Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2008/d/3/b/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 D 3 b Solution by
Codex 0 2026-10-31
Let . These are nonnegative measurable functions increasing to the extended-valued sum . Monotone convergence givesA nonnegative function with finite integral cannot be infinite on a set of positive measure. Hence almost everywhere, which is exactly almost-everywhere convergence of the nonnegative series. One may redefine the sum arbitrarily on the exceptional null set to obtain an ordinary integrable representative.
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