Measures and the Construction of Haar Measure 81 3.1 The Fundamental Theorem . 82 3.2 Haar Measure for the Orthogonal Group and the Grassmanian 90 3.2.1 Remarks on the Manifold Structure of G(N,M).... 94 4 Covering Theorems and the Differentiation of Integrals 97 4.1 Wiener’s Covering Lemma and its Variants . -
On Stochastic Distributions and Currents
NISSUNA UMANA INVESTIGAZIONE SI PUO DIMANDARE VERA SCIENZIA S’ESSA NON PASSA PER LE MATEMATICHE DIMOSTRAZIONI LEONARDO DA VINCI vol. 4 no. 3-4 2016 Mathematics and Mechanics of Complex Systems VINCENZO CAPASSO AND FRANCO FLANDOLI ON STOCHASTIC DISTRIBUTIONS AND CURRENTS msp MATHEMATICS AND MECHANICS OF COMPLEX SYSTEMS Vol. 4, No. 3-4, 2016 dx.doi.org/10.2140/memocs.2016.4.373 ∩ MM ON STOCHASTIC DISTRIBUTIONS AND CURRENTS VINCENZO CAPASSO AND FRANCO FLANDOLI Dedicated to Lucio Russo, on the occasion of his 70th birthday In many applications, it is of great importance to handle random closed sets of different (even though integer) Hausdorff dimensions, including local infor- mation about initial conditions and growth parameters. Following a standard approach in geometric measure theory, such sets may be described in terms of suitable measures. For a random closed set of lower dimension with respect to the environment space, the relevant measures induced by its realizations are sin- gular with respect to the Lebesgue measure, and so their usual Radon–Nikodym derivatives are zero almost everywhere. In this paper, how to cope with these difficulties has been suggested by introducing random generalized densities (dis- tributions) á la Dirac–Schwarz, for both the deterministic case and the stochastic case. For the last one, mean generalized densities are analyzed, and they have been related to densities of the expected values of the relevant measures. Ac- tually, distributions are a subclass of the larger class of currents; in the usual Euclidean space of dimension d, currents of any order k 2 f0; 1;:::; dg or k- currents may be introduced. -
Invariant Radon Measures on Measured Lamination Space
INVARIANT RADON MEASURES ON MEASURED LAMINATION SPACE URSULA HAMENSTADT¨ Abstract. Let S be an oriented surface of genus g ≥ 0 with m ≥ 0 punctures and 3g − 3+ m ≥ 2. We classify all Radon measures on the space of measured geodesic laminations which are invariant under the action of the mapping class group of S. 1. Introduction Let S be an oriented surface of finite type, i.e. S is a closed surface of genus g 0 from which m 0 points, so-called punctures, have been deleted. We assume that≥ 3g 3 + m 1,≥ i.e. that S is not a sphere with at most 3 punctures or a torus without− puncture.≥ In particular, the Euler characteristic of S is negative. Then the Teichm¨uller space (S) of S is the quotient of the space of all complete hyperbolic metrics of finite volumeT on S under the action of the group of diffeomorphisms of S which are isotopic to the identity. The mapping class group MCG(S) of all isotopy classes of orientation preserving diffeomorphisms of S acts properly discontinuously on (S) with quotient the moduli space Mod(S). T A geodesic lamination for a fixed choice of a complete hyperbolic metric of finite volume on S is a compact subset of S foliated into simple geodesics. A measured geodesic lamination is a geodesic lamination together with a transverse translation invariant measure. The space of all measured geodesic laminations on S, equipped with the weak∗-topology,ML is homeomorphic to S6g−7+2m (0, ) where S6g−7+2m is the 6g 7+2m-dimensional sphere. -
6.436J Lecture 13: Product Measure and Fubini's Theorem
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 13 10/22/2008 PRODUCT MEASURE AND FUBINI'S THEOREM Contents 1. Product measure 2. Fubini’s theorem In elementary math and calculus, we often interchange the order of summa tion and integration. The discussion here is concerned with conditions under which this is legitimate. 1 PRODUCT MEASURE Consider two probabilistic experiments described by probability spaces (�1; F1; P1) and (�2; F2; P2), respectively. We are interested in forming a probabilistic model of a “joint experiment” in which the original two experiments are car ried out independently. 1.1 The sample space of the joint experiment If the first experiment has an outcome !1, and the second has an outcome !2, then the outcome of the joint experiment is the pair (!1; !2). This leads us to define a new sample space � = �1 × �2. 1.2 The �-field of the joint experiment Next, we need a �-field on �. If A1 2 F1, we certainly want to be able to talk about the event f!1 2 A1g and its probability. In terms of the joint experiment, this would be the same as the event A1 × �1 = f(!1; !2) j !1 2 A1; !2 2 �2g: 1 Thus, we would like our �-field on � to include all sets of the form A1 × �2, (with A1 2 F1) and by symmetry, all sets of the form �1 ×A2 (with (A2 2 F2). This leads us to the following definition. Definition 1. We define F1 ×F2 as the smallest �-field of subsets of �1 ×�2 that contains all sets of the form A1 × �2 and �1 × A2, where A1 2 F1 and A2 2 F2. -
Measure, Integral and Probability
Marek Capinski´ and Ekkehard Kopp Measure, Integral and Probability Springer-Verlag Berlin Heidelberg NewYork London Paris Tokyo Hong Kong Barcelona Budapest To our children; grandchildren: Piotr, Maciej, Jan, Anna; Luk asz Anna, Emily Preface The central concepts in this book are Lebesgue measure and the Lebesgue integral. Their role as standard fare in UK undergraduate mathematics courses is not wholly secure; yet they provide the principal model for the development of the abstract measure spaces which underpin modern probability theory, while the Lebesgue function spaces remain the main source of examples on which to test the methods of functional analysis and its many applications, such as Fourier analysis and the theory of partial differential equations. It follows that not only budding analysts have need of a clear understanding of the construction and properties of measures and integrals, but also that those who wish to contribute seriously to the applications of analytical methods in a wide variety of areas of mathematics, physics, electronics, engineering and, most recently, finance, need to study the underlying theory with some care. We have found remarkably few texts in the current literature which aim explicitly to provide for these needs, at a level accessible to current under- graduates. There are many good books on modern probability theory, and increasingly they recognize the need for a strong grounding in the tools we develop in this book, but all too often the treatment is either too advanced for an undergraduate audience or else somewhat perfunctory. We hope therefore that the current text will not be regarded as one which fills a much-needed gap in the literature! One fundamental decision in developing a treatment of integration is whether to begin with measures or integrals, i.e. -
The Axiom of Choice and Its Implications
THE AXIOM OF CHOICE AND ITS IMPLICATIONS KEVIN BARNUM Abstract. In this paper we will look at the Axiom of Choice and some of the various implications it has. These implications include a number of equivalent statements, and also some less accepted ideas. The proofs discussed will give us an idea of why the Axiom of Choice is so powerful, but also so controversial. Contents 1. Introduction 1 2. The Axiom of Choice and Its Equivalents 1 2.1. The Axiom of Choice and its Well-known Equivalents 1 2.2. Some Other Less Well-known Equivalents of the Axiom of Choice 3 3. Applications of the Axiom of Choice 5 3.1. Equivalence Between The Axiom of Choice and the Claim that Every Vector Space has a Basis 5 3.2. Some More Applications of the Axiom of Choice 6 4. Controversial Results 10 Acknowledgments 11 References 11 1. Introduction The Axiom of Choice states that for any family of nonempty disjoint sets, there exists a set that consists of exactly one element from each element of the family. It seems strange at first that such an innocuous sounding idea can be so powerful and controversial, but it certainly is both. To understand why, we will start by looking at some statements that are equivalent to the axiom of choice. Many of these equivalences are very useful, and we devote much time to one, namely, that every vector space has a basis. We go on from there to see a few more applications of the Axiom of Choice and its equivalents, and finish by looking at some of the reasons why the Axiom of Choice is so controversial. -
ERGODIC THEORY and ENTROPY Contents 1. Introduction 1 2
ERGODIC THEORY AND ENTROPY JACOB FIEDLER Abstract. In this paper, we introduce the basic notions of ergodic theory, starting with measure-preserving transformations and culminating in as a statement of Birkhoff's ergodic theorem and a proof of some related results. Then, consideration of whether Bernoulli shifts are measure-theoretically iso- morphic motivates the notion of measure-theoretic entropy. The Kolmogorov- Sinai theorem is stated to aid in calculation of entropy, and with this tool, Bernoulli shifts are reexamined. Contents 1. Introduction 1 2. Measure-Preserving Transformations 2 3. Ergodic Theory and Basic Examples 4 4. Birkhoff's Ergodic Theorem and Applications 9 5. Measure-Theoretic Isomorphisms 14 6. Measure-Theoretic Entropy 17 Acknowledgements 22 References 22 1. Introduction In 1890, Henri Poincar´easked under what conditions points in a given set within a dynamical system would return to that set infinitely many times. As it turns out, under certain conditions almost every point within the original set will return repeatedly. We must stipulate that the dynamical system be modeled by a measure space equipped with a certain type of transformation T :(X; B; m) ! (X; B; m). We denote the set we are interested in as B 2 B, and let B0 be the set of all points in B that return to B infinitely often (meaning that for a point b 2 B, T m(b) 2 B for infinitely many m). Then we can be assured that m(B n B0) = 0. This result will be proven at the end of Section 2 of this paper. In other words, only a null set of points strays from a given set permanently. -
(Measure Theory for Dummies) UWEE Technical Report Number UWEETR-2006-0008
A Measure Theory Tutorial (Measure Theory for Dummies) Maya R. Gupta {gupta}@ee.washington.edu Dept of EE, University of Washington Seattle WA, 98195-2500 UWEE Technical Report Number UWEETR-2006-0008 May 2006 Department of Electrical Engineering University of Washington Box 352500 Seattle, Washington 98195-2500 PHN: (206) 543-2150 FAX: (206) 543-3842 URL: http://www.ee.washington.edu A Measure Theory Tutorial (Measure Theory for Dummies) Maya R. Gupta {gupta}@ee.washington.edu Dept of EE, University of Washington Seattle WA, 98195-2500 University of Washington, Dept. of EE, UWEETR-2006-0008 May 2006 Abstract This tutorial is an informal introduction to measure theory for people who are interested in reading papers that use measure theory. The tutorial assumes one has had at least a year of college-level calculus, some graduate level exposure to random processes, and familiarity with terms like “closed” and “open.” The focus is on the terms and ideas relevant to applied probability and information theory. There are no proofs and no exercises. Measure theory is a bit like grammar, many people communicate clearly without worrying about all the details, but the details do exist and for good reasons. There are a number of great texts that do measure theory justice. This is not one of them. Rather this is a hack way to get the basic ideas down so you can read through research papers and follow what’s going on. Hopefully, you’ll get curious and excited enough about the details to check out some of the references for a deeper understanding. -
Measure Theory and Probability
Measure theory and probability Alexander Grigoryan University of Bielefeld Lecture Notes, October 2007 - February 2008 Contents 1 Construction of measures 3 1.1Introductionandexamples........................... 3 1.2 σ-additive measures ............................... 5 1.3 An example of using probability theory . .................. 7 1.4Extensionofmeasurefromsemi-ringtoaring................ 8 1.5 Extension of measure to a σ-algebra...................... 11 1.5.1 σ-rings and σ-algebras......................... 11 1.5.2 Outermeasure............................. 13 1.5.3 Symmetric difference.......................... 14 1.5.4 Measurable sets . ............................ 16 1.6 σ-finitemeasures................................ 20 1.7Nullsets..................................... 23 1.8 Lebesgue measure in Rn ............................ 25 1.8.1 Productmeasure............................ 25 1.8.2 Construction of measure in Rn. .................... 26 1.9 Probability spaces ................................ 28 1.10 Independence . ................................. 29 2 Integration 38 2.1 Measurable functions.............................. 38 2.2Sequencesofmeasurablefunctions....................... 42 2.3 The Lebesgue integral for finitemeasures................... 47 2.3.1 Simplefunctions............................ 47 2.3.2 Positivemeasurablefunctions..................... 49 2.3.3 Integrablefunctions........................... 52 2.4Integrationoversubsets............................ 56 2.5 The Lebesgue integral for σ-finitemeasure................. -
The Radon-Nikodym Theorem
The Radon-Nikodym Theorem Yongheng Zhang Theorem 1 (Johann Radon-Otton Nikodym). Let (X; B; µ) be a σ-finite measure space and let ν be a measure defined on B such that ν µ. Then there is a unique nonnegative measurable function f up to sets of µ-measure zero such that Z ν(E) = fdµ, E for every E 2 B. f is called the Radon-Nikodym derivative of ν with respect to µ and it is often dν denoted by [ dµ ]. The assumption that the measure µ is σ-finite is crucial in the theorem (but we don't have this requirement directly for ν). Consider the following two examples in which the µ's are not σ-finite. Example 1. Let (R; M; ν) be the Lebesgue measure space. Let µ be the counting measure on M. So µ is not σ-finite. For any E 2 M, if µ(E) = 0, then E = ; and hence ν(E) = 0. This shows ν µ. Do we have the associated Radon-Nikodym derivative? Never. Suppose we have it and call it R R f, then for each x 2 R, 0 = ν(fxg) = fxg fdµ = fxg fχfxgdµ = f(x)µ(fxg) = f(x). Hence, f = 0. R This means for every E 2 M, ν(E) = E 0dµ = 0, which contradicts that ν is the Lebesgue measure. Example 2. ν is still the same measure above but we let µ to be defined by µ(;) = 0 and µ(A) = 1 if A 6= ;. Clearly, µ is not σ-finite and ν µ.