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Assignment 1
Due Sept 20th
Problem 1
Let be an index set, { } a family of non-empty sets and for each
let be a -algebra on . Consider the product space
= .
1 ( )| ,
Let be the -algebra generated by the cylinder sets {
} and be the one generated by boxes { | }. Show that
but in general (Hint: Proposition 1.3 implies that if is
countable then = ; we should thus take to be not countable.)