Solution

ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2010/e/e3/a/iii/solution

Use the separation definition in (i). If had a separation , the intersections with each connected show that lies wholly in one side. Choose one nonempty ; every other intersects it and must lie on that same side. Thus the other side is empty, a contradiction. If the union is empty it is connected by definition. Therefore .

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