The existence of conditional expectation, $(mathscrS,Sigma,mu) $ $sigma$-finite spaceRadon–Nikodym derivative and “normal” derivativeUniqueness of product measure (non $sigma$-finite case)Radon–Nikodym theorem: special caseThe existence of conditional expectation with respect to a sub-$sigma$-algebraProperties of the Kernel from the measurable space $(X,mathscrA)$ to $(Y,mathscrB)$$mu$ is a $sigma-$finite measure on and $E_n$ measurable sets. When $nu(E)=sum mu(Ecap E_n)$, is $nu$ is $sigma$-finite?Weakening the “positive $mu$” condition in Radon-Nikodym theoremRadon-Nikodym Theorem for (positive) measures, chain ruleDoes Radon-Nikodym imply Riesz Representation Theorem?(Hint Needed) Real-Analysis Exam
How can I prevent hyper evolved versions of regular creatures from wiping out their cousins?
How can I fix/modify my tub/shower combo so the water comes out of the showerhead?
Why "Having chlorophyll without photosynthesis is actually very dangerous" and "like living with a bomb"?
What mechanic is there to disable a threat instead of killing it?
Why doesn't H₄O²⁺ exist?
Memorizing the Keyboard
What is the most common color to indicate the input-field is disabled?
Why is consensus so controversial in Britain?
Facing a paradox: Earnshaw's theorem in one dimension
How could indestructible materials be used in power generation?
Should I tell management that I intend to leave due to bad software development practices?
90's TV series where a boy goes to another dimension through portal near power lines
SSH "lag" in LAN on some machines, mixed distros
How can saying a song's name be a copyright violation?
Why is Collection not simply treated as Collection<?>
A reference to a well-known characterization of scattered compact spaces
Has there ever been an airliner design involving reducing generator load by installing solar panels?
Why does Arabsat 6A need a Falcon Heavy to launch
Intersection of two sorted vectors in C++
Twin primes whose sum is a cube
Where does SFDX store details about scratch orgs?
Can one be a co-translator of a book, if he does not know the language that the book is translated into?
Theorems that impeded progress
Western buddy movie with a supernatural twist where a woman turns into an eagle at the end
The existence of conditional expectation, $(mathscrS,Sigma,mu) $ $sigma$-finite space
Radon–Nikodym derivative and “normal” derivativeUniqueness of product measure (non $sigma$-finite case)Radon–Nikodym theorem: special caseThe existence of conditional expectation with respect to a sub-$sigma$-algebraProperties of the Kernel from the measurable space $(X,mathscrA)$ to $(Y,mathscrB)$$mu$ is a $sigma-$finite measure on and $E_n$ measurable sets. When $nu(E)=sum mu(Ecap E_n)$, is $nu$ is $sigma$-finite?Weakening the “positive $mu$” condition in Radon-Nikodym theoremRadon-Nikodym Theorem for (positive) measures, chain ruleDoes Radon-Nikodym imply Riesz Representation Theorem?(Hint Needed) Real-Analysis Exam
$begingroup$
Let $(mathscrS,Sigma,mu)$ be a $sigma$-finite measure space, and let $f$ be $Sigma$-measurable and integrable over $mathscrS$. Let $Sigma_0$ be a $sigma$-algrbra satisfying $Sigma_0subseteq Sigma$. Show that there is a unique function $f_0$ which is $Sigma_0$-measurable such that $int fgdmu=int f_0gdmu$ for every $Sigma$-measurable $g$ for which the integrals are finite.
i
My attempt:
Define $phi(A)=int_A fdmu$ for $Ain Sigma_0$. Since $f$ is integrable, then $phi$ is a set function. So applying Radon-Nikodym theorem, there is unique $f_0$ $Sigma_0$- measurable such that $phi(A)=int_A f_0dmu$ for $Ain Sigma_0$.
Hence, $int_A fdmu=int_A f_0dmu$ for $Ain Sigma_0$.
Next, consider $g=mathcalX_E$ for $EinSigma_0$ is true. And simple function. For the nonnegative function use monotone convergence theorem. For general $g$ consider $g^+-g^-$.
Is it correct my approach?
real-analysis analysis
$endgroup$
add a comment |
$begingroup$
Let $(mathscrS,Sigma,mu)$ be a $sigma$-finite measure space, and let $f$ be $Sigma$-measurable and integrable over $mathscrS$. Let $Sigma_0$ be a $sigma$-algrbra satisfying $Sigma_0subseteq Sigma$. Show that there is a unique function $f_0$ which is $Sigma_0$-measurable such that $int fgdmu=int f_0gdmu$ for every $Sigma$-measurable $g$ for which the integrals are finite.
i
My attempt:
Define $phi(A)=int_A fdmu$ for $Ain Sigma_0$. Since $f$ is integrable, then $phi$ is a set function. So applying Radon-Nikodym theorem, there is unique $f_0$ $Sigma_0$- measurable such that $phi(A)=int_A f_0dmu$ for $Ain Sigma_0$.
Hence, $int_A fdmu=int_A f_0dmu$ for $Ain Sigma_0$.
Next, consider $g=mathcalX_E$ for $EinSigma_0$ is true. And simple function. For the nonnegative function use monotone convergence theorem. For general $g$ consider $g^+-g^-$.
Is it correct my approach?
real-analysis analysis
$endgroup$
$begingroup$
Shouldn't it be every $Sigma_0$-measurable $g$?
$endgroup$
– forgottenarrow
Mar 29 at 4:44
$begingroup$
I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
$endgroup$
– forgottenarrow
Mar 29 at 4:49
add a comment |
$begingroup$
Let $(mathscrS,Sigma,mu)$ be a $sigma$-finite measure space, and let $f$ be $Sigma$-measurable and integrable over $mathscrS$. Let $Sigma_0$ be a $sigma$-algrbra satisfying $Sigma_0subseteq Sigma$. Show that there is a unique function $f_0$ which is $Sigma_0$-measurable such that $int fgdmu=int f_0gdmu$ for every $Sigma$-measurable $g$ for which the integrals are finite.
i
My attempt:
Define $phi(A)=int_A fdmu$ for $Ain Sigma_0$. Since $f$ is integrable, then $phi$ is a set function. So applying Radon-Nikodym theorem, there is unique $f_0$ $Sigma_0$- measurable such that $phi(A)=int_A f_0dmu$ for $Ain Sigma_0$.
Hence, $int_A fdmu=int_A f_0dmu$ for $Ain Sigma_0$.
Next, consider $g=mathcalX_E$ for $EinSigma_0$ is true. And simple function. For the nonnegative function use monotone convergence theorem. For general $g$ consider $g^+-g^-$.
Is it correct my approach?
real-analysis analysis
$endgroup$
Let $(mathscrS,Sigma,mu)$ be a $sigma$-finite measure space, and let $f$ be $Sigma$-measurable and integrable over $mathscrS$. Let $Sigma_0$ be a $sigma$-algrbra satisfying $Sigma_0subseteq Sigma$. Show that there is a unique function $f_0$ which is $Sigma_0$-measurable such that $int fgdmu=int f_0gdmu$ for every $Sigma$-measurable $g$ for which the integrals are finite.
i
My attempt:
Define $phi(A)=int_A fdmu$ for $Ain Sigma_0$. Since $f$ is integrable, then $phi$ is a set function. So applying Radon-Nikodym theorem, there is unique $f_0$ $Sigma_0$- measurable such that $phi(A)=int_A f_0dmu$ for $Ain Sigma_0$.
Hence, $int_A fdmu=int_A f_0dmu$ for $Ain Sigma_0$.
Next, consider $g=mathcalX_E$ for $EinSigma_0$ is true. And simple function. For the nonnegative function use monotone convergence theorem. For general $g$ consider $g^+-g^-$.
Is it correct my approach?
real-analysis analysis
real-analysis analysis
edited Mar 29 at 3:13
Zoe
asked Mar 29 at 3:02
ZoeZoe
134
134
$begingroup$
Shouldn't it be every $Sigma_0$-measurable $g$?
$endgroup$
– forgottenarrow
Mar 29 at 4:44
$begingroup$
I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
$endgroup$
– forgottenarrow
Mar 29 at 4:49
add a comment |
$begingroup$
Shouldn't it be every $Sigma_0$-measurable $g$?
$endgroup$
– forgottenarrow
Mar 29 at 4:44
$begingroup$
I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
$endgroup$
– forgottenarrow
Mar 29 at 4:49
$begingroup$
Shouldn't it be every $Sigma_0$-measurable $g$?
$endgroup$
– forgottenarrow
Mar 29 at 4:44
$begingroup$
Shouldn't it be every $Sigma_0$-measurable $g$?
$endgroup$
– forgottenarrow
Mar 29 at 4:44
$begingroup$
I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
$endgroup$
– forgottenarrow
Mar 29 at 4:49
$begingroup$
I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
$endgroup$
– forgottenarrow
Mar 29 at 4:49
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function ()
return StackExchange.using("mathjaxEditing", function ()
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
);
);
, "mathjax-editing");
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "69"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3166690%2fthe-existence-of-conditional-expectation-mathscrs-sigma-mu-sigma-f%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3166690%2fthe-existence-of-conditional-expectation-mathscrs-sigma-mu-sigma-f%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
$begingroup$
Shouldn't it be every $Sigma_0$-measurable $g$?
$endgroup$
– forgottenarrow
Mar 29 at 4:44
$begingroup$
I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
$endgroup$
– forgottenarrow
Mar 29 at 4:49