Homepage › Solution manuals › Jean Jacod › Probability Essentials › Exercise 2.1 (The power set of a finite set is a finite $\sigma$-algebra)
Exercise 2.1 (The power set of a finite set is a finite $\sigma$-algebra)
Let be a finite set. Show that the set of all subsets of , , is also finite and that it is a -algebra.
Answers
- 1.
-
is finite.
We argue that for an -element set , , the power set will always have elements. To do so, we induct on .- Induction base. Let . Then and with cardinality of .
-
Induction step. Let be a set of cardinality . Suppose inductively that we have proven the statement for any set of the cardinality ; in particular for for some . We argue that there are two sets contained in : the subsets of and the same subsets of but also containing :
[] Let . Then either , in which case by definition, or , in which case by definition as well. Similarly, we see the [] part.
To summarize, is a union of two disjoint sets, each of cardinality . Therefore .
- 2.
- is a
-algebra.
- We have since is vacuously a subset of any set .
- If , then by definition of set difference.
- Finally, if is countable sequence of sets in , then any must also be contained in some and is thus a subset of .