Generalized Local Integrability
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Distributions:The Evolutionof a Mathematicaltheory
Historia Mathematics 10 (1983) 149-183 DISTRIBUTIONS:THE EVOLUTIONOF A MATHEMATICALTHEORY BY JOHN SYNOWIEC INDIANA UNIVERSITY NORTHWEST, GARY, INDIANA 46408 SUMMARIES The theory of distributions, or generalized func- tions, evolved from various concepts of generalized solutions of partial differential equations and gener- alized differentiation. Some of the principal steps in this evolution are described in this paper. La thgorie des distributions, ou des fonctions g&&alis~es, s'est d&eloppeg 2 partir de divers con- cepts de solutions g&&alis6es d'gquations aux d&i- &es partielles et de diffgrentiation g&&alis6e. Quelques-unes des principales &apes de cette &olution sont d&rites dans cet article. Die Theorie der Distributionen oder verallgemein- erten Funktionen entwickelte sich aus verschiedenen Begriffen von verallgemeinerten Lasungen der partiellen Differentialgleichungen und der verallgemeinerten Ableitungen. In diesem Artikel werden einige der wesentlichen Schritte dieser Entwicklung beschrieben. 1. INTRODUCTION The founder of the theory of distributions is rightly con- sidered to be Laurent Schwartz. Not only did he write the first systematic paper on the subject [Schwartz 19451, which, along with another paper [1947-19481, already contained most of the basic ideas, but he also wrote expository papers on distributions for electrical engineers [19481. Furthermore, he lectured effec- tively on his work, for example, at the Canadian Mathematical Congress [1949]. He showed how to apply distributions to partial differential equations [19SObl and wrote the first general trea- tise on the subject [19SOa, 19511. Recognition of his contri- butions came in 1950 when he was awarded the Fields' Medal at the International Congress of Mathematicians, and in his accep- tance address to the congress Schwartz took the opportunity to announce his celebrated "kernel theorem" [195Oc]. -
A Convenient Category for Higher-Order Probability Theory
A Convenient Category for Higher-Order Probability Theory Chris Heunen Ohad Kammar Sam Staton Hongseok Yang University of Edinburgh, UK University of Oxford, UK University of Oxford, UK University of Oxford, UK Abstract—Higher-order probabilistic programming languages 1 (defquery Bayesian-linear-regression allow programmers to write sophisticated models in machine 2 let let sample normal learning and statistics in a succinct and structured way, but step ( [f ( [s ( ( 0.0 3.0)) 3 sample normal outside the standard measure-theoretic formalization of proba- b ( ( 0.0 3.0))] 4 fn + * bility theory. Programs may use both higher-order functions and ( [x] ( ( s x) b)))] continuous distributions, or even define a probability distribution 5 (observe (normal (f 1.0) 0.5) 2.5) on functions. But standard probability theory does not handle 6 (observe (normal (f 2.0) 0.5) 3.8) higher-order functions well: the category of measurable spaces 7 (observe (normal (f 3.0) 0.5) 4.5) is not cartesian closed. 8 (observe (normal (f 4.0) 0.5) 6.2) Here we introduce quasi-Borel spaces. We show that these 9 (observe (normal (f 5.0) 0.5) 8.0) spaces: form a new formalization of probability theory replacing 10 (predict :f f))) measurable spaces; form a cartesian closed category and so support higher-order functions; form a well-pointed category and so support good proof principles for equational reasoning; and support continuous probability distributions. We demonstrate the use of quasi-Borel spaces for higher-order functions and proba- bility by: showing that a well-known construction of probability theory involving random functions gains a cleaner expression; and generalizing de Finetti’s theorem, that is a crucial theorem in probability theory, to quasi-Borel spaces. -
Jointly Measurable and Progressively Measurable Stochastic Processes
Jointly measurable and progressively measurable stochastic processes Jordan Bell [email protected] Department of Mathematics, University of Toronto June 18, 2015 1 Jointly measurable stochastic processes d Let E = R with Borel E , let I = R≥0, which is a topological space with the subspace topology inherited from R, and let (Ω; F ;P ) be a probability space. For a stochastic process (Xt)t2I with state space E, we say that X is jointly measurable if the map (t; !) 7! Xt(!) is measurable BI ⊗ F ! E . For ! 2 Ω, the path t 7! Xt(!) is called left-continuous if for each t 2 I, Xs(!) ! Xt(!); s " t: We prove that if the paths of a stochastic process are left-continuous then the stochastic process is jointly measurable.1 Theorem 1. If X is a stochastic process with state space E and all the paths of X are left-continuous, then X is jointly measurable. Proof. For n ≥ 1, t 2 I, and ! 2 Ω, let 1 n X Xt (!) = 1[k2−n;(k+1)2−n)(t)Xk2−n (!): k=0 n Each X is measurable BI ⊗ F ! E : for B 2 E , 1 n [ −n −n f(t; !) 2 I × Ω: Xt (!) 2 Bg = [k2 ; (k + 1)2 ) × fXk2−n 2 Bg: k=0 −n −n Let t 2 I. For each n there is a unique kn for which t 2 [kn2 ; (kn +1)2 ), and n −n −n thus Xt (!) = Xkn2 (!). Furthermore, kn2 " t, and because s 7! Xs(!) is n −n left-continuous, Xkn2 (!) ! Xt(!). -
Arxiv:1404.7630V2 [Math.AT] 5 Nov 2014 Asoffsae,Se[S4 P8,Vr6.Isedof Instead Ver66]
PROPER BASE CHANGE FOR SEPARATED LOCALLY PROPER MAPS OLAF M. SCHNÜRER AND WOLFGANG SOERGEL Abstract. We introduce and study the notion of a locally proper map between topological spaces. We show that fundamental con- structions of sheaf theory, more precisely proper base change, pro- jection formula, and Verdier duality, can be extended from contin- uous maps between locally compact Hausdorff spaces to separated locally proper maps between arbitrary topological spaces. Contents 1. Introduction 1 2. Locally proper maps 3 3. Proper direct image 5 4. Proper base change 7 5. Derived proper direct image 9 6. Projection formula 11 7. Verdier duality 12 8. The case of unbounded derived categories 15 9. Remindersfromtopology 17 10. Reminders from sheaf theory 19 11. Representability and adjoints 21 12. Remarks on derived functors 22 References 23 arXiv:1404.7630v2 [math.AT] 5 Nov 2014 1. Introduction The proper direct image functor f! and its right derived functor Rf! are defined for any continuous map f : Y → X of locally compact Hausdorff spaces, see [KS94, Spa88, Ver66]. Instead of f! and Rf! we will use the notation f(!) and f! for these functors. They are embedded into a whole collection of formulas known as the six-functor-formalism of Grothendieck. Under the assumption that the proper direct image functor f(!) has finite cohomological dimension, Verdier proved that its ! derived functor f! admits a right adjoint f . Olaf Schnürer was supported by the SPP 1388 and the SFB/TR 45 of the DFG. Wolfgang Soergel was supported by the SPP 1388 of the DFG. 1 2 OLAFM.SCHNÜRERANDWOLFGANGSOERGEL In this article we introduce in 2.3 the notion of a locally proper map between topological spaces and show that the above results even hold for arbitrary topological spaces if all maps whose proper direct image functors are involved are locally proper and separated. -
MATH 418 Assignment #7 1. Let R, S, T Be Positive Real Numbers Such That R
MATH 418 Assignment #7 1. Let r, s, t be positive real numbers such that r + s + t = 1. Suppose that f, g, h are nonnegative measurable functions on a measure space (X, S, µ). Prove that Z r s t r s t f g h dµ ≤ kfk1kgk1khk1. X s t Proof . Let u := g s+t h s+t . Then f rgsht = f rus+t. By H¨older’s inequality we have Z Z rZ s+t r s+t r 1/r s+t 1/(s+t) r s+t f u dµ ≤ (f ) dµ (u ) dµ = kfk1kuk1 . X X X For the same reason, we have Z Z s t s t s+t s+t s+t s+t kuk1 = u dµ = g h dµ ≤ kgk1 khk1 . X X Consequently, Z r s t r s+t r s t f g h dµ ≤ kfk1kuk1 ≤ kfk1kgk1khk1. X 2. Let Cc(IR) be the linear space of all continuous functions on IR with compact support. (a) For 1 ≤ p < ∞, prove that Cc(IR) is dense in Lp(IR). Proof . Let X be the closure of Cc(IR) in Lp(IR). Then X is a linear space. We wish to show X = Lp(IR). First, if I = (a, b) with −∞ < a < b < ∞, then χI ∈ X. Indeed, for n ∈ IN, let gn the function on IR given by gn(x) := 1 for x ∈ [a + 1/n, b − 1/n], gn(x) := 0 for x ∈ IR \ (a, b), gn(x) := n(x − a) for a ≤ x ≤ a + 1/n and gn(x) := n(b − x) for b − 1/n ≤ x ≤ b. -
Shape Analysis, Lebesgue Integration and Absolute Continuity Connections
NISTIR 8217 Shape Analysis, Lebesgue Integration and Absolute Continuity Connections Javier Bernal This publication is available free of charge from: https://doi.org/10.6028/NIST.IR.8217 NISTIR 8217 Shape Analysis, Lebesgue Integration and Absolute Continuity Connections Javier Bernal Applied and Computational Mathematics Division Information Technology Laboratory This publication is available free of charge from: https://doi.org/10.6028/NIST.IR.8217 July 2018 INCLUDES UPDATES AS OF 07-18-2018; SEE APPENDIX U.S. Department of Commerce Wilbur L. Ross, Jr., Secretary National Institute of Standards and Technology Walter Copan, NIST Director and Undersecretary of Commerce for Standards and Technology ______________________________________________________________________________________________________ This Shape Analysis, Lebesgue Integration and publication Absolute Continuity Connections Javier Bernal is National Institute of Standards and Technology, available Gaithersburg, MD 20899, USA free of Abstract charge As shape analysis of the form presented in Srivastava and Klassen’s textbook “Functional and Shape Data Analysis” is intricately related to Lebesgue integration and absolute continuity, it is advantageous from: to have a good grasp of the latter two notions. Accordingly, in these notes we review basic concepts and results about Lebesgue integration https://doi.org/10.6028/NIST.IR.8217 and absolute continuity. In particular, we review fundamental results connecting them to each other and to the kind of shape analysis, or more generally, functional data analysis presented in the aforeme- tioned textbook, in the process shedding light on important aspects of all three notions. Many well-known results, especially most results about Lebesgue integration and some results about absolute conti- nuity, are presented without proofs. -
LEBESGUE MEASURE and L2 SPACE. Contents 1. Measure Spaces 1 2. Lebesgue Integration 2 3. L2 Space 4 Acknowledgments 9 References
LEBESGUE MEASURE AND L2 SPACE. ANNIE WANG Abstract. This paper begins with an introduction to measure spaces and the Lebesgue theory of measure and integration. Several important theorems regarding the Lebesgue integral are then developed. Finally, we prove the completeness of the L2(µ) space and show that it is a metric space, and a Hilbert space. Contents 1. Measure Spaces 1 2. Lebesgue Integration 2 3. L2 Space 4 Acknowledgments 9 References 9 1. Measure Spaces Definition 1.1. Suppose X is a set. Then X is said to be a measure space if there exists a σ-ring M (that is, M is a nonempty family of subsets of X closed under countable unions and under complements)of subsets of X and a non-negative countably additive set function µ (called a measure) defined on M . If X 2 M, then X is said to be a measurable space. For example, let X = Rp, M the collection of Lebesgue-measurable subsets of Rp, and µ the Lebesgue measure. Another measure space can be found by taking X to be the set of all positive integers, M the collection of all subsets of X, and µ(E) the number of elements of E. We will be interested only in a special case of the measure, the Lebesgue measure. The Lebesgue measure allows us to extend the notions of length and volume to more complicated sets. Definition 1.2. Let Rp be a p-dimensional Euclidean space . We denote an interval p of R by the set of points x = (x1; :::; xp) such that (1.3) ai ≤ xi ≤ bi (i = 1; : : : ; p) Definition 1.4. -
1 Measurable Functions
36-752 Advanced Probability Overview Spring 2018 2. Measurable Functions, Random Variables, and Integration Instructor: Alessandro Rinaldo Associated reading: Sec 1.5 of Ash and Dol´eans-Dade; Sec 1.3 and 1.4 of Durrett. 1 Measurable Functions 1.1 Measurable functions Measurable functions are functions that we can integrate with respect to measures in much the same way that continuous functions can be integrated \dx". Recall that the Riemann integral of a continuous function f over a bounded interval is defined as a limit of sums of lengths of subintervals times values of f on the subintervals. The measure of a set generalizes the length while elements of the σ-field generalize the intervals. Recall that a real-valued function is continuous if and only if the inverse image of every open set is open. This generalizes to the inverse image of every measurable set being measurable. Definition 1 (Measurable Functions). Let (Ω; F) and (S; A) be measurable spaces. Let f :Ω ! S be a function that satisfies f −1(A) 2 F for each A 2 A. Then we say that f is F=A-measurable. If the σ-field’s are to be understood from context, we simply say that f is measurable. Example 2. Let F = 2Ω. Then every function from Ω to a set S is measurable no matter what A is. Example 3. Let A = f?;Sg. Then every function from a set Ω to S is measurable, no matter what F is. Proving that a function is measurable is facilitated by noticing that inverse image commutes with union, complement, and intersection. -
Notes 2 : Measure-Theoretic Foundations II
Notes 2 : Measure-theoretic foundations II Math 733-734: Theory of Probability Lecturer: Sebastien Roch References: [Wil91, Chapters 4-6, 8], [Dur10, Sections 1.4-1.7, 2.1]. 1 Independence 1.1 Definition of independence Let (Ω; F; P) be a probability space. DEF 2.1 (Independence) Sub-σ-algebras G1; G2;::: of F are independent for all Gi 2 Gi, i ≥ 1, and distinct i1; : : : ; in we have n Y P[Gi1 \···\ Gin ] = P[Gij ]: j=1 Specializing to events and random variables: DEF 2.2 (Independent RVs) RVs X1;X2;::: are independent if the σ-algebras σ(X1); σ(X2);::: are independent. DEF 2.3 (Independent Events) Events E1;E2;::: are independent if the σ-algebras c Ei = f;;Ei;Ei ; Ωg; i ≥ 1; are independent. The more familiar definitions are the following: THM 2.4 (Independent RVs: Familiar definition) RVs X, Y are independent if and only if for all x; y 2 R P[X ≤ x; Y ≤ y] = P[X ≤ x]P[Y ≤ y]: THM 2.5 (Independent events: Familiar definition) Events E1, E2 are indepen- dent if and only if P[E1 \ E2] = P[E1]P[E2]: 1 Lecture 2: Measure-theoretic foundations II 2 The proofs of these characterizations follows immediately from the following lemma. LEM 2.6 (Independence and π-systems) Suppose that G and H are sub-σ-algebras and that I and J are π-systems such that σ(I) = G; σ(J ) = H: Then G and H are independent if and only if I and J are, i.e., P[I \ J] = P[I]P[J]; 8I 2 I;J 2 J : Proof: Suppose I and J are independent. -
(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. -
1 Probability Measure and Random Variables
1 Probability measure and random variables 1.1 Probability spaces and measures We will use the term experiment in a very general way to refer to some process that produces a random outcome. Definition 1. The set of possible outcomes is called the sample space. We will typically denote an individual outcome by ω and the sample space by Ω. Set notation: A B, A is a subset of B, means that every element of A is also in B. The union⊂ A B of A and B is the of all elements that are in A or B, including those that∪ are in both. The intersection A B of A and B is the set of all elements that are in both of A and B. ∩ n j=1Aj is the set of elements that are in at least one of the Aj. ∪n j=1Aj is the set of elements that are in all of the Aj. ∩∞ ∞ j=1Aj, j=1Aj are ... Two∩ sets A∪ and B are disjoint if A B = . denotes the empty set, the set with no elements. ∩ ∅ ∅ Complements: The complement of an event A, denoted Ac, is the set of outcomes (in Ω) which are not in A. Note that the book writes it as Ω A. De Morgan’s laws: \ (A B)c = Ac Bc ∪ ∩ (A B)c = Ac Bc ∩ ∪ c c ( Aj) = Aj j j [ \ c c ( Aj) = Aj j j \ [ (1) Definition 2. Let Ω be a sample space. A collection of subsets of Ω is a σ-field if F 1. -
Mathematics Support Class Can Succeed and Other Projects To
Mathematics Support Class Can Succeed and Other Projects to Assist Success Georgia Department of Education Divisions for Special Education Services and Supports 1870 Twin Towers East Atlanta, Georgia 30334 Overall Content • Foundations for Success (Math Panel Report) • Effective Instruction • Mathematical Support Class • Resources • Technology Georgia Department of Education Kathy Cox, State Superintendent of Schools FOUNDATIONS FOR SUCCESS National Mathematics Advisory Panel Final Report, March 2008 Math Panel Report Two Major Themes Curricular Content Learning Processes Instructional Practices Georgia Department of Education Kathy Cox, State Superintendent of Schools Two Major Themes First Things First Learning as We Go Along • Positive results can be • In some areas, adequate achieved in a research does not exist. reasonable time at • The community will learn accessible cost by more later on the basis of addressing clearly carefully evaluated important things now practice and research. • A consistent, wise, • We should follow a community-wide effort disciplined model of will be required. continuous improvement. Georgia Department of Education Kathy Cox, State Superintendent of Schools Curricular Content Streamline the Mathematics Curriculum in Grades PreK-8: • Focus on the Critical Foundations for Algebra – Fluency with Whole Numbers – Fluency with Fractions – Particular Aspects of Geometry and Measurement • Follow a Coherent Progression, with Emphasis on Mastery of Key Topics Avoid Any Approach that Continually Revisits Topics without Closure Georgia Department of Education Kathy Cox, State Superintendent of Schools Learning Processes • Scientific Knowledge on Learning and Cognition Needs to be Applied to the classroom to Improve Student Achievement: – To prepare students for Algebra, the curriculum must simultaneously develop conceptual understanding, computational fluency, factual knowledge and problem solving skills.