Scribd
Upload
15 views1 page

Sheet 2

The document is a problem sheet for a course on Stochastic Processes, outlining various mathematical problems related to set theory, probability, and algebra. It includes tasks such as demonstrating distributive laws, determining probabilities for uniform distributions, and verifying properties of σ-algebras. The problems require the application of concepts from measure theory and probability theory.

Uploaded by

qq1812016515
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
15 views1 page

Sheet 2

The document is a problem sheet for a course on Stochastic Processes, outlining various mathematical problems related to set theory, probability, and algebra. It includes tasks such as demonstrating distributive laws, determining probabilities for uniform distributions, and verifying properties of σ-algebras. The problems require the application of concepts from measure theory and probability theory.

Uploaded by

qq1812016515
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

STAT3004/4018/6018 Stochastic Processes, Sem 1

Problem Sheet 2

1 Let Ω, T 6= ∅. Assume A, B, C ⊆ Ω. Assume Gi ⊆ Ω, t ∈ T . Show one of


(a) distributive laws A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C),
(b) de Morgan’s rules ( t∈T Gt )c = t∈T Gct .
T S

2 Let Ω = R. Determine (a) n∈N [0, 1/n) and (b) n∈N [0, 1/n)c .
T S

3 Let U ∼ Uniform((0, 1]). Determine


(a) P(U ∈ [3/4, 1]) and (b) P(U ∈ (0, 1/8) ∪ [3/4, 1]) and (c) P(U is irrational).
4 Let Ω = {1, 2, 3, 4}. Determine whether or not each of the following is a σ-algebra
(a) F1 = {{1, 2, 3, 4}}.
(b) F2 = {∅, {1, 2}, {3, 4}, {1, 2, 3, 4}}.
(c) F3 = {∅, {3}, {4}, {1, 2}, {3, 4}, {1, 2, 3}, {1, 2, 4}, {1, 2, 3, 4}}.
(d) F4 = {∅, {1, 2}, {1, 3}, {1, 4}, {2, 3}, {2, 4}, {3, 4}, {1, 2, 3, 4}}.
5? Let Aco−f ⊆ P(R) be the system of co-finite subsets A ⊆ R, so that A or Ac is finite.
(a) Show that Aco−f is an algebra. To this end, verify the following axioms of an algebra

(S1) R ∈ Aco−f (S2) A ∈ Aco−f ⇒ Ac ∈ Aco−f (A3) A, B ∈ Aco−f ⇒ A ∪ B ∈ Aco−f .

(b) Disprove that Aco−f is a σ-algebra.


Let Fco−c ⊆ P(R) be the system of co-countable subsets F ⊆ R, so that F or F c is
countable.
(c) Show that Fco−c is a σ-algebra.

You might also like