MTH309 (2025-26, E VEN S EMESTER )
Problem Set 1: Fields and σ-fields
1. Given a function f : Ω → Ω′ , we define the pre-image of a subset of Ω′ as follows:
f −1 ( A) = {ω ∈ Ω | f ( x ) ∈ A}. Prove the following properties:
(a) f −1 (Ω′ ) = Ω,
(b) for any subset A of Ω′ , f −1 ( Ac ) = [ f −1 ( A)]c , and
(c) for any collection of sets { Ai | i ∈ I} of Ω′ , f −1 (∪i∈I Ai ) = ∪i∈I f −1 ( Ai ) and
f −1 (∩i∈I Ai ) = ∩i∈I f −1 ( Ai ).
Verify if (1b) and (1c) also hold for post-images, i.e., f (∪i∈I ′ Bi ) = ∪i∈I ′ f ( Bi ) and f (∩i∈I ′ Bi ) =
∩i∈I ′ f ( Bi ) for a collection of sets { Bi | i ∈ I ′ } of Ω.
2. Suppose that F is a collection of subsets of Ω with the following properties: Ω ∈ F and
A, B ∈ F implies A \ B ∈ F . Show that F is a field.
3. Suppose that F is a collection of subsets of Ω with the following properties:
(a) ∅ ∈ A,
(b) if A, B ∈ F , then A ∩ B ∈ F ,
(c) if A ∈ F , then Ac is finite disjoint union of members of F .
Consider another collection H consisting of a finite disjoint union of members of F . Show
that H is a field of subsets of Ω.
4. Consider the following collection of subsets of R.
F1 := { A ⊆ R | A is countable or Ac is countable }.
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(a) Show that F1 is a σ-field.
(b) Let F2 := σ ({ A ⊆ R | A is countable}) and F3 := σ ({{ x } | x ∈ R}). What is the
relation between F1 , F2 , and F3 ?
5. (a) Show that if Fn , n ≥ 1 is an increasing sequence of fields on a non-empty set Ω, then
F = ∪n Fn is also a field. [Note that, union of fields need not be a field, in general.]
(b) Here is an example to show that increasing limit of a sequence of σ-fields need not be
a σ-field. On Ω = {1, 2, . . .}, consider An = σ ({{1}, {2}, . . . , {n}}). What are all the
sets in An ? Observe that An , n ≥ 1 is an increasing sequence of σ-fields. Show that
∪n An is NOT a σ-field, although it is a field [by part (a)].
6. Let S be a (fixed) nonempty proper subset of Ω. A subset A of Ω is said to split S if the sets
A ∩ S and Ac ∩ S are both non-empty. Clearly, a set A does not split S if and only if A either
contains S or is disjoint from S. Show that if H is a class of subsets of Ω, such that none of
the sets in H split S, then none of the sets in σ(H) can split S either.
7. Let f : Ω → Ω′ be a function and F be a class of subsets of Ω′ . Show that
σ ( f −1 (F )) = f −1 (σ (F )).
8. Let S = {( a, b] ∪ [−b, − a) | a < b are real numbers}. Show that σ (S) is strictly smaller
than B(R).
(Hint: Observe that for any set A ∈ S , A = − A.)
9. For any Borel set A ∈ B(R) and x ∈ R, define A + x := { a + x | a ∈ A}. Show that B + x is
a Borel set where B ∈ B(R).
10. (a) Let C be a class of subsets of Ω and S contains all finite intersections of the form ∩in=1 Ci
where for each i either Ci ∈ C or Cic ∈ C . Show that the field generated by C consists
precisely of all finite (disjoint) unions of sets from S . (Note that this result tells us the
structure of the sets in a field generated by a class. However, no such result is available
for the corresponding σ-field.)
(b) Show that if F1 , F2 , . . . , Fn are fields on a set Ω, then the smallest field containing all
of them consists precisely of all finite (disjoint) unions of sets of the form ∩in=1 Ai with
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Ai ∈ Fi for all i ∈ {1, . . . , n}.