Rewrite $ int_{{(a,b,c)in mathbb{R}^3text{ s.t. } a=b+c}}dP_{X,Y,Z}=1 $ as conditions on boxes in...












0












$begingroup$


Consider a 3-dimensional random vector $(X,Y,Z)$. Let $P_{X,Y,Z}$ be the probability distribution of $(X, Y, Z)$. Assume that
$$
int_{mathcal{S}}dP_{X,Y,Z}=1
$$

where $mathcal{S}equiv {(a,b,c)in mathbb{R}^3text{ s.t. } a=b+c}$.



My final goal: I'm interested in rewriting the condition $int_{mathcal{S}}dP_{X,Y,Z}=1$ as a collection of zero probability measure conditions on boxes in $mathbb{R}^3$. The idea is that any box in $mathbb{R}^3$ not intersecting the plane $mathcal{S}$ should have probability measure equal to zero. Therefore, if we consider enough of these boxes, we should be able to equivalently rewrite $int_{mathcal{S}}dP_{X,Y,Z}=1$.



For any two real numbers $(b,c)in mathbb{R}^2$, define the boxes $$B(b,c)equiv {(x,y,z)text{ s.t. } x> b+c, yleq b, zleq c}$$ and $$Q(b,c)equiv {(x,y,z)text{ s.t. } xleq b+c, y>b, z>c}$$



I would like your help to see whether the following claim and proof are correct, if not to fix them, if yes to make them more formal.



Claim:
$int_{mathcal{S}}dP_{X,Y,Z}=1$ if and only if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.



Proof:



Step 1: it is easy to see that if $int_{mathcal{S}}dP_{X,Y,Z}=1$ then $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.



Step 2: we now show that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then $int_{mathcal{S}}dP_{X,Y,Z}=1$.



Firstly, notice that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then
$$
P_{X,Y,Z}(cup_{b,c} B(b,c))=0
$$

and
$$
P_{X,Y,Z}(cup_{b,c} Q(b,c))=0
$$



Secondly notice that $cup_{b,c} B(b,c)$ is the open [?] region above the plane $mathcal{S}$ and that $cup_{b,c} Q(b,c)$ is the open [?] region below the plane $mathcal{S}$. Hence
$$
{cup_{b,c} B(b,c)} cup {cup_{b,c} Q(b,c)}
$$

is the region that is complement to $mathcal{S}$ in $mathbb{R}^3$.



Therefore,
$int_{mathcal{S}}dP_{X,Y,Z}=1$.





From the comments below: I understand that the step 2 is wrong from the moment in which I take the union over $(b,c)$ because uncountable. Any hint on what to replace? A limit argument for example?










share|cite|improve this question











$endgroup$












  • $begingroup$
    What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
    $endgroup$
    – jochen
    Jan 19 at 17:15






  • 1




    $begingroup$
    @jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
    $endgroup$
    – STF
    Jan 19 at 18:37






  • 1




    $begingroup$
    Why is $dP$ defined on $S$ and not $mathbb R^2?$
    $endgroup$
    – zhw.
    Jan 19 at 19:11










  • $begingroup$
    "P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
    $endgroup$
    – Did
    Jan 19 at 19:48






  • 2




    $begingroup$
    The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
    $endgroup$
    – Did
    Jan 19 at 19:53
















0












$begingroup$


Consider a 3-dimensional random vector $(X,Y,Z)$. Let $P_{X,Y,Z}$ be the probability distribution of $(X, Y, Z)$. Assume that
$$
int_{mathcal{S}}dP_{X,Y,Z}=1
$$

where $mathcal{S}equiv {(a,b,c)in mathbb{R}^3text{ s.t. } a=b+c}$.



My final goal: I'm interested in rewriting the condition $int_{mathcal{S}}dP_{X,Y,Z}=1$ as a collection of zero probability measure conditions on boxes in $mathbb{R}^3$. The idea is that any box in $mathbb{R}^3$ not intersecting the plane $mathcal{S}$ should have probability measure equal to zero. Therefore, if we consider enough of these boxes, we should be able to equivalently rewrite $int_{mathcal{S}}dP_{X,Y,Z}=1$.



For any two real numbers $(b,c)in mathbb{R}^2$, define the boxes $$B(b,c)equiv {(x,y,z)text{ s.t. } x> b+c, yleq b, zleq c}$$ and $$Q(b,c)equiv {(x,y,z)text{ s.t. } xleq b+c, y>b, z>c}$$



I would like your help to see whether the following claim and proof are correct, if not to fix them, if yes to make them more formal.



Claim:
$int_{mathcal{S}}dP_{X,Y,Z}=1$ if and only if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.



Proof:



Step 1: it is easy to see that if $int_{mathcal{S}}dP_{X,Y,Z}=1$ then $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.



Step 2: we now show that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then $int_{mathcal{S}}dP_{X,Y,Z}=1$.



Firstly, notice that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then
$$
P_{X,Y,Z}(cup_{b,c} B(b,c))=0
$$

and
$$
P_{X,Y,Z}(cup_{b,c} Q(b,c))=0
$$



Secondly notice that $cup_{b,c} B(b,c)$ is the open [?] region above the plane $mathcal{S}$ and that $cup_{b,c} Q(b,c)$ is the open [?] region below the plane $mathcal{S}$. Hence
$$
{cup_{b,c} B(b,c)} cup {cup_{b,c} Q(b,c)}
$$

is the region that is complement to $mathcal{S}$ in $mathbb{R}^3$.



Therefore,
$int_{mathcal{S}}dP_{X,Y,Z}=1$.





From the comments below: I understand that the step 2 is wrong from the moment in which I take the union over $(b,c)$ because uncountable. Any hint on what to replace? A limit argument for example?










share|cite|improve this question











$endgroup$












  • $begingroup$
    What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
    $endgroup$
    – jochen
    Jan 19 at 17:15






  • 1




    $begingroup$
    @jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
    $endgroup$
    – STF
    Jan 19 at 18:37






  • 1




    $begingroup$
    Why is $dP$ defined on $S$ and not $mathbb R^2?$
    $endgroup$
    – zhw.
    Jan 19 at 19:11










  • $begingroup$
    "P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
    $endgroup$
    – Did
    Jan 19 at 19:48






  • 2




    $begingroup$
    The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
    $endgroup$
    – Did
    Jan 19 at 19:53














0












0








0


2



$begingroup$


Consider a 3-dimensional random vector $(X,Y,Z)$. Let $P_{X,Y,Z}$ be the probability distribution of $(X, Y, Z)$. Assume that
$$
int_{mathcal{S}}dP_{X,Y,Z}=1
$$

where $mathcal{S}equiv {(a,b,c)in mathbb{R}^3text{ s.t. } a=b+c}$.



My final goal: I'm interested in rewriting the condition $int_{mathcal{S}}dP_{X,Y,Z}=1$ as a collection of zero probability measure conditions on boxes in $mathbb{R}^3$. The idea is that any box in $mathbb{R}^3$ not intersecting the plane $mathcal{S}$ should have probability measure equal to zero. Therefore, if we consider enough of these boxes, we should be able to equivalently rewrite $int_{mathcal{S}}dP_{X,Y,Z}=1$.



For any two real numbers $(b,c)in mathbb{R}^2$, define the boxes $$B(b,c)equiv {(x,y,z)text{ s.t. } x> b+c, yleq b, zleq c}$$ and $$Q(b,c)equiv {(x,y,z)text{ s.t. } xleq b+c, y>b, z>c}$$



I would like your help to see whether the following claim and proof are correct, if not to fix them, if yes to make them more formal.



Claim:
$int_{mathcal{S}}dP_{X,Y,Z}=1$ if and only if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.



Proof:



Step 1: it is easy to see that if $int_{mathcal{S}}dP_{X,Y,Z}=1$ then $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.



Step 2: we now show that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then $int_{mathcal{S}}dP_{X,Y,Z}=1$.



Firstly, notice that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then
$$
P_{X,Y,Z}(cup_{b,c} B(b,c))=0
$$

and
$$
P_{X,Y,Z}(cup_{b,c} Q(b,c))=0
$$



Secondly notice that $cup_{b,c} B(b,c)$ is the open [?] region above the plane $mathcal{S}$ and that $cup_{b,c} Q(b,c)$ is the open [?] region below the plane $mathcal{S}$. Hence
$$
{cup_{b,c} B(b,c)} cup {cup_{b,c} Q(b,c)}
$$

is the region that is complement to $mathcal{S}$ in $mathbb{R}^3$.



Therefore,
$int_{mathcal{S}}dP_{X,Y,Z}=1$.





From the comments below: I understand that the step 2 is wrong from the moment in which I take the union over $(b,c)$ because uncountable. Any hint on what to replace? A limit argument for example?










share|cite|improve this question











$endgroup$




Consider a 3-dimensional random vector $(X,Y,Z)$. Let $P_{X,Y,Z}$ be the probability distribution of $(X, Y, Z)$. Assume that
$$
int_{mathcal{S}}dP_{X,Y,Z}=1
$$

where $mathcal{S}equiv {(a,b,c)in mathbb{R}^3text{ s.t. } a=b+c}$.



My final goal: I'm interested in rewriting the condition $int_{mathcal{S}}dP_{X,Y,Z}=1$ as a collection of zero probability measure conditions on boxes in $mathbb{R}^3$. The idea is that any box in $mathbb{R}^3$ not intersecting the plane $mathcal{S}$ should have probability measure equal to zero. Therefore, if we consider enough of these boxes, we should be able to equivalently rewrite $int_{mathcal{S}}dP_{X,Y,Z}=1$.



For any two real numbers $(b,c)in mathbb{R}^2$, define the boxes $$B(b,c)equiv {(x,y,z)text{ s.t. } x> b+c, yleq b, zleq c}$$ and $$Q(b,c)equiv {(x,y,z)text{ s.t. } xleq b+c, y>b, z>c}$$



I would like your help to see whether the following claim and proof are correct, if not to fix them, if yes to make them more formal.



Claim:
$int_{mathcal{S}}dP_{X,Y,Z}=1$ if and only if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.



Proof:



Step 1: it is easy to see that if $int_{mathcal{S}}dP_{X,Y,Z}=1$ then $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.



Step 2: we now show that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then $int_{mathcal{S}}dP_{X,Y,Z}=1$.



Firstly, notice that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then
$$
P_{X,Y,Z}(cup_{b,c} B(b,c))=0
$$

and
$$
P_{X,Y,Z}(cup_{b,c} Q(b,c))=0
$$



Secondly notice that $cup_{b,c} B(b,c)$ is the open [?] region above the plane $mathcal{S}$ and that $cup_{b,c} Q(b,c)$ is the open [?] region below the plane $mathcal{S}$. Hence
$$
{cup_{b,c} B(b,c)} cup {cup_{b,c} Q(b,c)}
$$

is the region that is complement to $mathcal{S}$ in $mathbb{R}^3$.



Therefore,
$int_{mathcal{S}}dP_{X,Y,Z}=1$.





From the comments below: I understand that the step 2 is wrong from the moment in which I take the union over $(b,c)$ because uncountable. Any hint on what to replace? A limit argument for example?







probability geometry probability-theory measure-theory lebesgue-measure






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Jan 20 at 9:34







STF

















asked Jan 16 at 15:41









STFSTF

11420




11420












  • $begingroup$
    What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
    $endgroup$
    – jochen
    Jan 19 at 17:15






  • 1




    $begingroup$
    @jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
    $endgroup$
    – STF
    Jan 19 at 18:37






  • 1




    $begingroup$
    Why is $dP$ defined on $S$ and not $mathbb R^2?$
    $endgroup$
    – zhw.
    Jan 19 at 19:11










  • $begingroup$
    "P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
    $endgroup$
    – Did
    Jan 19 at 19:48






  • 2




    $begingroup$
    The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
    $endgroup$
    – Did
    Jan 19 at 19:53


















  • $begingroup$
    What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
    $endgroup$
    – jochen
    Jan 19 at 17:15






  • 1




    $begingroup$
    @jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
    $endgroup$
    – STF
    Jan 19 at 18:37






  • 1




    $begingroup$
    Why is $dP$ defined on $S$ and not $mathbb R^2?$
    $endgroup$
    – zhw.
    Jan 19 at 19:11










  • $begingroup$
    "P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
    $endgroup$
    – Did
    Jan 19 at 19:48






  • 2




    $begingroup$
    The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
    $endgroup$
    – Did
    Jan 19 at 19:53
















$begingroup$
What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
$endgroup$
– jochen
Jan 19 at 17:15




$begingroup$
What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
$endgroup$
– jochen
Jan 19 at 17:15




1




1




$begingroup$
@jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
$endgroup$
– STF
Jan 19 at 18:37




$begingroup$
@jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
$endgroup$
– STF
Jan 19 at 18:37




1




1




$begingroup$
Why is $dP$ defined on $S$ and not $mathbb R^2?$
$endgroup$
– zhw.
Jan 19 at 19:11




$begingroup$
Why is $dP$ defined on $S$ and not $mathbb R^2?$
$endgroup$
– zhw.
Jan 19 at 19:11












$begingroup$
"P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
$endgroup$
– Did
Jan 19 at 19:48




$begingroup$
"P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
$endgroup$
– Did
Jan 19 at 19:48




2




2




$begingroup$
The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
$endgroup$
– Did
Jan 19 at 19:53




$begingroup$
The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
$endgroup$
– Did
Jan 19 at 19:53










1 Answer
1






active

oldest

votes


















1





+50







$begingroup$

In the following I will assume, that the random vector is $mathcal{B}(mathbb{R}^3)$ measurable.
Hence we can actually talk about the probability measure of the boxes you defined.



It actually holds a slightly stronger form of your claim:
begin{equation}
P_{(X,Y,Z)}(S)=1 Leftrightarrow P_{(X,Y,Z)}(B(b,c))=P_{(X,Y,Z)}(Q(b,c))=0 , forall ,(b,c)inmathbb{Q}^2
end{equation}

Proof: "$Rightarrow$" clear, since $B(b,c)cap S=emptyset=Q(b,c)cap S$.



"$Leftarrow$" First we show
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}B(b,c)={(x,y,z)inmathbb{R}^3|x>y+z}=:A_1 , .
end{equation}

"$subseteq$" clear



"$supseteq$" Let $(x,y,z)in A_1$, so $x>y+z$ and we can define $epsilon:=x-(y+z)>0$. Since $mathbb{Q}$ is dense in $mathbb{R}$ we can find $pin [y,y+epsilon/2)cap mathbb{Q}$ and $qin[z,z+epsilon/2)capmathbb{Q}$. With this we have $x=y+z+epsilon>p+q$, so $(x,y,z)in Q(p,q)$.



Similarly it holds that
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}Q(b,c)={(x,y,z)inmathbb{R}^3|x<y+z}=:A_2, .
end{equation}



Together we get that $S^c=A_1cup A_2$. Since $A_1$ and $A_2$ are disjoint and both a countable union of nullsets we get
begin{equation}
P_{(X,Y,Z)}(S^c)=0, .
end{equation}

qed



P.S. I don't have enough reputation to comment.






share|cite|improve this answer











$endgroup$













  • $begingroup$
    Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
    $endgroup$
    – STF
    Jan 20 at 15:21










  • $begingroup$
    Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
    $endgroup$
    – STF
    Jan 20 at 15:29










  • $begingroup$
    $mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
    $endgroup$
    – mortenmcfish
    Jan 20 at 16:02










  • $begingroup$
    I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
    $endgroup$
    – STF
    Jan 21 at 11:47










  • $begingroup$
    (2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
    $endgroup$
    – mortenmcfish
    Jan 21 at 13:10











Your Answer





StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");

StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);

StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});

function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});


}
});














draft saved

draft discarded


















StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3075884%2frewrite-int-a-b-c-in-mathbbr3-text-s-t-a-bc-dp-x-y-z-1-as%23new-answer', 'question_page');
}
);

Post as a guest















Required, but never shown

























1 Answer
1






active

oldest

votes








1 Answer
1






active

oldest

votes









active

oldest

votes






active

oldest

votes









1





+50







$begingroup$

In the following I will assume, that the random vector is $mathcal{B}(mathbb{R}^3)$ measurable.
Hence we can actually talk about the probability measure of the boxes you defined.



It actually holds a slightly stronger form of your claim:
begin{equation}
P_{(X,Y,Z)}(S)=1 Leftrightarrow P_{(X,Y,Z)}(B(b,c))=P_{(X,Y,Z)}(Q(b,c))=0 , forall ,(b,c)inmathbb{Q}^2
end{equation}

Proof: "$Rightarrow$" clear, since $B(b,c)cap S=emptyset=Q(b,c)cap S$.



"$Leftarrow$" First we show
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}B(b,c)={(x,y,z)inmathbb{R}^3|x>y+z}=:A_1 , .
end{equation}

"$subseteq$" clear



"$supseteq$" Let $(x,y,z)in A_1$, so $x>y+z$ and we can define $epsilon:=x-(y+z)>0$. Since $mathbb{Q}$ is dense in $mathbb{R}$ we can find $pin [y,y+epsilon/2)cap mathbb{Q}$ and $qin[z,z+epsilon/2)capmathbb{Q}$. With this we have $x=y+z+epsilon>p+q$, so $(x,y,z)in Q(p,q)$.



Similarly it holds that
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}Q(b,c)={(x,y,z)inmathbb{R}^3|x<y+z}=:A_2, .
end{equation}



Together we get that $S^c=A_1cup A_2$. Since $A_1$ and $A_2$ are disjoint and both a countable union of nullsets we get
begin{equation}
P_{(X,Y,Z)}(S^c)=0, .
end{equation}

qed



P.S. I don't have enough reputation to comment.






share|cite|improve this answer











$endgroup$













  • $begingroup$
    Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
    $endgroup$
    – STF
    Jan 20 at 15:21










  • $begingroup$
    Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
    $endgroup$
    – STF
    Jan 20 at 15:29










  • $begingroup$
    $mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
    $endgroup$
    – mortenmcfish
    Jan 20 at 16:02










  • $begingroup$
    I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
    $endgroup$
    – STF
    Jan 21 at 11:47










  • $begingroup$
    (2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
    $endgroup$
    – mortenmcfish
    Jan 21 at 13:10
















1





+50







$begingroup$

In the following I will assume, that the random vector is $mathcal{B}(mathbb{R}^3)$ measurable.
Hence we can actually talk about the probability measure of the boxes you defined.



It actually holds a slightly stronger form of your claim:
begin{equation}
P_{(X,Y,Z)}(S)=1 Leftrightarrow P_{(X,Y,Z)}(B(b,c))=P_{(X,Y,Z)}(Q(b,c))=0 , forall ,(b,c)inmathbb{Q}^2
end{equation}

Proof: "$Rightarrow$" clear, since $B(b,c)cap S=emptyset=Q(b,c)cap S$.



"$Leftarrow$" First we show
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}B(b,c)={(x,y,z)inmathbb{R}^3|x>y+z}=:A_1 , .
end{equation}

"$subseteq$" clear



"$supseteq$" Let $(x,y,z)in A_1$, so $x>y+z$ and we can define $epsilon:=x-(y+z)>0$. Since $mathbb{Q}$ is dense in $mathbb{R}$ we can find $pin [y,y+epsilon/2)cap mathbb{Q}$ and $qin[z,z+epsilon/2)capmathbb{Q}$. With this we have $x=y+z+epsilon>p+q$, so $(x,y,z)in Q(p,q)$.



Similarly it holds that
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}Q(b,c)={(x,y,z)inmathbb{R}^3|x<y+z}=:A_2, .
end{equation}



Together we get that $S^c=A_1cup A_2$. Since $A_1$ and $A_2$ are disjoint and both a countable union of nullsets we get
begin{equation}
P_{(X,Y,Z)}(S^c)=0, .
end{equation}

qed



P.S. I don't have enough reputation to comment.






share|cite|improve this answer











$endgroup$













  • $begingroup$
    Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
    $endgroup$
    – STF
    Jan 20 at 15:21










  • $begingroup$
    Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
    $endgroup$
    – STF
    Jan 20 at 15:29










  • $begingroup$
    $mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
    $endgroup$
    – mortenmcfish
    Jan 20 at 16:02










  • $begingroup$
    I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
    $endgroup$
    – STF
    Jan 21 at 11:47










  • $begingroup$
    (2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
    $endgroup$
    – mortenmcfish
    Jan 21 at 13:10














1





+50







1





+50



1




+50



$begingroup$

In the following I will assume, that the random vector is $mathcal{B}(mathbb{R}^3)$ measurable.
Hence we can actually talk about the probability measure of the boxes you defined.



It actually holds a slightly stronger form of your claim:
begin{equation}
P_{(X,Y,Z)}(S)=1 Leftrightarrow P_{(X,Y,Z)}(B(b,c))=P_{(X,Y,Z)}(Q(b,c))=0 , forall ,(b,c)inmathbb{Q}^2
end{equation}

Proof: "$Rightarrow$" clear, since $B(b,c)cap S=emptyset=Q(b,c)cap S$.



"$Leftarrow$" First we show
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}B(b,c)={(x,y,z)inmathbb{R}^3|x>y+z}=:A_1 , .
end{equation}

"$subseteq$" clear



"$supseteq$" Let $(x,y,z)in A_1$, so $x>y+z$ and we can define $epsilon:=x-(y+z)>0$. Since $mathbb{Q}$ is dense in $mathbb{R}$ we can find $pin [y,y+epsilon/2)cap mathbb{Q}$ and $qin[z,z+epsilon/2)capmathbb{Q}$. With this we have $x=y+z+epsilon>p+q$, so $(x,y,z)in Q(p,q)$.



Similarly it holds that
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}Q(b,c)={(x,y,z)inmathbb{R}^3|x<y+z}=:A_2, .
end{equation}



Together we get that $S^c=A_1cup A_2$. Since $A_1$ and $A_2$ are disjoint and both a countable union of nullsets we get
begin{equation}
P_{(X,Y,Z)}(S^c)=0, .
end{equation}

qed



P.S. I don't have enough reputation to comment.






share|cite|improve this answer











$endgroup$



In the following I will assume, that the random vector is $mathcal{B}(mathbb{R}^3)$ measurable.
Hence we can actually talk about the probability measure of the boxes you defined.



It actually holds a slightly stronger form of your claim:
begin{equation}
P_{(X,Y,Z)}(S)=1 Leftrightarrow P_{(X,Y,Z)}(B(b,c))=P_{(X,Y,Z)}(Q(b,c))=0 , forall ,(b,c)inmathbb{Q}^2
end{equation}

Proof: "$Rightarrow$" clear, since $B(b,c)cap S=emptyset=Q(b,c)cap S$.



"$Leftarrow$" First we show
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}B(b,c)={(x,y,z)inmathbb{R}^3|x>y+z}=:A_1 , .
end{equation}

"$subseteq$" clear



"$supseteq$" Let $(x,y,z)in A_1$, so $x>y+z$ and we can define $epsilon:=x-(y+z)>0$. Since $mathbb{Q}$ is dense in $mathbb{R}$ we can find $pin [y,y+epsilon/2)cap mathbb{Q}$ and $qin[z,z+epsilon/2)capmathbb{Q}$. With this we have $x=y+z+epsilon>p+q$, so $(x,y,z)in Q(p,q)$.



Similarly it holds that
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}Q(b,c)={(x,y,z)inmathbb{R}^3|x<y+z}=:A_2, .
end{equation}



Together we get that $S^c=A_1cup A_2$. Since $A_1$ and $A_2$ are disjoint and both a countable union of nullsets we get
begin{equation}
P_{(X,Y,Z)}(S^c)=0, .
end{equation}

qed



P.S. I don't have enough reputation to comment.







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited Jan 20 at 15:14

























answered Jan 20 at 14:08









mortenmcfishmortenmcfish

905




905












  • $begingroup$
    Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
    $endgroup$
    – STF
    Jan 20 at 15:21










  • $begingroup$
    Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
    $endgroup$
    – STF
    Jan 20 at 15:29










  • $begingroup$
    $mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
    $endgroup$
    – mortenmcfish
    Jan 20 at 16:02










  • $begingroup$
    I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
    $endgroup$
    – STF
    Jan 21 at 11:47










  • $begingroup$
    (2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
    $endgroup$
    – mortenmcfish
    Jan 21 at 13:10


















  • $begingroup$
    Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
    $endgroup$
    – STF
    Jan 20 at 15:21










  • $begingroup$
    Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
    $endgroup$
    – STF
    Jan 20 at 15:29










  • $begingroup$
    $mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
    $endgroup$
    – mortenmcfish
    Jan 20 at 16:02










  • $begingroup$
    I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
    $endgroup$
    – STF
    Jan 21 at 11:47










  • $begingroup$
    (2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
    $endgroup$
    – mortenmcfish
    Jan 21 at 13:10
















$begingroup$
Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
$endgroup$
– STF
Jan 20 at 15:21




$begingroup$
Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
$endgroup$
– STF
Jan 20 at 15:21












$begingroup$
Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
$endgroup$
– STF
Jan 20 at 15:29




$begingroup$
Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
$endgroup$
– STF
Jan 20 at 15:29












$begingroup$
$mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
$endgroup$
– mortenmcfish
Jan 20 at 16:02




$begingroup$
$mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
$endgroup$
– mortenmcfish
Jan 20 at 16:02












$begingroup$
I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
$endgroup$
– STF
Jan 21 at 11:47




$begingroup$
I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
$endgroup$
– STF
Jan 21 at 11:47












$begingroup$
(2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
$endgroup$
– mortenmcfish
Jan 21 at 13:10




$begingroup$
(2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
$endgroup$
– mortenmcfish
Jan 21 at 13:10


















draft saved

draft discarded




















































Thanks for contributing an answer to Mathematics Stack Exchange!


  • Please be sure to answer the question. Provide details and share your research!

But avoid



  • Asking for help, clarification, or responding to other answers.

  • Making statements based on opinion; back them up with references or personal experience.


Use MathJax to format equations. MathJax reference.


To learn more, see our tips on writing great answers.




draft saved


draft discarded














StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3075884%2frewrite-int-a-b-c-in-mathbbr3-text-s-t-a-bc-dp-x-y-z-1-as%23new-answer', 'question_page');
}
);

Post as a guest















Required, but never shown





















































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown

































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown







Popular posts from this blog

Mario Kart Wii

What does “Dominus providebit” mean?

Antonio Litta Visconti Arese