Consider the measurable space (W, A) and let A n A, n = 1, 2, then
Question:
And
(i) Show that An An. (If also An An€™ so that An = n†’ˆžAn€™ then this set is denoted by An and is called the limit of the sequence {An}, n ‰¥ 1.
(ii) Show that ( An) = n†’ˆž Acn ( An)c = n†’ˆž Acn conclude that if lim n†’¥ An = A, then lim n†’¥ Acn = Ac.
(iii) Show that
And
(iv) Show that
And
(v) By a counterexample, show that the inverse inclusions in part (iv) do not hold, so that n†’ˆž (An È Bn) need not be equal to (n†’ˆž An) Ç (n†’ˆž Bn), andAn (An È Bn) need not be equal to (An) È (Bn).
(vi) If limn†’¥ An = A and limn†’¥ Bn = B, then show that limn†’¥ (An Ç Bn) = A Ç B and limn†’¥ (An È Bn) = A È B.
(vii) If limn†’¥ An = A, then show that for any set B, limn†’¥ (An DB) = ADB. where An D B is the symmetric difference of An and B.
(viii) If A2j€“1 = B and A2j = C, j = 1, 2, €¦, determine An and n†’ˆžAn. Under what condition on B and C does the limit exist, and what is it equal to?
Step by Step Answer:
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas