Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2010/e/2/b/ii/solution

If and , the definition of the relation applies in particular to the fixed continuous map into the fixed Hausdorff space . It gives , hence . Thus is a union of whole equivalence classes, also called a saturation of a subset.
Always . Conversely, a point in shares its class with some , and the preceding argument places it in . Hence

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