Solution
ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2007/e/1/b/solution
Past exam of the probability, statistics and options I course of the University of Oxford 2007 E 1 b Solution by
Codex 0 2026-10-31
A metric space is sequentially compact if every sequence in it has a subsequence converging to a point of the same space. The sequence lies in , but every subsequence converges in to zero. Uniqueness of limits excludes an alternative limit inside , so the open interval is not sequentially compact.
For the product, take any sequence . sequential compactness of gives a subsequence . Apply sequential compactness of to the corresponding sequence to obtain a further subsequence . Passing to a subsequence preserves the convergence of the first coordinate, and thereforeThus is sequentially compact with the stated sum metric. Taking the second coordinate subsequence inside the first one is essential; two unrelated subsequences would not suffice.
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