Borel
Borel Sigma Borel Borel
Sigma Borel
Sigma Borel Borel
Sigma
Sigma
——cielo
6 11 5:3 8 3
Csix¹Csix¹=6*6=36
——
A——
/ / A A
A
A
“ ”
——
R F
a-1/k k→∞
=a
——
b-1/k k→∞
=b
——
σ A Ω A σ A
E Ω E E
Ω E Ω σ A
A E E A A σ A
A A+Φ+Ω “ ”
Borel Sigma Borel (X,τ) X
Borel
2.13 (-∞,x]
(-∞,x]=∩(-∞,x+1/k) k N
Borel Borel
A+Φ+ Borel
2.15 A 4 3 2 {Φ},{a},{b},
{c},{d} A F
A ——
A A A
σ ( )
/
(-∞) (-∞)
x R
1. R A
2. A R ——σ A Borel
3. A A A
4. A Borel
X 0.
Discrimination:
A probability measure on (Ω,F): F → R[0,1]
Random Variable X Ω → R, R is a Borel algebra X⁻(inverse): B(R) → F
The distribution measure of X (Random Variable) is the Borel measure μx on the real line given by μx(B)=P(X B)
(Ω,F) F [0,1] F
X Borel Borel
X
ℝ Borel F X X⁻(
Borel F F —— B(R)——
X ℝ X⁻¹ B(R)→F
B(R)→F 0
0 Almost sure
B(R) B(R)→F B(R)
F =B(R) ——
F
Idea:
F F F B(R)
B(R) (-∞,r]
Borel
F
X: Ω → R not F → R
X ¹ B(R) → F, Ω
F
X(T)=0 ?
“ ” “ ” -
“ ”
3.4
Ω
X(a)→(-∞,1] {ω X(ω)≤1}={a} F X(a,b,c) or X(a,b) or X(c)→(-∞,2] {ω X(ω)≤2}={a,b,c}OR{a,b}OR{c} F
? {a} F
Y(a) or Y(b) or Y({a,b})→(-∞,1] {ω Y(ω)≤1}={a,b} F Y(c) or Y({a,b,c})→(-∞,2] {ω Y(ω)≤2}={c} or {a,b,c} F
Y(ω) B(R) → F F
F 4 Ω 2
{a,b} {c} a,b
F
Poisson Intensity: λ (20 ) (14 )
Rˆn
1/n² " " "
"
