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Homework 01
Homework 01
1. Show that the following subsets belong to the Borel σ-algebra on [0, 1], which is defined as B([0, 1]) ≜
σ ([0, x ] : x ∈ [0, 1])?
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(a) 21 .
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(b) 21q : q ∈ Q .
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(c) √1 , √1 1 √1
π , .
3 2 π
2. For an arbitrary sample space Ω, prove the following statements or find a counter example.
(a) Intersection of countably many σ-algebras is also a σ-algebra.
(b) Given A which is a collection of subsets of Ω, it is possible to construct a minimal σ-algebra
containing A.
(c) Denote the minimal sigma algebra of A defined above as σ (A). Now, If A ⊂ B, then σ (A) ⊂
σ (B).
(d) Let F1 , F2 be σ-algebras on Ω. F1 F2 is also a σ-algebra.
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algebra on the subsets of set A. Is G a σ-algebra on the subsets of B ? Provide a proof for your
statement.
4. Let (Ω, F, P) be a probability space, and A ∈ F n be a sequence of events. Show the following are
true.
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(a) P i ∈[n] A i ⩽ ∑i∈[n] P( Ai ).
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(b) P i ∈[n] Ai ⩾ ∑i ∈[n] P ( Ai ) − ( n − 1).