-hapter3- 11. Let (2, B, P) be ([0, 1], B([0, 1]), 1) where A is Lebesgue measure on [0, 1]. Define the process {X,,0

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chapter2- 11. Let (2, B, P) be ([0, 1], B([0, 1]), 2) where A is Lebesgue measure on
[0, 1]. Define the process {X,,0 <t< 1} by
0, if t #w,
X;(@) =
1,
if t = w.
Show that each X, is a random variable. What is the o-field generated by
{X1,0 <t < 1}?
Transcribed Image Text:chapter2- 11. Let (2, B, P) be ([0, 1], B([0, 1]), 2) where A is Lebesgue measure on [0, 1]. Define the process {X,,0 <t< 1} by 0, if t #w, X;(@) = 1, if t = w. Show that each X, is a random variable. What is the o-field generated by {X1,0 <t < 1}?
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