Section 3.1

Probability Theory as Motivation

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Problem 3.1.1

Write out the details of the proof, using diagonalization, that B\mathcal{B} is uncountable.

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Problem 3.1.2

Prove that BT\mathcal{B}_{T} is countable, and use this result to give an alternative proof (as outlined in the text) that B\mathcal{B} is uncountable.

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Problem 3.1.3

In this exercise you are asked to determine the set BEB_{E} for given events EE.

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(a)

Determine the set BEB_{E} if EE is the event that in the first three tosses, exactly two heads are seen. What is the probability of this event occurring? Does your answer to the last question agree with what you think the Lebesgue measure of BEB_{E} should be?

(b)

Determine the set BEB_{E} if EE is the event that in the first nn tosses, exactly kk heads are seen. What is the probability of this event occurring? Does your answer to the last question agree with what you think the Lebesgue measure of BEB_{E} should be? Explain.

Problem 3.1.4

Prove that (0,1]\S(0,1] \backslash S is uncountable, where SS is the set referred to in the strong law of large numbers. Hint: Consider the map from (0,1](0,1] to itself that maps the binary expression ω=.a1a2…\omega =. a_{1} a_{2} \ldots to.a111a211a311a4…a_{1} 11 a_{2} 11 a_{3} 11 a_{4} \ldots. Prove that this map is one-to-one and its image is contained in (0,1]\S(0,1] \backslash S.

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