Sigma-algebra generated by a function

  • Thread starter Thread starter cappadonza
  • Start date Start date
  • Tags Tags
    Function
cappadonza
Messages
26
Reaction score
0
suppose we have a X = [0,1] and a function f\colon X \to \Re where
f(x) = 1 - |2x -1|.
i'm bit confused on finding the sigma-algebra generated by this function. This is what i did

f(x)= \begin{cases} <br /> 2 -2x &amp; x \in [\frac{1}{2},1] , \\<br /> 2x&amp; x \in [0, \frac{1}{2})<br /> \end{cases}<br />

so then is the sigma-algebra \sigma(f(x)) = \mathcal{B}([\frac{1}{2},1] \bigcup \mathcal{B}([0, \frac{1}{2}) = \mathcal{B}([0,1]) ?

some thing about this doesn't feel quite right to me, could someone show me where i have made a mistake.
Also what is a systematic way or method of finding the sigma-algebra generated by a function.
the i do it is find the pre-image of the function of any open set in \Re it far to easy for me to make mistakes when doing it this way. are alternative methods ?

any comments, help much appreciated
 
Physics news on Phys.org
i think i may have figured it out. i graphed the function f(x) and realized it was symmetrical, f(x) = f(1-x) \, x \in [0,1] i then realized to find to generated sigma-field \sigma(f(x)) = \{ f^{-1}(B) \colon B \in \mathcal{B} \} the inverse image for any borel set is the union of two intervals in [0,1] since the function symetrical.
\sigma(f(x) = \{[\frac{1}{2},1] \bigcap \{1-\frac{B}{2} \colon B \in \mathcal{B} \} \bigcup [0, \frac{1}{2}] \bigcap \{\frac{B}{2} \colon B \in \mathcal{B} \}
where 1-\frac{B}{2} = \{ 1-\frac{x}{2} \colon x \in B\}

This seems right to me, since the sigma-algebra contains 'coarser' sets that those contained in \mathcal{B}([0,1])
 
Last edited:
Namaste & G'day Postulate: A strongly-knit team wins on average over a less knit one Fundamentals: - Two teams face off with 4 players each - A polo team consists of players that each have assigned to them a measure of their ability (called a "Handicap" - 10 is highest, -2 lowest) I attempted to measure close-knitness of a team in terms of standard deviation (SD) of handicaps of the players. Failure: It turns out that, more often than, a team with a higher SD wins. In my language, that...
Hi all, I've been a roulette player for more than 10 years (although I took time off here and there) and it's only now that I'm trying to understand the physics of the game. Basically my strategy in roulette is to divide the wheel roughly into two halves (let's call them A and B). My theory is that in roulette there will invariably be variance. In other words, if A comes up 5 times in a row, B will be due to come up soon. However I have been proven wrong many times, and I have seen some...

Similar threads

Back
Top