Suppose $A$ is an arbitrary set in Caratheodory extension, where $A\subseteq\mathbb{R}^{n}$ and $f$ is an arbitrary, lebesgue measurable function where $f:A\to\mathbb{R}$
According to here and here, “almost all” measurable functions in a function space can be defined without a measure on the set of measurable functions. Such a set of functions are known as prevelant set in a function space.
According to my hypothesis, the set of Lebesgue-measurable functions that are non-integrable are prevelant in the set of measurable functions.
One statistician, of whom I messaged, stated the following:
We follow the argument presented in example 3.6 of this paper, take $X:=L^{0}(A)$ (measurable functions over $A$), let $P$ denote the one-dimensional sub-space of $A$ consisting of constant functions (assuming the Lebesgue measure on $A$) and let $F:=L^{0}(A)\setminus L^{1}(A)$ (measurable functions over $A$ with no finite integral).
Let $\lambda_{P}$ denotes the Lebesgue measure over $P$, for any fixed $f\in F$:
$$\lambda_{P}\left(\left\{\alpha\in\mathbb{R}\left| \int_{A}\left(f+\alpha\right) d\mu<\infty\right.\right\}\right)=0 $$ Meaning $P$ is a one-dimensional probe of $f$, so $f$ is a 1-prevalent set.
Is this correct? Does this prove my hypothesis? For what other notions of “size” (provided in this answer) are “almost all” Lebesgue-measurable function non-integrable?
As a final note, here is my (informal) attempt to answer this question:
Note that almost all functions can be desribed as a set of pseudo-random points that are non-uniformly distributed in a sub-space of $\mathbb{R}^{2}$. (To visualize, see this link).
Now assume we have that same function but it is defined on a lebesgue measurable set (e.g. defined on $[0,1]$). If we partition the functions’ domain, the subset of points in that function may have the largest pre-image in a partition that is non-Lebesgue measurable, making the function non-integrable. The chance that a random set is Lebesgue measurable is extremely small (see this link). Therefore, using the previous paragraph, "almost all" functions or "most" functions are non-integrable
\lambda_{P}\left(\left\{\alpha\in\mathbb{R}\left| \int_{A}\left(f+\alpha\right); d\mu<\infty\right.\right\}\right)=0
? – jp boucheron Jan 25 '23 at 09:56