Finitely-additive, countably-additive and internal probability measures

Haosui Duanmu; William Weiss

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CONTENTSIntroduction............................................................................................................................................................................ 51. Notation and preliminaries............................................................................................................................................ 52. Statement of the problem..................................................................................................................................................

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A. Luczak (1987)

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Why $λ$ -additive (fuzzy) measures?

Ion Chiţescu (2015)

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The paper is concerned with generalized (i. e. monotone and possibly non-additive) measures. A discussion concerning the classification of these measures, according to the type and amount of non-additivity, is done. It is proved that $λ$ -additive measures appear naturally as solutions of functional equations generated by the idea of (possible) non additivity.

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We show that if μ₁, ..., μₘ are log-concave subgaussian or supergaussian probability measures in $ℝ^{n_{i}}$ , i ≤ m, then for every F in the Grassmannian $G_{N, n}$ , where N = n₁ + ⋯ + nₘ and n< N, the isotropic constant of the marginal of the product of these measures, $π_{F} (μ ₁ \otimes \dots \otimes μ ₘ)$ , is bounded. This extends known results on bounds of the isotropic constant to a larger class of measures.

On inhomogeneous self-similar measures and their $L^{q}$ spectra

Przemysław Liszka (2013)

Annales Polonici Mathematici

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Let $S_{i} : ℝ^{d} \to ℝ^{d}$ for i = 1,..., N be contracting similarities, let $(p ₁, . . ., p_{N}, p)$ be a probability vector and let ν be a probability measure on $ℝ^{d}$ with compact support. It is well known that there exists a unique inhomogeneous self-similar probability measure μ on $ℝ^{d}$ such that $μ = \sum_{i = 1}^{N} p_{i} μ \circ S_{i}^{- 1} + p ν$ . We give satisfactory estimates for the lower and upper bounds of the $L^{q}$ spectra of inhomogeneous self-similar measures. The case in which there are a countable number of contracting similarities and probabilities is considered. In particular,...

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Pola Siwek (2008)

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We study properties of the space ℳ of Borel vector measures on a compact metric space X, taking values in a Banach space E. The space ℳ is equipped with the Fortet-Mourier norm ${| | \cdot | |}_{ℱ}$ and the semivariation norm ||·||(X). The integral introduced by K. Baron and A. Lasota plays the most important role in the paper. Investigating its properties one can prove that in most cases the space $(ℳ, | | \cdot | |_{ℱ}) *$ is contained in but not equal to the space (ℳ,||·||(X))*. We obtain a representation of the continuous functionals...

A characterization of partition polynomials and good Bernoulli trial measures in many symbols

Andrew Yingst (2014)

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Consider an experiment with d+1 possible outcomes, d of which occur with probabilities $x ₁, . . ., x_{d}$ . If we consider a large number of independent occurrences of this experiment, the probability of any event in the resulting space is a polynomial in $x ₁, . . ., x_{d}$ . We characterize those polynomials which arise as the probability of such an event. We use this to characterize those x⃗ for which the measure resulting from an infinite sequence of such trials is good in the sense of Akin.

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New concepts of Lebesgue measure on $ℝ^{\infty}$ are proposed and some of their realizations in the ZFC theory are given. Also, it is shown that Baker’s both measures [1], [2], Mankiewicz and Preiss-Tišer generators [6] and the measure of [4] are not α-standard Lebesgue measures on $ℝ^{\infty}$ for α = (1,1,...).

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We develop a theory of sharp measure zero sets that parallels Borel’s strong measure zero, and prove a theorem analogous to Galvin–Mycielski–Solovay theorem, namely that a set of reals has sharp measure zero if and only if it is meager-additive. Some consequences: A subset of $2^{ω}$ is meager-additive if and only if it is $ℰ$ -additive; if $f : 2^{ω} \to 2^{ω}$ is continuous and $X$ is meager-additive, then so is $f (X)$ .

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The main result of the paper is that for a circular element c in a C*-probability space, $(c ⁿ, c^{n *})$ is an R-diagonal pair in the sense of Nica and Speicher for every n = 1,2,... The coefficients of the R-series are found to be the generalized Catalan numbers of parameter n-1.

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Philippe Clément, Wolfgang Desch (2008)

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Let $(X, d_{X})$ , $(Ω, d_{Ω})$ be complete separable metric spaces. Denote by (X) the space of probability measures on X, by $W_{p}$ the p-Wasserstein metric with some p ∈ [1,∞), and by $_{p} (X)$ the space of probability measures on X with finite Wasserstein distance from any point measure. Let $f : Ω \to_{p} (X)$ , $ω \mapsto f_{ω}$ , be a Borel map such that f is a contraction from $(Ω, d_{Ω})$ into $(_{p} (X), W_{p})$ . Let ν₁,ν₂ be probability measures on Ω with $W_{p} (ν ₁, ν ₂)$ finite. On X we consider the subordinated measures $μ_{i} = \int_{Ω} f_{ω} d ν_{i} (ω)$ . Then $W_{p} (μ ₁, μ ₂) \leq W_{p} (ν ₁, ν ₂)$ . As an application we show that the solution measures $ϱ_{α} (t)$ ...

On the duality between $p$ -modulus and probability measures

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Motivated by recent developments on calculus in metric measure spaces $(X, d, m)$ , we prove a general duality principle between Fuglede’s notion [15] of $p$ -modulus for families of finite Borel measures in $(X, d)$ and probability measures with barycenter in $L^{q} (X, m)$ , with $q$ dual exponent of $p \in (1, \infty)$ . We apply this general duality principle to study null sets for families of parametric and non-parametric curves in $X$ . In the final part of the paper we provide a new proof, independent of optimal transportation, of the...

Simple fractions and linear decomposition of some convolutions of measures

Jolanta K. Misiewicz, Roger Cooke (2001)

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Every characteristic function φ can be written in the following way: φ(ξ) = 1/(h(ξ) + 1), where h(ξ) = ⎧ 1/φ(ξ) - 1 if φ(ξ) ≠ 0 ⎨ ⎩ ∞ if φ(ξ) = 0 This simple remark implies that every characteristic function can be treated as a simple fraction of the function h(ξ). In the paper, we consider a class C(φ) of all characteristic functions of the form $φ_{a} (ξ) = [a / (h (ξ) + a)]$ , where φ(ξ) is a fixed characteristic function. Using the well known theorem on simple fraction decomposition of rational functions we obtain...

A convolution property of some measures with self-similar fractal support

Denise Szecsei (2007)

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We define a class of measures having the following properties: (1) the measures are supported on self-similar fractal subsets of the unit cube $I^{M} = {[0, 1)}^{M}$ , with 0 and 1 identified as necessary; (2) the measures are singular with respect to normalized Lebesgue measure m on $I^{M}$ ; (3) the measures have the convolution property that $μ * L^{p} \subseteq L^{p + ε}$ for some ε = ε(p) > 0 and all p ∈ (1,∞). We will show that if (1/p,1/q) lies in the triangle with vertices (0,0), (1,1) and (1/2,1/3), then $μ * L^{p} \subseteq L^{q}$ for any measure μ in our...

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AbstractThe paper deals with function-valued and numerical measures of absolute and directed divergence of one probability measure from another. In case of absolute divergence, some new results are added to the known ones to form a unified structure. In case of directed divergence, new concepts are introduced and investigated. It is shown that the notions of absolute and directed divergences complement each other and provide a good insight into the extent and the type of discrepancy...

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Given a separable metric locally compact space $\Omega$ , and a positive finite non-atomic measure $\lambda$ on $\Omega$ , we study the integral representation on the space of measures with bounded variation $\Omega$ of the lower semicontinuous envelope of the functional $F(u)=\int_{\Omega}f(x,u)d\lambda\qquad u\in L^{1}(\Omega,\lambda,\mathbb{R}^{n})$ with respect to the weak convergence of measures.

Self-affine measures that are $L^{p}$ -improving

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A measure is called $L^{p}$ -improving if it acts by convolution as a bounded operator from $L^{q}$ to L² for some q < 2. Interesting examples include Riesz product measures, Cantor measures and certain measures on curves. We show that equicontractive, self-similar measures are $L^{p}$ -improving if and only if they satisfy a suitable linear independence property. Certain self-affine measures are also seen to be $L^{p}$ -improving.

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Denseness and Borel complexity of some sets of vector measures

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Let ν be a positive measure on a σ-algebra Σ of subsets of some set and let X be a Banach space. Denote by ca(Σ,X) the Banach space of X-valued measures on Σ, equipped with the uniform norm, and by ca(Σ,ν,X) its closed subspace consisting of those measures which vanish at every ν-null set. We are concerned with the subsets $_{ν} (X)$ and $_{ν} (X)$ of ca(Σ,X) defined by the conditions |φ| = ν and |φ| ≥ ν, respectively, where |φ| stands for the variation of φ ∈ ca(Σ,X). We establish necessary and sufficient...

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Suppose that $μ$ is an absolutely continuous probability measure on $^{R}$ n, for large $n$ . Then $μ$ has low-dimensional marginals that are approximately spherically-symmetric. More precisely, if $n \geq {(C / ε)}^{C d}$ , then there exist $d$ -dimensional marginals of $μ$ that are $ε$ -far from being sphericallysymmetric, in an appropriate sense. Here $C > 0$ is a universal constant.

$L^{p}$ -improving properties of measures of positive energy dimension

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A measure is called $L^{p}$ -improving if it acts by convolution as a bounded operator from $L^{p}$ to $L^{q}$ for some q > p. Positive measures which are $L^{p}$ -improving are known to have positive Hausdorff dimension. We extend this result to complex $L^{p}$ -improving measures and show that even their energy dimension is positive. Measures of positive energy dimension are seen to be the Lipschitz measures and are characterized in terms of their improving behaviour on a subset of $L^{p}$ -functions.

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Qi-Rong Deng, Xing-Gang He, Ka-Sing Lau (2008)

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Let A be a d × d integral expanding matrix and let $S_{j} (x) = A^{- 1} (x + d_{j})$ for some $d_{j} \in ℤ^{d}$ , j = 1,...,m. The iterated function system (IFS) ${S_{j}}_{j = 1}^{m}$ generates self-affine measures and scale functions. In general this IFS has overlaps, and it is well known that in many special cases the analysis of such measures or functions is facilitated by expressing them in vector-valued forms with respect to another IFS that satisfies the open set condition. In this paper we prove a general theorem on such representation. The proof...

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We improve and subsume the conditions of Johansson and Öberg and Berbee for uniqueness of a $g$ -measure, i.e., a stationary distribution for chains with complete connections. In addition, we prove that these unique $g$ -measures have Bernoulli natural extensions. We also conclude that we have convergence in the Wasserstein metric of the iterates of the adjoint transfer operator to the $g$ -measure.

Operator semistable probability measures on $R^{N}$

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Level by level equivalence and the number of normal measures over $P_{κ} (λ)$

Arthur W. Apter (2007)

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We construct two models for the level by level equivalence between strong compactness and supercompactness in which if κ is λ supercompact and λ ≥ κ is regular, we are able to determine exactly the number of normal measures $P_{κ} (λ)$ carries. In the first of these models, $P_{κ} (λ)$ carries $2^{2^{{[λ]}^{< κ}}}$ many normal measures, the maximal number. In the second of these models, $P_{κ} (λ)$ carries $2^{2^{{[λ]}^{< κ}}}$ many normal measures, except if κ is a measurable cardinal which is not a limit of measurable cardinals. In this case, κ (and...

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E. Serrano, C. Piñeiro, J. M. Delgado (2007)

Studia Mathematica

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Let X and Y be Banach spaces. A subset M of (X,Y) (the vector space of all compact operators from X into Y endowed with the operator norm) is said to be equicompact if every bounded sequence (xₙ) in X has a subsequence $(x_{k (n)}) ₙ$ such that $(T x_{k (n)}) ₙ$ is uniformly convergent for T ∈ M. We study the relationship between this concept and the notion of uniformly completely continuous set and give some applications. Among other results, we obtain a generalization of the classical Ascoli theorem and a compactness...