Calculate product measure of off-diagonal set
$begingroup$
Let
$(E,mathcal E)$ be a measurable space
$mu_i$ be a probability measure on $(E,mathcal E)$
$lambda:=mu_1+mu_2$ and $$f_i:=frac{{rm d}mu_i}{{rm d}lambda}$$
$Q$ denote the measure with density $min(f_1,f_2)$ with respect to $lambda$ and $$nu_i:=mu_i-Q$$
Let $Delta:=left{(x,x):xin Eright}$. How can we show that $(v_1otimesnu_2)(Delta^c)=nu_1(E)nu_2(E)$?
For simplicity, let $B:=Delta^c=left{(x,y)in E^2:xne yright}$ and $$B_y:=left{xin E:(x,y)in Bright}=Esetminusleft{yright};;;text{for }yin E.$$ We should have $$(nu_1otimesnu_2)(B)=intnu_1(B_y)nu_2({rm d}y)=(nu_1(E)-nu_1(left{yright}))nu_2(E)tag1.$$ So, the conclusion would follow if $nu_1(left{yright})=0$. But why should that be the case?
real-analysis measure-theory product-measure
$endgroup$
add a comment |
$begingroup$
Let
$(E,mathcal E)$ be a measurable space
$mu_i$ be a probability measure on $(E,mathcal E)$
$lambda:=mu_1+mu_2$ and $$f_i:=frac{{rm d}mu_i}{{rm d}lambda}$$
$Q$ denote the measure with density $min(f_1,f_2)$ with respect to $lambda$ and $$nu_i:=mu_i-Q$$
Let $Delta:=left{(x,x):xin Eright}$. How can we show that $(v_1otimesnu_2)(Delta^c)=nu_1(E)nu_2(E)$?
For simplicity, let $B:=Delta^c=left{(x,y)in E^2:xne yright}$ and $$B_y:=left{xin E:(x,y)in Bright}=Esetminusleft{yright};;;text{for }yin E.$$ We should have $$(nu_1otimesnu_2)(B)=intnu_1(B_y)nu_2({rm d}y)=(nu_1(E)-nu_1(left{yright}))nu_2(E)tag1.$$ So, the conclusion would follow if $nu_1(left{yright})=0$. But why should that be the case?
real-analysis measure-theory product-measure
$endgroup$
add a comment |
$begingroup$
Let
$(E,mathcal E)$ be a measurable space
$mu_i$ be a probability measure on $(E,mathcal E)$
$lambda:=mu_1+mu_2$ and $$f_i:=frac{{rm d}mu_i}{{rm d}lambda}$$
$Q$ denote the measure with density $min(f_1,f_2)$ with respect to $lambda$ and $$nu_i:=mu_i-Q$$
Let $Delta:=left{(x,x):xin Eright}$. How can we show that $(v_1otimesnu_2)(Delta^c)=nu_1(E)nu_2(E)$?
For simplicity, let $B:=Delta^c=left{(x,y)in E^2:xne yright}$ and $$B_y:=left{xin E:(x,y)in Bright}=Esetminusleft{yright};;;text{for }yin E.$$ We should have $$(nu_1otimesnu_2)(B)=intnu_1(B_y)nu_2({rm d}y)=(nu_1(E)-nu_1(left{yright}))nu_2(E)tag1.$$ So, the conclusion would follow if $nu_1(left{yright})=0$. But why should that be the case?
real-analysis measure-theory product-measure
$endgroup$
Let
$(E,mathcal E)$ be a measurable space
$mu_i$ be a probability measure on $(E,mathcal E)$
$lambda:=mu_1+mu_2$ and $$f_i:=frac{{rm d}mu_i}{{rm d}lambda}$$
$Q$ denote the measure with density $min(f_1,f_2)$ with respect to $lambda$ and $$nu_i:=mu_i-Q$$
Let $Delta:=left{(x,x):xin Eright}$. How can we show that $(v_1otimesnu_2)(Delta^c)=nu_1(E)nu_2(E)$?
For simplicity, let $B:=Delta^c=left{(x,y)in E^2:xne yright}$ and $$B_y:=left{xin E:(x,y)in Bright}=Esetminusleft{yright};;;text{for }yin E.$$ We should have $$(nu_1otimesnu_2)(B)=intnu_1(B_y)nu_2({rm d}y)=(nu_1(E)-nu_1(left{yright}))nu_2(E)tag1.$$ So, the conclusion would follow if $nu_1(left{yright})=0$. But why should that be the case?
real-analysis measure-theory product-measure
real-analysis measure-theory product-measure
asked Jan 2 at 12:07
0xbadf00d0xbadf00d
1,96841532
1,96841532
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1 Answer
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$begingroup$
Let us write $f_1wedge f_2$ for $min{f_1,f_2}$. What we are required to prove is that $ (nu_1 otimes nu_2)(Delta)=0$. You can write the left side as $int int_{{x}} (f_2- (f_2wedge f_1) (y))dlambda(y) [f_1(x)- (f_2(x)wedge f_1(x))]dlambda (x)=0$. Note that if $f_2(x)- (f_2(x)wedge f_1(x))>0$ then $f_2(x) >f_1(x)$ and hence $(f_1- (f_2wedge f_1) (x))=0$. This makes the double integral $0$.
$endgroup$
$begingroup$
So, your argument is that the left-hand side is $$intleft(f_1(x)-(f_1wedge f_2)(x)right)left(f_2(x)-(f_1wedge f_2)(x)right)lambdaleft(left{xright}right)lambdaleft({rm d}xright)$$ and then conclude by your note, right?
$endgroup$
– 0xbadf00d
Jan 2 at 19:03
$begingroup$
Yes, that is right.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 0:31
add a comment |
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1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
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active
oldest
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$begingroup$
Let us write $f_1wedge f_2$ for $min{f_1,f_2}$. What we are required to prove is that $ (nu_1 otimes nu_2)(Delta)=0$. You can write the left side as $int int_{{x}} (f_2- (f_2wedge f_1) (y))dlambda(y) [f_1(x)- (f_2(x)wedge f_1(x))]dlambda (x)=0$. Note that if $f_2(x)- (f_2(x)wedge f_1(x))>0$ then $f_2(x) >f_1(x)$ and hence $(f_1- (f_2wedge f_1) (x))=0$. This makes the double integral $0$.
$endgroup$
$begingroup$
So, your argument is that the left-hand side is $$intleft(f_1(x)-(f_1wedge f_2)(x)right)left(f_2(x)-(f_1wedge f_2)(x)right)lambdaleft(left{xright}right)lambdaleft({rm d}xright)$$ and then conclude by your note, right?
$endgroup$
– 0xbadf00d
Jan 2 at 19:03
$begingroup$
Yes, that is right.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 0:31
add a comment |
$begingroup$
Let us write $f_1wedge f_2$ for $min{f_1,f_2}$. What we are required to prove is that $ (nu_1 otimes nu_2)(Delta)=0$. You can write the left side as $int int_{{x}} (f_2- (f_2wedge f_1) (y))dlambda(y) [f_1(x)- (f_2(x)wedge f_1(x))]dlambda (x)=0$. Note that if $f_2(x)- (f_2(x)wedge f_1(x))>0$ then $f_2(x) >f_1(x)$ and hence $(f_1- (f_2wedge f_1) (x))=0$. This makes the double integral $0$.
$endgroup$
$begingroup$
So, your argument is that the left-hand side is $$intleft(f_1(x)-(f_1wedge f_2)(x)right)left(f_2(x)-(f_1wedge f_2)(x)right)lambdaleft(left{xright}right)lambdaleft({rm d}xright)$$ and then conclude by your note, right?
$endgroup$
– 0xbadf00d
Jan 2 at 19:03
$begingroup$
Yes, that is right.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 0:31
add a comment |
$begingroup$
Let us write $f_1wedge f_2$ for $min{f_1,f_2}$. What we are required to prove is that $ (nu_1 otimes nu_2)(Delta)=0$. You can write the left side as $int int_{{x}} (f_2- (f_2wedge f_1) (y))dlambda(y) [f_1(x)- (f_2(x)wedge f_1(x))]dlambda (x)=0$. Note that if $f_2(x)- (f_2(x)wedge f_1(x))>0$ then $f_2(x) >f_1(x)$ and hence $(f_1- (f_2wedge f_1) (x))=0$. This makes the double integral $0$.
$endgroup$
Let us write $f_1wedge f_2$ for $min{f_1,f_2}$. What we are required to prove is that $ (nu_1 otimes nu_2)(Delta)=0$. You can write the left side as $int int_{{x}} (f_2- (f_2wedge f_1) (y))dlambda(y) [f_1(x)- (f_2(x)wedge f_1(x))]dlambda (x)=0$. Note that if $f_2(x)- (f_2(x)wedge f_1(x))>0$ then $f_2(x) >f_1(x)$ and hence $(f_1- (f_2wedge f_1) (x))=0$. This makes the double integral $0$.
answered Jan 2 at 12:44
Kavi Rama MurthyKavi Rama Murthy
63.7k42464
63.7k42464
$begingroup$
So, your argument is that the left-hand side is $$intleft(f_1(x)-(f_1wedge f_2)(x)right)left(f_2(x)-(f_1wedge f_2)(x)right)lambdaleft(left{xright}right)lambdaleft({rm d}xright)$$ and then conclude by your note, right?
$endgroup$
– 0xbadf00d
Jan 2 at 19:03
$begingroup$
Yes, that is right.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 0:31
add a comment |
$begingroup$
So, your argument is that the left-hand side is $$intleft(f_1(x)-(f_1wedge f_2)(x)right)left(f_2(x)-(f_1wedge f_2)(x)right)lambdaleft(left{xright}right)lambdaleft({rm d}xright)$$ and then conclude by your note, right?
$endgroup$
– 0xbadf00d
Jan 2 at 19:03
$begingroup$
Yes, that is right.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 0:31
$begingroup$
So, your argument is that the left-hand side is $$intleft(f_1(x)-(f_1wedge f_2)(x)right)left(f_2(x)-(f_1wedge f_2)(x)right)lambdaleft(left{xright}right)lambdaleft({rm d}xright)$$ and then conclude by your note, right?
$endgroup$
– 0xbadf00d
Jan 2 at 19:03
$begingroup$
So, your argument is that the left-hand side is $$intleft(f_1(x)-(f_1wedge f_2)(x)right)left(f_2(x)-(f_1wedge f_2)(x)right)lambdaleft(left{xright}right)lambdaleft({rm d}xright)$$ and then conclude by your note, right?
$endgroup$
– 0xbadf00d
Jan 2 at 19:03
$begingroup$
Yes, that is right.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 0:31
$begingroup$
Yes, that is right.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 0:31
add a comment |
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