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Math Help - Problem dealing with probability space

  1. #1
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    Problem dealing with probability space

    This is how the question reads:

    Let f be a function mapping \Omega to another space E with a \sigma-algebra \mathcal{E}. Let \mathcal{A}=(A\subset \Omega: \text{there exists B} \in E \text{ with A}=f^{-1}(B)). Show that \mathcal{A} is a \sigma-algebra on \Omega.



    How do I go about mapping the function? Sorry, I am not very sure with the concept of probability space
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  2. #2
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    Quote Originally Posted by noob mathematician View Post
    This is how the question reads:
    Let f be a function mapping \Omega to another space E with a \sigma-algebra \mathcal{E}. Let \mathcal{A}=(A\subset \Omega: \text{there exists B} \in E \text{ with A}=f^{-1}(B)). Show that \mathcal{A} is a \sigma-algebra on \Omega.
    How do I go about mapping the function? Sorry, I am not very sure with the concept of probability space
    This problem has nothing to do with properties of probability spaces.
    It has everything to do properties of functions.

    You need to know that f^{ - 1} \left( {\bigcup\limits_\alpha  {B_\alpha  } } \right) = \bigcup\limits_\alpha  {f^{ - 1} \left( {B_\alpha  } \right)} \;\& \;f^{ - 1} \left( {B^c } \right) = \left( {f^{ - 1} (B)} \right)^c

    The apply the definition of \sigma-algebras.
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  3. #3
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    Quote Originally Posted by Plato View Post
    This problem has nothing to do with properties of probability spaces.
    It has everything to do properties of functions.

    You need to know that f^{ - 1} \left( {\bigcup\limits_\alpha  {B_\alpha  } } \right) = \bigcup\limits_\alpha  {f^{ - 1} \left( {B_\alpha  } \right)} \;\& \;f^{ - 1} \left( {B^c } \right) = \left( {f^{ - 1} (B)} \right)^c

    The apply the definition of \sigma-algebras.
    Hi thanks for the reply.

    From the definition, given that If A \in \mathcal{A}, then the complement A^c \in \mathcal{A}.

    From here, since I know that A \subset \Omega \text{ and } A=f^{-1}(B), the complement ( {f^{ - 1} (B)} \right))^c will be a \sigma-algebra on \Omega?
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