Related papers: Notes on Measure and Integration
This paper introduces Martingales by covering introductory measure theory concepts and the Lebesgue Integration and Conditional Expectation. It follows up with proofs of Kolomorgov's Theorem on conditional expectations, the Martingale…
We introduce a distance in the space of fully-supported probability measures on one-dimensional symbolic spaces. We compare this distance to the $\bar{d}$-distance and we prove that in general they are not comparable. Our projective…
We describe a construction process of a relevant measure in any non-empty compact metric space. This probability measure has invariance properties with respect to isometric maps defined on open sets. These properties imply that this measure…
Divergences are quantities that measure discrepancy between two probability distributions and play an important role in various fields such as statistics and machine learning. Divergences are non-negative and are equal to zero if and only…
Let P -> M be a principal G-bundle. Using techniques from the loop representation of gauge theory, we construct well-defined substitutes for ``Lebesgue measure'' on the space A of connections on P and for ``Haar measure'' on the group Ga of…
The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for…
We show how to provide a structure of probability space to the set of execution traces on a non-confluent abstract rewrite system, by defining a variant of a Lebesgue measure on the space of traces. Then, we show how to use this probability…
Given a probability measure with density, Fermat distances and density-driven metrics are conformal transformations of the Euclidean metric that shrink distances in high density areas and enlarge distances in low density areas. Although…
We formulate a simple characterization of homogeneous Young measures associated with measurable functions. It is based on the notion of the quasi-Young measure introduced in the previous article published in this Journal. First, homogeneous…
We prove a generalization of van der Corput's difference theorem for sequences of vectors in a Hilbert space. This generalization is obtained by establishing a connection between sequences of vectors in the first Hilbert space with a vector…
The current status concerning Hardy-type inequalities with sharp constants is presented and described in a unified convexity way. In particular, it is then natural to replace the Lebesgue measure $dx$ with the Haar measure $dx/x.$ There are…
These informal notes deal with some basic properties of metric spaces, especially concerning lengths of curves.
The evoluted set is the set of configurations reached from an initial set via a fixed flow for all times in a fixed interval. We find conditions on the initial set and on the flow ensuring that the evoluted set has negligible boundary (i.e.…
$L\sp{p}$ space is a crucial aspect of classical measure theory. For nonadditive measure, it is known that $L\sp{p}$ space theory holds for the Choquet integral whenever the monotone measure $\mu$ is submodular and continuous from below.…
We study Lebesgue integration of sums of products of globally subanalytic functions and their logarithms, called constructible functions. Our first theorem states that the class of constructible functions is stable under integration. The…
In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…
The class of Banach spaces $(L^{q},L^{p}) ^{\alpha}(X,d,\mu)$, $1\leq q\leq \alpha \leq p\leq \infty ,$ introduced in \cite{F1} in connection with the study of the continuity of the fractional maximal operator of Hardy-Littlewood and of the…
An extension of the ambient metric construction of Fefferman-Graham to infinite order in even dimensions is described. The main ingredients are the introduction of "inhomogeneous ambient metrics" with asymptotic expansions involving the…
We present a replacement for traditional Riemann integrals in undergraduate calculus, which supplements naive precalculus and at the same time opens a way to more sophisticated theories such as Lebesgue integration.
Many practical studies rely on hypothesis testing procedures applied to data sets with missing information. An important part of the analysis is to determine the impact of the missing data on the performance of the test, and this can be…