Measure, Integration & Real Analysis
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Measure-Theoretic Probability I
Measure-Theoretic Probability I Steven P.Lalley Winter 2017 1 1 Measure Theory 1.1 Why Measure Theory? There are two different views – not necessarily exclusive – on what “probability” means: the subjectivist view and the frequentist view. To the subjectivist, probability is a system of laws that should govern a rational person’s behavior in situations where a bet must be placed (not necessarily just in a casino, but in situations where a decision must be made about how to proceed when only imperfect information about the outcome of the decision is available, for instance, should I allow Dr. Scissorhands to replace my arthritic knee by a plastic joint?). To the frequentist, the laws of probability describe the long- run relative frequencies of different events in “experiments” that can be repeated under roughly identical conditions, for instance, rolling a pair of dice. For the frequentist inter- pretation, it is imperative that probability spaces be large enough to allow a description of an experiment, like dice-rolling, that is repeated infinitely many times, and that the mathematical laws should permit easy handling of limits, so that one can make sense of things like “the probability that the long-run fraction of dice rolls where the two dice sum to 7 is 1/6”. But even for the subjectivist, the laws of probability should allow for description of situations where there might be a continuum of possible outcomes, or pos- sible actions to be taken. Once one is reconciled to the need for such flexibility, it soon becomes apparent that measure theory (the theory of countably additive, as opposed to merely finitely additive measures) is the only way to go. -
Complex Measures 1 11
Tutorial 11: Complex Measures 1 11. Complex Measures In the following, (Ω, F) denotes an arbitrary measurable space. Definition 90 Let (an)n≥1 be a sequence of complex numbers. We a say that ( n)n≥1 has the permutation property if and only if, for ∗ ∗ +∞ 1 all bijections σ : N → N ,theseries k=1 aσ(k) converges in C Exercise 1. Let (an)n≥1 be a sequence of complex numbers. 1. Show that if (an)n≥1 has the permutation property, then the same is true of (Re(an))n≥1 and (Im(an))n≥1. +∞ 2. Suppose an ∈ R for all n ≥ 1. Show that if k=1 ak converges: +∞ +∞ +∞ + − |ak| =+∞⇒ ak = ak =+∞ k=1 k=1 k=1 1which excludes ±∞ as limit. www.probability.net Tutorial 11: Complex Measures 2 Exercise 2. Let (an)n≥1 be a sequence in R, such that the series +∞ +∞ k=1 ak converges, and k=1 |ak| =+∞.LetA>0. We define: + − N = {k ≥ 1:ak ≥ 0} ,N = {k ≥ 1:ak < 0} 1. Show that N + and N − are infinite. 2. Let φ+ : N∗ → N + and φ− : N∗ → N − be two bijections. Show the existence of k1 ≥ 1 such that: k1 aφ+(k) ≥ A k=1 3. Show the existence of an increasing sequence (kp)p≥1 such that: kp aφ+(k) ≥ A k=kp−1+1 www.probability.net Tutorial 11: Complex Measures 3 for all p ≥ 1, where k0 =0. 4. Consider the permutation σ : N∗ → N∗ defined informally by: φ− ,φ+ ,...,φ+ k ,φ− ,φ+ k ,...,φ+ k ,.. -
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. -
Set Theory, Including the Axiom of Choice) Plus the Negation of CH
ANNALS OF ~,IATltEMATICAL LOGIC - Volume 2, No. 2 (1970) pp. 143--178 INTERNAL COHEN EXTENSIONS D.A.MARTIN and R.M.SOLOVAY ;Tte RockeJ~'ller University and University (.~t CatiJbrnia. Berkeley Received 2 l)ecemt)er 1969 Introduction Cohen [ !, 2] has shown that tile continuum hypothesis (CH) cannot be proved in Zermelo-Fraenkel set theory. Levy and Solovay [9] have subsequently shown that CH cannot be proved even if one assumes the existence of a measurable cardinal. Their argument in tact shows that no large cardinal axiom of the kind present;y being considered by set theorists can yield a proof of CH (or of its negation, of course). Indeed, many set theorists - including the authors - suspect that C1t is false. But if we reject CH we admit Gurselves to be in a state of ignorance about a great many questions which CH resolves. While CH is a power- full assertion, its negation is in many ways quite weak. Sierpinski [ 1 5 ] deduces propcsitions there called C l - C82 from CH. We know of none of these propositions which is decided by the negation of CH and only one of them (C78) which is decided if one assumes in addition that a measurable cardinal exists. Among the many simple questions easily decided by CH and which cannot be decided in ZF (Zerme!o-Fraenkel set theory, including the axiom of choice) plus the negation of CH are tile following: Is every set of real numbers of cardinality less than tha't of the continuum of Lebesgue measure zero'? Is 2 ~0 < 2 ~ 1 ? Is there a non-trivial measure defined on all sets of real numbers? CIhis third question could be decided in ZF + not CH only in the unlikely event t Tile second author received support from a Sloan Foundation fellowship and tile National Science Foundation Grant (GP-8746). -
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 . -
The Fundamental Theorem of Calculus for Lebesgue Integral
Divulgaciones Matem´aticasVol. 8 No. 1 (2000), pp. 75{85 The Fundamental Theorem of Calculus for Lebesgue Integral El Teorema Fundamental del C´alculo para la Integral de Lebesgue Di´omedesB´arcenas([email protected]) Departamento de Matem´aticas.Facultad de Ciencias. Universidad de los Andes. M´erida.Venezuela. Abstract In this paper we prove the Theorem announced in the title with- out using Vitali's Covering Lemma and have as a consequence of this approach the equivalence of this theorem with that which states that absolutely continuous functions with zero derivative almost everywhere are constant. We also prove that the decomposition of a bounded vari- ation function is unique up to a constant. Key words and phrases: Radon-Nikodym Theorem, Fundamental Theorem of Calculus, Vitali's covering Lemma. Resumen En este art´ıculose demuestra el Teorema Fundamental del C´alculo para la integral de Lebesgue sin usar el Lema del cubrimiento de Vi- tali, obteni´endosecomo consecuencia que dicho teorema es equivalente al que afirma que toda funci´onabsolutamente continua con derivada igual a cero en casi todo punto es constante. Tambi´ense prueba que la descomposici´onde una funci´onde variaci´onacotada es ´unicaa menos de una constante. Palabras y frases clave: Teorema de Radon-Nikodym, Teorema Fun- damental del C´alculo,Lema del cubrimiento de Vitali. Received: 1999/08/18. Revised: 2000/02/24. Accepted: 2000/03/01. MSC (1991): 26A24, 28A15. Supported by C.D.C.H.T-U.L.A under project C-840-97. 76 Di´omedesB´arcenas 1 Introduction The Fundamental Theorem of Calculus for Lebesgue Integral states that: A function f :[a; b] R is absolutely continuous if and only if it is ! 1 differentiable almost everywhere, its derivative f 0 L [a; b] and, for each t [a; b], 2 2 t f(t) = f(a) + f 0(s)ds: Za This theorem is extremely important in Lebesgue integration Theory and several ways of proving it are found in classical Real Analysis. -
Measure and Integration (Under Construction)
Measure and Integration (under construction) Gustav Holzegel∗ April 24, 2017 Abstract These notes accompany the lecture course ”Measure and Integration” at Imperial College London (Autumn 2016). They follow very closely the text “Real-Analysis” by Stein-Shakarchi, in fact most proofs are simple rephrasings of the proofs presented in the aforementioned book. Contents 1 Motivation 3 1.1 Quick review of the Riemann integral . 3 1.2 Drawbacks of the class R, motivation of the Lebesgue theory . 4 1.2.1 Limits of functions . 5 1.2.2 Lengthofcurves ....................... 5 1.2.3 TheFundamentalTheoremofCalculus . 5 1.3 Measures of sets in R ......................... 6 1.4 LiteratureandFurtherReading . 6 2 Measure Theory: Lebesgue Measure in Rd 7 2.1 Preliminaries and Notation . 7 2.2 VolumeofRectanglesandCubes . 7 2.3 Theexteriormeasure......................... 9 2.3.1 Examples ........................... 9 2.3.2 Propertiesoftheexteriormeasure . 10 2.4 Theclassof(Lebesgue)measurablesets . 12 2.4.1 The property of countable additivity . 14 2.4.2 Regularity properties of the Lebesgue measure . 15 2.4.3 Invariance properties of the Lebesgue measure . 16 2.4.4 σ-algebrasandBorelsets . 16 2.5 Constructionofanon-measurableset. 17 2.6 MeasurableFunctions ........................ 19 2.6.1 Some abstract preliminary remarks . 19 2.6.2 Definitions and equivalent formulations of measurability . 19 2.6.3 Properties 1: Behaviour under compositions . 21 2.6.4 Properties 2: Behaviour under limits . 21 2.6.5 Properties3: Behaviourof sums and products . 22 ∗Imperial College London, Department of Mathematics, South Kensington Campus, Lon- don SW7 2AZ, United Kingdom. 1 2.6.6 Thenotionof“almosteverywhere”. 22 2.7 Building blocks of integration theory . -
Ernst Zermelo Heinz-Dieter Ebbinghaus in Cooperation with Volker Peckhaus Ernst Zermelo
Ernst Zermelo Heinz-Dieter Ebbinghaus In Cooperation with Volker Peckhaus Ernst Zermelo An Approach to His Life and Work With 42 Illustrations 123 Heinz-Dieter Ebbinghaus Mathematisches Institut Abteilung für Mathematische Logik Universität Freiburg Eckerstraße 1 79104 Freiburg, Germany E-mail: [email protected] Volker Peckhaus Kulturwissenschaftliche Fakultät Fach Philosophie Universität Paderborn War burger St raße 100 33098 Paderborn, Germany E-mail: [email protected] Library of Congress Control Number: 2007921876 Mathematics Subject Classification (2000): 01A70, 03-03, 03E25, 03E30, 49-03, 76-03, 82-03, 91-03 ISBN 978-3-540-49551-2 Springer Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broad- casting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable for prosecution under the German Copyright Law. Springer is a part of Springer Science+Business Media springer.com © Springer-Verlag Berlin Heidelberg 2007 The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant pro- tective laws and regulations and therefore free for general use. Typesetting by the author using a Springer TEX macro package Production: LE-TEX Jelonek, Schmidt & Vöckler GbR, Leipzig Cover design: WMXDesign GmbH, Heidelberg Printed on acid-free paper 46/3100/YL - 5 4 3 2 1 0 To the memory of Gertrud Zermelo (1902–2003) Preface Ernst Zermelo is best-known for the explicit statement of the axiom of choice and his axiomatization of set theory. -
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. -
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. -
Dirichlet Is Natural Vincent Danos, Ilias Garnier
Dirichlet is Natural Vincent Danos, Ilias Garnier To cite this version: Vincent Danos, Ilias Garnier. Dirichlet is Natural. MFPS 31 - Mathematical Foundations of Program- ming Semantics XXXI, Jun 2015, Nijmegen, Netherlands. pp.137-164, 10.1016/j.entcs.2015.12.010. hal-01256903 HAL Id: hal-01256903 https://hal.archives-ouvertes.fr/hal-01256903 Submitted on 15 Jan 2016 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. MFPS 2015 Dirichlet is natural Vincent Danos1 D´epartement d'Informatique Ecole normale sup´erieure Paris, France Ilias Garnier2 School of Informatics University of Edinburgh Edinburgh, United Kingdom Abstract Giry and Lawvere's categorical treatment of probabilities, based on the probabilistic monad G, offer an elegant and hitherto unexploited treatment of higher-order probabilities. The goal of this paper is to follow this formulation to reconstruct a family of higher-order probabilities known as the Dirichlet process. This family is widely used in non-parametric Bayesian learning. Given a Polish space X, we build a family of higher-order probabilities in G(G(X)) indexed by M ∗(X) the set of non-zero finite measures over X. The construction relies on two ingredients. -
Simply-Riemann-1588263529. Print
Simply Riemann Simply Riemann JEREMY GRAY SIMPLY CHARLY NEW YORK Copyright © 2020 by Jeremy Gray Cover Illustration by José Ramos Cover Design by Scarlett Rugers All rights reserved. No part of this publication may be reproduced, distributed, or transmitted in any form or by any means, including photocopying, recording, or other electronic or mechanical methods, without the prior written permission of the publisher, except in the case of brief quotations embodied in critical reviews and certain other noncommercial uses permitted by copyright law. For permission requests, write to the publisher at the address below. [email protected] ISBN: 978-1-943657-21-6 Brought to you by http://simplycharly.com Contents Praise for Simply Riemann vii Other Great Lives x Series Editor's Foreword xi Preface xii Introduction 1 1. Riemann's life and times 7 2. Geometry 41 3. Complex functions 64 4. Primes and the zeta function 87 5. Minimal surfaces 97 6. Real functions 108 7. And another thing . 124 8. Riemann's Legacy 126 References 143 Suggested Reading 150 About the Author 152 A Word from the Publisher 153 Praise for Simply Riemann “Jeremy Gray is one of the world’s leading historians of mathematics, and an accomplished author of popular science. In Simply Riemann he combines both talents to give us clear and accessible insights into the astonishing discoveries of Bernhard Riemann—a brilliant but enigmatic mathematician who laid the foundations for several major areas of today’s mathematics, and for Albert Einstein’s General Theory of Relativity.Readable, organized—and simple. Highly recommended.” —Ian Stewart, Emeritus Professor of Mathematics at Warwick University and author of Significant Figures “Very few mathematicians have exercised an influence on the later development of their science comparable to Riemann’s whose work reshaped whole fields and created new ones.