How good is lebesgue measure?

So, what is the answer to the question “How good is Lebesgue measure?” In the class of invariant measures, Lebesgue measure seems to be the best candidate to be a canonical measure. In the class of countably additive not necessarily invariant measures, to find a universal measure we have to use a strong additional set-theoretical assumption and this seems to be too high a price. Thus the best improvement of Lebesgue measure seems to be the Banach construction of a finitely additive isometrically invariant extension of Lebesgue measure on the plane and line. However, such a measure does not exist on Rⁿ for n ≤ 3, and to keep the theory of measures uniform for all dimensions we cannot accept the Banach measure on the plane as the best solution to the measure problem. From this discussion it seems clear that there is no reason to depose Lebesgue measure from the place it has in modern mathematics. Lebesgue measure also has a nice topological property called regularity: for every EL and every ɛ > 0, there exists an open set V⊃E and closed set F ⊂ E such that m(V/F) < ɛ. It is not difficult to prove that Lebesgue measure is the richest countably additive measure having this property (see [Ru], Thm. 2.20, p. 50).     

Solution of the Monge-Ampère equation on Wiener space for general log-concave measures

In this work we prove that the unique 1-convex solution of the Monge-Kantorovitch measure transportation problem between the Wiener measure and a target measure which has an H-log-concave density, in the sense of Feyel and Üstünel [J. Funct. Anal. 176 (2000) 400-428], w.r.t the Wiener measure is also the strong solution of the Monge-Ampère equation in the frame of infinite-dimensional Fréchet spaces. We further enhance the polar factorization results of the mappings which transform a spread measure to another one in terms of the measure transportation of Monge-Kantorovitch and clarify the relation between this concept and the Itô-solutions of the Monge-Ampère equation.     

Measures of pseudorandomness for binary sequences constructed using finite fields

We extend the results of Goubin, Mauduit and Sárközy on the well-distribution measure and the correlation measure of order k of the sequence of Legendre sequences with polynomial argument in several ways. We analyze sequences of quadratic characters of finite fields of prime power order and consider in each case two, in general, different definitions of well-distribution measure and correlation measure of order k, respectively.     

On the conditioned exit measures of super Brownian motion

In this paper we present a martingale related to the exit measures of super Brownian motion. By changing measure with this martingale in the canonical way we have a new process associated with the conditioned exit measure. This measure is shown to be identical to a measure generated by a non-homogeneous branching particle system with immigration of mass. An application is given to the problem of conditioning the exit measure to hit a number of specified points on the boundary of a domain. The results are similar in flavor to the “immortal particle” picture of conditioned super Brownian motion but more general, as the change of measure is given by a martingale which need not arise from a single harmonic function. Received: 27 August 1998 / Revised version: 8 January 1999     

Loeb measure, finitely additive measures, and a theorem of Banach

The Loeb measure construction from nonstandard analysis is applied to two theorems in standard measure theory. In both cases the essential simplification offered by the approach is the ability to work with a σ-additive measure space, even if the hypotheses only guarantee finite additivity. The key to this simplification is the property of à₁{\aleph_1}-saturated nonstandard models, that any finitely additive measure on an internal algebra extends immediately to a σ-additive measure.     

New dynamical invariants on hyperbolic manifolds

The rotation measure is an asymptotic dynamical invariant assigned to a typical point of a flow in a fiber bundle over a hyperbolic manifold. The total mass of the rotation measure is the average speed of the orbit and its “direction” is the ergodic invariant probability measure of the hyperbolic geodesic flow which best captures the asymptotic dynamics of the given point. The rotation measure exists almost everywhere and is constant for an ergodic measure of the given flow and so it may be viewed as assigning an ergodic measure of the geodesic flow to one of the given flow. It generalizes the usual notion of homology rotation vector by encoding homotopy information.     

Infinitely divisible probabilities on discrete linear groups

We investigate the structure of infinitely divisible probability measures on a discrete linear group. It is shown that for any such measure there is an infinitely divisible elementz in the centralizer of the support of the measure, such that the translate of the measure byz is embeddable over the subgroup generated by the support of the measure. Examples are given to show that this reult is best possible.     

Asymptotic structural characteristics of fuzzy measure and their applications

In fuzzy measure theory, as Sugeno's fuzzy measures lose additivity in general, the concept ‘almost’, which is well known in classical measure theory, splits into two different concepts, ‘almost’ and ‘pseudo-almost’. In order to replace the additivity, it is quite necessary to investigate some asymptotic behaviors of a fuzzy measure at sequences of sets which are called ‘waxing’ and ‘waning’, and to introduce some new concepts, such as ‘autocontinuity’, ‘converse-autocontinuity’ and ‘pseudo-autocontinuity’. These concepts describe some asymptotic structural characteristics of a fuzzy measure.In this paper, by means of the asymptotic structural characteristics of fuzzy measure, we also give four forms of generalization for both Egoroff's theorem, Riesz's theorem and Lebesgue's theorem respectively, and prove the almost everywhere (pseudo-almost everywhere) convergence theorem, the convergence in measure (pseudo-in measure) theorem of the sequence of fuzzy integrals. In the last two theorems, the employed conditions are not only sufficient, but also necessary.     

A note on the mean correcting martingale measure for geometric Lévy processes

A martingale measure is constructed by using a mean correcting transform for the geometric Lévy processes model. It is shown that this measure is the mean correcting martingale measure if and only if, in the Lévy process, there exists a continuous Gaussian part. Although this measure cannot be equivalent to a physical probability for a pure jump Lévy process, we show that a European call option price under this measure is still arbitrage free.     

Some properties of the exit measure for super Brownian motion

 We consider the exit measure of super Brownian motion with a stable branching mechanism of a smooth domain D of ℝ ^d . We derive lower bounds for the hitting probability of small balls for the exit measure and upper bounds in the critical dimension. This completes results given by Sheu [22] and generalizes the results of Abraham and Le Gall [2]. Because of the links between exits measure and partial differential equations, those results imply bounds on solutions of elliptic semi-linear PDE. We also give the Hausdorff dimension of the support of the exit measure and show it is totally disconnected in high dimension. Eventually we prove the exit measure is singular with respect to the surface measure on ∂D in the critical dimension. Our main tool is the subordinated Brownian snake introduced by Bertoin, Le Gall and Le Jan [4]. Received: 6 December 1999 / Revised version: 9 June 2000 / Published online: 11 December 2001