by Dan | Sep 4, 2019 | Economics
(1) Let Ω = R, F = {A ⊂ Ω : A is countable or Ac is countable}. Define a function P : F → [0, 1] as P(A) = 0 if A is countable and P(A) = 1 if A is uncountable. Show that (Ω, F, P) is a probability space. (2) Let (Fn)n∈N be a sequence of σ-algebras such that F1 ⊂ F2 ⊂...
