Vous êtes sur la page 1sur 2

EE 221 PROBABILITY AND RANDOM PROCESSES

Assignment # 3
1. Describe the -eld of subsets of R generated by points or singleton sets. Does this -eld contain
intervals of the form (a, b) for b > a?
2. Given a nite subset A of the real line R, prove that the power set of A and B(A) are the same.
Repeat for a countably innite subset of R.
3. Let = R, the real line, and consider the collection F of subsets of R dened as all sets of the
form
k

i=0
(a
i
, b
i
]
m

j=0
(c
j
, d
j
]
c
for all possible choices of nonnegative integers k and m and all possible choices of real numbers
a
i
< b
i
, c
i
< d
i
. If k or m is 0, then the respective unions are dened to be empty so that the
empty set itself has the form given. In other words, F contains all possible nite unions of half-open
intervals of this form and complements of such half-open intervals. Every set of this form is in F
and every set in F has this form. Prove that F is a eld of subsets of R. Does F contain the
points? For example, is the singleton set {0} in F ? Is F a -eld?
4. Let = [0, ) be a sample space and let F be the -eld of subsets of generated by all sets of
the form (n, n + 1) for n = 1, 2, . . .
(a) Are the following subsets of in F ?
i. [0, )
ii. Z+ = {0, 1, 2, ...}
iii. [0, k] [k + 1, ) for any positive integer k
iv. {k} for any positive integer k
v. [0, k] for any positive integer k
vi. (1/3, 2).
(b) Dene the following set function on subsets of :
P(F) = C

iZ
+
: i+1/2F
3
i
.
If there is no i for which i + 1/2 F , then the sum is taken as zero. Is P a probability
measure on (, F) for an appropriate choice of C? If so, what is C?
(c) Repeat part (b) with B, the Borel -eld, replacing F as the event space.
(d) Repeat part (b) with the power set of [0, ) replacing F as the event space.
(e) Find P(F) for the sets F considered in part (a).
5. Consider the measurable space ([0, 1], B([0, 1])). Dene a set function P on this space as follows:
P(F) =

1/2 if 0 F or 1 F, but not both


1 if 0 F and 1 F
0 otherwise
Is P a probability measure?
6. Let S be a sphere in R
3
: S = {(x, y, z) : x
2
+y
2
+z
2
r
2
}, where r is a xed radius. In the sphere
are xed N molecules of gas, each molecule being considered as an innitesimal volume (that is, it
occupies only a point in space). Dene for any subset F of S, the function
#F = the number of molecules in F.
Show that P(F) = #F/N is a probability measure on the measurable space consisting of S and
its power set.
7. If {F
i
, i = 1, 2, . . .} forms a partition of and {G
i
, i = 1, 2, . . .} forms a partition of , prove that
for any H,
P(H) =

i=1

j=1
P(H F
i
G
j
).
8. Prove that |P(F) P(G)| P(FG). In words: if the probability of the symmetric dierence of
two events is small, then the two events must have approximately the same probability.
9. Prove that for any events F, G and H,
P(FG) P(FH) +P(HG).
10. Suppose that P is a probability measure on the real line and dene the sets F
n
= (0, 1/n) for all
positive integer n. Evaluate lim
n
P(F
n
).
11. Answer true or false for each of the following statements. Answers must be justied.
(a) The following is a valid probability measure on the sample space = {1, 2, 3, 4, 5, 6} with
event space F = all subsets of :
P(F) =
1
21

iF
i
(b) The following is a valid probability measure on the sample space = {1, 2, 3, 4, 5, 6} with
event space F = all subsets of :
P(F) =

1 if 2 F or 6 F
0 otherwise
(c) If P(G F) = P(F) +P(G), then F and G are independent.
(d) P(F|G) P(G) for all events F and G.
(e) Mutually exclusive (disjoint) events with nonzero probability cannot be independent.
12. Given a sequence of real numbers x
1
, x
2
, x
3
, . . ., the upper limit point and lower limit point of the
sequence are dened as
upper limit point : limsup
n
x
n
= inf
k0

sup
ik
x
i

lower limit point : liminf


n
x
n
= sup
k0

inf
ik
x
i

(a) Consider the sequence 1, 1, 1, 1, 1, 1, . . .. Find the upper and lower limit points of the
sequence.
(b) Prove that
liminf
n
x
n
limsup
n
x
n
.
13. Consider A
n
= (x
n
, y
n
), where x
n
, y
n
are sequences of real numbers such that
x = limsup
n
x
n
, x = liminf
n
x
n
, y = limsup
n
y
n
and y = liminf
n
y
n
.
Verify that
limsup
n
A
n
= (x, y) and liminf
n
A
n
= (x, y).
14. Let A
1
, A
2
, A
3
, . . . F be a sequence of events. Verify that
P

liminf
n
A
n

liminf
n
P (A
n
) limsup
n
P (A
n
) P

limsup
n
A
n

.
2