北大经济中心数理经济学讲义.pdfVIP

Lecture Note #1 Chapter 1 Set Theory and Properties of Rn 1.1 Set-Theoretic Notation and Concepts a ∈A a ∉A A ⊆B A={ x ∈X | x satisfies P} The set of real number R, the set of nonnegative real number R+ , the set of positive real number R++ . 1.1 Definitions. Suppose that a and b are real numbers, and that a ≤b. Then we define: 1. [a, b] the closed interval from a to b by [a, b]={ x ∈R | a ≤x ≤b} 2. ]a,b[ the open interval from a to b by ]a, b[={ x ∈R | a x b} 3. the half-open intervals from a to b by ]a, b]= {x ∈R | a x ≤b} and [a, b[= {x ∈R | a ≤x b} The Cartesian product of A and B is defined by A ×B {(a,b) | a ∈A b ∈B} R 2 ≡R ×R is two-dimensional Euclidean space. Similarly define R n . n Cartesian product of A , A ,...A is written as A 1 2 n ∏i 1 i The union of A and B, A ∪B , is defined as A ∪B {x | x ∈A or x ∈B}. The intersection of A and B, A ∩B , is defined as A ∩B {x | x ∈A and x ∈B}. The set-theoretic difference of A and B, A \ B , is defined as A \ B {x | x ∈A and x ∉B}. Sets A and B are said to be disjoint iff A ∩B ∅. If all of the sets under discussion are subsets of some “universal set” S, for a set A ⊂S , we define the complement of A, A c , by A c S \ A ≡{x ∈S | x ∉A } . 1.2 Proposition. If A, B, and C are subsets of S, then: 1 1. A ⊆B ⇔B c ⊆A c , c c 2. ∅ S , S ∅, 3. A ∪A c S , A ∩A c ∅, 4. (A c )c A , 5. A \ B A ∩B c , 6. A ∩B ∅⇔A ⊆B c ⇔B ⊆A c , 7. A ∩B ⊆A , A ∩B ⊆B , 8.