Kurzweil’s PU integral as the Lebesgue integral
For a merely continuous partition of unity the PU integral is the Lebesgue integral.
For a merely continuous partition of unity the PU integral is the Lebesgue integral.
We consider processes Xₜ with values in and “time” index t in a subset A of the unit cube. A natural condition of boundedness of increments is assumed. We give a full characterization of the domains A for which all such processes are a.e. continuous. We use the notion of Talagrand’s majorizing measure as well as geometrical Paszkiewicz-type characteristics of the set A. A majorizing measure is constructed.
Assume ||·|| is a norm on ℝⁿ and ||·||⁎ its dual. Consider the closed ball , r > 0. Suppose φ is an Orlicz function and ψ its conjugate. We prove that for arbitrary A,B > 0 and for each Lipschitz function f on T, , where |·| is the Lebesgue measure on ℝⁿ. This is a strengthening of the Sobolev inequality obtained by M. Talagrand. We use this inequality to state, for a given concave, strictly increasing function η: ℝ₊ → ℝ with η(0) = 0, a necessary and sufficient condition on φ so that each...
An integral representation theorem is proved. Each continuous function from a totally disconnected compact space to the probability measures on a complete metric space is shown to be the resolvent of a probability measure on the space of continuous functions from to .
Let be a Polish ideal space and let be any set. We show that under some conditions on a relation it is possible to find a set such that is completely -nonmeasurable, i.e, it is -nonmeasurable in every positive Borel set. We also obtain such a set simultaneously for continuum many relations Our results generalize those from the papers of K. Ciesielski, H. Fejzić, C. Freiling and M. Kysiak.
We show that the main result of [1] on sufficiency of existence of a majorizing measure for boundedness of a stochastic process can be naturally split in two theorems, each of independent interest. The first is that the existence of a majorizing measure is sufficient for the existence of a sequence of admissible nets (as recently introduced by Talagrand [5]), and the second that the existence of a sequence of admissible nets is sufficient for sample boundedness of a stochastic process with bounded...
We discuss the representability almost everywhere (a.e.) in of an irreducible algebraic function as the Cauchy transform of a signed measure supported on a finite number of compact semi-analytic curves and a finite number of isolated points. This brings us to the study of trajectories of the particular family of quadratic differentials . More precisely, we give a necessary and sufficient condition on the complex numbers and for these quadratic differentials to have finite critical trajectories....
After a short discussion of the first application of measure theoretic tools to economics we show that it is consistent relative to the usual axioms of set theory that there exists no nonatomic probability space of power less than the continuum. This together with other results shows that Aumann's continuum-of-agents methodology provides a sound framework at least for the cooperative theory. There are, however, other problems in economics where, without further assumptions, the continuum may be...