Question: Answer the following quesiton, thank you Problem 12 (Problem 1.14 from the book). Let X, Y, X1, X2, ... be real-valued random variables on an

Answer the following quesiton, thank you

Answer the following quesiton, thank you Problem 12 (Problem 1.14 from the

Problem 12 (Problem 1.14 from the book). Let X, Y, X1, X2, ... be real-valued random variables on an event space (2, F). Prove the following statements: (a) (X, Y) : 0 - R', (X, Y) (w) := (X(w), Y(w)) for w E 2, is a random variable. (b) X + Y and XY are random variables. (c) super Xn and lim sup, 20 Xn are random variables (taking values in R). (d) {X = Y} ( F, {limn woo Xn exists} ( F, {X = limn +0 Xn} EF

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