Let A be a -field, and An A for all n N. Show that the
Question:
Let A be a σ-field, and An ∈ A for all n ∈ N. Show that the following statements hold:
(B4) ∅ ∈ A.
(B5)
Sn i=1 Ai ∈ A.
(B6)
Tn i=1 Ai ∈ A.
(B7)
T∞
i=1 Ai ∈ A.
(B8) lim supk→∞ Ak ∈ A.
(B9) lim infk→∞ Ak ∈ A.
Here, we define lim supk→∞ Ak ≡
T∞
n=1 S∞
k=n Ak and lim infk→∞ Ak ≡ S∞
n=1 T∞
k=n Ak.
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Related Book For
Optimal Statistical Inference In Financial Engineering
ISBN: 9781584885917
1st Edition
Authors: Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki
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