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[[Category:ECE600]]
 
[[Category:ECE600]]
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[[Category:probability]]
 
[[Category:lecture notes]]
 
[[Category:lecture notes]]
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[[Category:slecture]]
  
 
<center><font size= 4>
 
<center><font size= 4>
'''Random Variables and Signals'''
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[[ECE600_F13_notes_mhossain|'''The Comer Lectures on Random Variables and Signals''']]
 
</font size>
 
</font size>
  
<font size= 3> Subtopic 1: Set Theory Review</font size>
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[https://www.projectrhea.org/learning/slectures.php Slectures] by [[user:Mhossain | Maliha Hossain]]
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<font size= 3> Topic 1: Set Theory Review</font size>
 
</center>
 
</center>
  
 
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----
 
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'''Definition''' <math>\qquad</math> Let <math>A</math> and <math>B</math> be two sets. Then, <br/>
 
'''Definition''' <math>\qquad</math> Let <math>A</math> and <math>B</math> be two sets. Then, <br/>
 
<center><math>\begin{align}
 
<center><math>\begin{align}
A = B &\Longleftrightarrow \omega \in A \Rightarrow \omega \in B \;\and\; \omega \in B \Rightarrow \omega \in A \\
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A = B &\Longleftrightarrow \omega \in A \Rightarrow \omega \in B \;\mbox{and}\; \omega \in B \Rightarrow \omega \in A \\
&\Longleftrightarrow A \subset B \;\and\; B \subset A
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&\Longleftrightarrow A \subset B \;\mbox{and}\; B \subset A
 
\end{align}</math></center>
 
\end{align}</math></center>
  
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<center><math>A\neq B</math></center>
 
<center><math>A\neq B</math></center>
  
'''Definition''' <math>\qquad</math> If <math>\omega</math>∈<math>A</math> ⇒ <math>\omega</math>∈<math>B</math>, then <math>A</math> is said to be a '''subset''' of <math>B</math>. if If <math>B</math> contains atleast one element that is not in <math>A</math>, then <math>A</math> is a '''proper subset''' of <math>B</math>. We will simply call <math>A</math> a subset of <math>B</math> in either case, and write <math>A</math>⊂<math>B</math>.
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'''Definition''' <math>\qquad</math> If <math>\omega</math>∈<math>A</math> ⇒ <math>\omega</math>∈<math>B</math>, then <math>A</math> is said to be a '''subset''' of <math>B</math>. if If <math>B</math> contains at least one element that is not in <math>A</math>, then <math>A</math> is a '''proper subset''' of <math>B</math>. We will simply call <math>A</math> a subset of <math>B</math> in either case, and write <math>A</math>⊂<math>B</math>.
  
 
'''Definition''' <math>\qquad</math> the set with not elements is called the '''empty set''', or '''null set''' and is denoted  Ø or {}.
 
'''Definition''' <math>\qquad</math> the set with not elements is called the '''empty set''', or '''null set''' and is denoted  Ø or {}.
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'''Definition''' <math>\qquad</math> The '''intersection''' of sets <math>A</math> and <math></math> is defined as <br/>
 
'''Definition''' <math>\qquad</math> The '''intersection''' of sets <math>A</math> and <math></math> is defined as <br/>
<center><math>A\cap B \equiv \{\omega \in \mathcal{S}: \omega \in A \and \omega \in B\} </math> </center>
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<center><math>A\cap B \equiv \{\omega \in \mathcal{S}: \omega \in A\; \mbox{and}\; \omega \in B\} </math> </center>
  
 
<center>[[Image:fig2_set_theory.png|400px|thumb|left|Fig 2: A∩B is shown in green]]</center>
 
<center>[[Image:fig2_set_theory.png|400px|thumb|left|Fig 2: A∩B is shown in green]]</center>
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'''Definition''' <math>\qquad</math> The '''union''' of sets <math>A</math> and <math></math> is defined as <br/>
 
'''Definition''' <math>\qquad</math> The '''union''' of sets <math>A</math> and <math></math> is defined as <br/>
<center><math>A\cup B \equiv \{\omega \in \mathcal{S}: \omega \in A \or \omega \in B \; or\; both\} </math> </center>
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<center><math>A\cup B \equiv \{\omega \in \mathcal{S}: \omega \in A \;\mbox{or}\; \omega \in B \; \mbox{or both}\} </math> </center>
  
 
<center>[[Image:fig3_set_theory.png|400px|thumb|left|Fig 3: A∪B is shown in green]]</center>
 
<center>[[Image:fig3_set_theory.png|400px|thumb|left|Fig 3: A∪B is shown in green]]</center>
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'''Definition''' <math>\qquad</math> The '''set difference''' <math>A-B</math> or ''A\B'' is defined as <br/>
 
'''Definition''' <math>\qquad</math> The '''set difference''' <math>A-B</math> or ''A\B'' is defined as <br/>
<center><math>A-B \equiv \{\omega \in \mathcal{S}: \omega \in A\and \omega \notin B\} </math> </center>
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<center><math>A-B \equiv \{\omega \in \mathcal{S}: \omega \in A\;\mbox{and}\; \omega \notin B\} </math> </center>
 
Note that <br/>
 
Note that <br/>
 
<center><math>A-B=A\cap B^c</math> </center>
 
<center><math>A-B=A\cap B^c</math> </center>
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==Algebra of Sets==
 
==Algebra of Sets==
  
# Union is commutative ⇔ A ∪ B = B ∪ A
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# Union is commutative ⇔ A ∪ B = B ∪ A ([[ECE600_F13_set_theory_review_proof1_mhossain|proof]])
# Intersection is commutative ⇔ A ∩ B = B ∩ A
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# Intersection is commutative ⇔ A ∩ B = B ∩ A ([[ECE600_F13_set_theory_review_proof2_mhossain|proof]])
# Union is associative ⇔ A ∪ (B ∪ C) = (A ∪ B) ∪ C
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# Union is associative ⇔ A ∪ (B ∪ C) = (A ∪ B) ∪ C ([[ECE600_F13_set_theory_review_proof3_mhossain|proof]])
# Intersection is associative ⇔ A ∩ (B ∩ C) = (A ∩ B) ∩ C
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# Intersection is associative ⇔ A ∩ (B ∩ C) = (A ∩ B) ∩ C (the proof is similar to the one for the associative property of the union)
# Intersection is distributive over union ⇔ A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C)
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# Intersection is distributive over union ⇔ A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C) ([[ECE600_F13_set_theory_review_proof5_mhossain|proof]])
# Union is distributive over intersection ⇔ A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C)
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# Union is distributive over intersection ⇔ A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C) ([[ECE600_F13_set_theory_review_proof56_mhossain|proof]])
# (A')' = A
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# (A')' = A ([[Complement_of_complement_mh|proof]])
# DeMorgan's Law: (A ∩ B)' = A' ∪ B'
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# De Morgan's Law: (A ∩ B)' = A' ∪ B' ([[De_Morgans_law_part_2|proof]])
# DeMorgan's Law: (A ∪ B)' = A' ∩ B'
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# De Morgan's Law: (A ∪ B)' = A' ∩ B' ([[De_Morgans_law_part_1|proof]])
# ''S''' = Ø, where ''S'' is the sample space
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# ''S''' = Ø, where ''S'' is the sample space (proof)
# A ∩ S = A
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# A ∩ S = A ([[Intersection_with_universal_set_mh|proof]])
# A ∩ Ø = Ø
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# A ∩ Ø = Ø ([[Intersection_with_empty_set_mh|proof]])
# A ∪ S = S
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# A ∪ S = S ([[Union_with_universal_set_mh|proof]])
# A ∪ Ø = A
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# A ∪ Ø = A ([[Union_with_empty_set_mh|proof]])
# A ∪ A' = S
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# A ∪ A' = S (proof)
# A ∩ A' = Ø
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# A ∩ A' = Ø (proof)
  
  
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* A set is '''uncountable''' if it is not finite or countable. A set that is uncountable cannot be written as <math>\{x_1,x_2,...\}</math>. Note that the set of reals as well as any interval in R is uncountable.  
 
* A set is '''uncountable''' if it is not finite or countable. A set that is uncountable cannot be written as <math>\{x_1,x_2,...\}</math>. Note that the set of reals as well as any interval in R is uncountable.  
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 +
Note that a finite or countable space (a collection of  sets) may contain elements that are uncountable. For example the set {Ø,[0,1]} is a finite set with 2 elements but the interval [0,1] is uncountable.
  
 
If you are interested to learn more about countable and uncountable sets, you may find this [[Math_Squad_infinity_review_of_set_theory_countablity_mhossain_S13|Math Squad tutorial]] useful.
 
If you are interested to learn more about countable and uncountable sets, you may find this [[Math_Squad_infinity_review_of_set_theory_countablity_mhossain_S13|Math Squad tutorial]] useful.
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* finite: <math>I=\{1,...,n\}</math> for some finite natural number n so that the collection of sets is <math>I=\{A_1,...,A_n\}</math>
 
* finite: <math>I=\{1,...,n\}</math> for some finite natural number n so that the collection of sets is <math>I=\{A_1,...,A_n\}</math>
  
* countable: <math>I</math> is the set of natural numbers i.e. <math>I=\{1,2,3,...\}</math>, so the collection is <math>\{A)_1,A_2,A_3,...\}</math>
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* countable: <math>I</math> is the set of natural numbers i.e. <math>I=\{1,2,3,...\}</math>, so the collection is <math>\{A_1,A_2,A_3,...\}</math>
  
*uncountable: so the collection is <math>\{A_{\alpha}, \alpha</math>∈<math>I\}</math>cfor an uncountable set <math>I</math>. If <math>I=R</math>, the set of reals, then the set in the collection can be written as <math>A_{\alpha}</math> for some real number <math>
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*uncountable: so the collection is <math>\{A_{\alpha}, \alpha</math>∈<math>I\}</math> for an uncountable set <math>I</math>. If <math>I=</math>'''R''', the set of reals, then the set in the collection can be written as <math>A_{\alpha}</math> for some real number <math>
 
\alpha</math>
 
\alpha</math>
  
  
 
'''Definition''' <math>\qquad</math> '''The union of an indexed family of sets''' is defined as <br/>
 
'''Definition''' <math>\qquad</math> '''The union of an indexed family of sets''' is defined as <br/>
<center><math>\bigcup_{i \in I} A_i = \{\omega \in \mathcal{S}:\omega\in A_i \; for \; at \; least \; one \; i\in I \}</math></center><br/>
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<center><math>\bigcup_{i \in I} A_i = \{\omega \in \mathcal{S}:\omega\in A_i \;\mbox{for at least one} \; i\in I \}</math></center><br/>
 
Note that if <math>I</math> is finite, we can write the union as <br/>
 
Note that if <math>I</math> is finite, we can write the union as <br/>
 
<center><math>\bigcup_{i \in I}^n A_i</math></center>
 
<center><math>\bigcup_{i \in I}^n A_i</math></center>
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==[[Talk:ECE600_F13_set_theory_review_mhossain|Questions and comments]]==
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If you have any questions, comments, etc. please post them on [[Talk:ECE600_F13_set_theory_review_mhossain|this page]]
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----
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[[ECE600_F13_notes_mhossain|Back to all ECE 600 notes]]<br/>
 +
[[ECE600_F13_probability_spaces_mhossain|Next Topic: Probability Spaces]]

Latest revision as of 12:10, 21 May 2014

Back to all ECE 600 notes
Next Topic: Probability Spaces


The Comer Lectures on Random Variables and Signals

Slectures by Maliha Hossain

Topic 1: Set Theory Review



Definitions and Notation

Definition $ \qquad $ A set is a collection of objects called elements, numbers or points.

Notation $ \qquad $ $ \omega $$ A $ means $ \omega $ is an element of the set $ A $. $ \omega $$ A $ means $ \omega $ is not in the set $ A $.

There are two common ways to specify a set:

  • Explicitly list all elements, e.g. $ \{1,2,3,4,5,6\} $
  • Specify a rule for membership, e.g. $ A=\{\omega $$ Z:1 $$ \omega $$ 6\} $, i.e. the set of all integers between 1 and 6 inclusive. I prefer this notation for large or infinite sets.

Note that there is always a set that contains every possible element of interest. This set, along with some structure imposed upon the set, is called a space, denoted

$ \mathcal{S} $ $ \qquad $ or $ \qquad $ $ \Omega .\ $

Definition $ \qquad $ Let $ A $ and $ B $ be two sets. Then,

$ \begin{align} A = B &\Longleftrightarrow \omega \in A \Rightarrow \omega \in B \;\mbox{and}\; \omega \in B \Rightarrow \omega \in A \\ &\Longleftrightarrow A \subset B \;\mbox{and}\; B \subset A \end{align} $

The proof that the second statement is equivalent is trivial and follows from the definition of the term subset, which is presented shortly.

If $ A $ and $ B $ are not equal, we write

$ A\neq B $

Definition $ \qquad $ If $ \omega $$ A $$ \omega $$ B $, then $ A $ is said to be a subset of $ B $. if If $ B $ contains at least one element that is not in $ A $, then $ A $ is a proper subset of $ B $. We will simply call $ A $ a subset of $ B $ in either case, and write $ A $$ B $.

Definition $ \qquad $ the set with not elements is called the empty set, or null set and is denoted Ø or {}.



Venn Diagrams

A Venn diagram is a graphical representation of sets. It can be useful to gain insight into a problem, but cannot be used as a proof.

Fig 1: An example of a Venn diagram



Set Operations

Definition $ \qquad $ The intersection of sets $ A $ and is defined as

$ A\cap B \equiv \{\omega \in \mathcal{S}: \omega \in A\; \mbox{and}\; \omega \in B\} $
Fig 2: A∩B is shown in green


Definition $ \qquad $ The union of sets $ A $ and is defined as

$ A\cup B \equiv \{\omega \in \mathcal{S}: \omega \in A \;\mbox{or}\; \omega \in B \; \mbox{or both}\} $
Fig 3: A∪B is shown in green


Definition $ \qquad $ The complement of a set $ A $, denoted $ A^c $, Ā, or A' is defined as

$ A^c \equiv \{\omega \in \mathcal{S}: \omega \notin A\} $
Fig 4: $ A^c $ is shown in green


Definition $ \qquad $ The set difference $ A-B $ or A\B is defined as

$ A-B \equiv \{\omega \in \mathcal{S}: \omega \in A\;\mbox{and}\; \omega \notin B\} $

Note that

$ A-B=A\cap B^c $
Fig 5: $ A-B $ is shown in green


Definition $ \qquad $ Sets $ A $ and $ B $ are disjoint if $ A $ and $ B $ have not elements in common ie

$ A\cap B = \varnothing $

In figure 1, A and C are disjoint. B and C are also disjoint.



Algebra of Sets

  1. Union is commutative ⇔ A ∪ B = B ∪ A (proof)
  2. Intersection is commutative ⇔ A ∩ B = B ∩ A (proof)
  3. Union is associative ⇔ A ∪ (B ∪ C) = (A ∪ B) ∪ C (proof)
  4. Intersection is associative ⇔ A ∩ (B ∩ C) = (A ∩ B) ∩ C (the proof is similar to the one for the associative property of the union)
  5. Intersection is distributive over union ⇔ A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C) (proof)
  6. Union is distributive over intersection ⇔ A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C) (proof)
  7. (A')' = A (proof)
  8. De Morgan's Law: (A ∩ B)' = A' ∪ B' (proof)
  9. De Morgan's Law: (A ∪ B)' = A' ∩ B' (proof)
  10. S' = Ø, where S is the sample space (proof)
  11. A ∩ S = A (proof)
  12. A ∩ Ø = Ø (proof)
  13. A ∪ S = S (proof)
  14. A ∪ Ø = A (proof)
  15. A ∪ A' = S (proof)
  16. A ∩ A' = Ø (proof)



A Note on Sets of Different Sizes

We can categorize the sets we encounter three ways:

  • A set $ A $ is finite if it contains an finite number of elements, i.e. the number of elements in the set is some natural number $ n $. Then we can list the elements in $ A $; e.g. $ A = \{x_1,...,x_n\} $.
  • A set is countable if its elements can be put into a one-to-one correspondence (a bijection) with the integers. In this course when, we say countable, we mean countably infinite. We may write $ A=\{x_1,x_2,...\} $. The set of rationals is a countable set.
  • A set is uncountable if it is not finite or countable. A set that is uncountable cannot be written as $ \{x_1,x_2,...\} $. Note that the set of reals as well as any interval in R is uncountable.

Note that a finite or countable space (a collection of sets) may contain elements that are uncountable. For example the set {Ø,[0,1]} is a finite set with 2 elements but the interval [0,1] is uncountable.

If you are interested to learn more about countable and uncountable sets, you may find this Math Squad tutorial useful.

We will often consider indexed collections of sets such as

$ \{A_i, i\in I\} $

where $ I $ is called the index set.

The index set can be

  • finite: $ I=\{1,...,n\} $ for some finite natural number n so that the collection of sets is $ I=\{A_1,...,A_n\} $
  • countable: $ I $ is the set of natural numbers i.e. $ I=\{1,2,3,...\} $, so the collection is $ \{A_1,A_2,A_3,...\} $
  • uncountable: so the collection is $ \{A_{\alpha}, \alpha $$ I\} $ for an uncountable set $ I $. If $ I= $R, the set of reals, then the set in the collection can be written as $ A_{\alpha} $ for some real number $ \alpha $


Definition $ \qquad $ The union of an indexed family of sets is defined as

$ \bigcup_{i \in I} A_i = \{\omega \in \mathcal{S}:\omega\in A_i \;\mbox{for at least one} \; i\in I \} $

Note that if $ I $ is finite, we can write the union as

$ \bigcup_{i \in I}^n A_i $

If $ I $ is countable, we can write the union as

$ \bigcup_{i \in I}^{\infty} A_i $

If $ I $ is uncountable, we can write the union as

$ \bigcup_{i \in I} A_i $
as in the definition.


Definition $ \qquad $ The intersection of an indexed family of sets is defined as

$ \bigcap_{i \in I} A_i = \{\omega \in \mathcal{S}:\omega\in A_i \; \forall \; i\in I \} $

Note that if $ I $ is finite, we can write the intersection as

$ \bigcap_{i \in I}^n A_i $

If $ I $ is countable, we can write the intersection as

$ \bigcap_{i \in I}^{\infty} A_i $

If $ I $ is uncountable, we can write the intersection as

$ \bigcap_{i \in I} A_i $
.


Definition $ \qquad $ $ \{A_i, i $$ I\} $ is disjoint if $ A_i $$ A_j $ = Ø ∀ i,j∈I, i≠j.


Definition $ \qquad $ the collection $ \{A_i, i $$ I\} $ is a partition of S, the sample space, if it is disjoint and if

$ \bigcup_{i \in I} A_i = \mathcal{S} $



References



Questions and comments

If you have any questions, comments, etc. please post them on this page



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