1. Let Λ be a nonempty set.

Show that the collection of all subsets of Λ is a topology on

Λ. (This topology is called the discrete topology. It is used when there are finitely many
states and controls,for example.)

1. According to G. B. Folland, Real Analysis: Modern Techniques and Their Applications. John
Wiley & Sons, 1999, vol. 40
A topology on Λ is a collection T of subsets of Λ that contains the empty set ∅, contains Λ,
and is closed under arbitrary unions and finite intersections.
Since ∅,Λ are all subsets of T therefore the collection of all subsets of Λ is a topology on Λ

2. Let Ω be a nonempty set, and let B be a nonempty strictly proper subset of Ω. Show
that F = {∅, Ω, B, Ω \ B} is a sigma algebra on Ω.

According to R. Ash, Probability and Real Analysis. John Wiley & Sons, New York, 1972
and G. B. Folland, Real Analysis: Modern Techniques and Their Applications. John Wiley &
Sons, 1999, vol. 40

Let Ω be a nonempty set. A sigma algebra on Ω is a nonempty collection F of subsets of Ω

that contains Ω and is closed under countable unions and complements.
This means that F satisfies the following properties:
• Ω ∈ F;
• If Bi ∈ F for every i ∈ N, then their union ∪∞
i=1Bi is an element of F;
• If B ∈ F, then the complement of B, i.e., Ω \ B, is an element of F

consider our subset F, first Ω ∈ F , second B ∈ F, then the complement of B, i.e., Ω \ B, is an

element of F too third Ω ∈ F, then the complement of Ω, i.e., ∅, is an element of F too.
finally B∈ F, then their union B, Ω \ B = Ω is an element of F. therefore the subset F met all
the requirments and it's a sigma algebra on Ω.

3. What does homeomorphic mean? Provide a formal definition and a citation and also
an intuitive definition (in your own words).

According to PlanetMath and wiki

formal definition and a citation:
Homeomorphism is a bicontinuous function between two topological spaces.
Homomorphisms are isomorphisms in the category of topological spaces; that is, they are
maps that preserve all the topological properties of a given space. If a homogeneous germ
exists between two spaces, then the two spaces are called homogeneous.

intuitive definition:
A topological space is a geometric object, and a homomorphism is the successive extension
and bending of an object to make it a new object. Thus, a square and a circle are
homogeneous, but a sphere and a torus are not.
4. Let (Ω, F) and (Ω′, F′) be measurable spaces, and suppose that μ is a measure on F. Let
f : Ω → Ω′ be a function that is not measurable with respect to F and F′. Consider B ∈ F′.
What is the issue with the expression μ({ω ∈ Ω : f (ω) ∈ B})?

According to G. B. Folland, Real Analysis: Modern Techniques and Their Applications. John
Wiley & Sons, 1999, vol. 40

since f : Ω → Ω′ be a function that is not measurable with respect to F and F′ therefore f() is
not a Probability measure so that μ({ω ∈ Ω : f (ω) ∈ B}) can't be a measurable space.

5. Consider the experiment of tossing a coin, where there are two possibilities: heads
or tails. We would like to represent this experiment in measure-theoretic terms. We
may choose Ω = {0, 1} and F = {∅, {0}, {1}, Ω}, the set of all subsets of Ω. (For instance, 0
denotes heads, whereas 1 denotes tails.) We may define X : Ω → R by X(ω) := ω and μ :
F → [0, +∞]
Show that μ is a probability measure on F. Show that X is (F, BR)-measurable

according to D. P. Bertsekas and S. Shreve, Stochastic Optimal Control: The Discrete-Time

Case. Athena Scientific, 2004 and G. B. Folland, Real Analysis: Modern Techniques and Their
Applications. John Wiley & Sons, 1999, vol. 40

first μ(∅)=0,
second, all sets in F are finite and μ(∅, {0}, {1}, Ω)= μ(∅)+ μ({0})+ μ({1})+ μ(Ω)=2
therefore μ is a probability measure on F.

First F is a set and X : Ω → R by X(ω) := ω and μ : F → [0, +∞], therefore BR

is a nonempty collection of subsets of F that contains Ω and is closed under countable
unions and complements. therefore BR is a nonempty σ-algebra of subsets of F and so that
X is (F, BR)-measurable