SigmaField
Mathematical Foundations for Quant Finance
0 of 256 lessons
    1. PG6.1 Sets and set operations, provedProof · 30 min
    2. PG6.2 Injective, surjective and bijective mapsProof · 30 min
    3. PG6.3 Countable setsProof · 30 min
    4. PG6.4 Uncountable sets, and infinitely many coin tossesProof · 30 min
    5. PG6.5 Stage review: sets, maps and sizesProof · 30 min
Proof Gym overview →

Proof Gym PG6 Sets and functions Lesson 5 of 5

ProofLesson PG6.5 in the Proof Gym, stage PG6: Sets and functions. About 30 minutes.

Stage review: sets, maps and sizes

Simulate

Check the first claim with numbers

This review asks for three proofs: one about sets, one about maps and one about sizes. The first is a law that lets you multiply out set expressions, as with numbers.

The cell tries all 512 triples of subsets of {1,2,3}\{1, 2, 3\}. It also tries a careless version, with the second AA left out.

⌘/Ctrl + Enter runs the cell

The law holds for all 512 triples. The careless version, (A∩B)∪C(A \cap B) \cup C, fails for 296 of them.

Conjecture

The distributive law. For any sets AA, BB and CC,

A∩(B∪C)=(A∩B)∪(A∩C)\begin{gathered} A \cap (B \cup C) \\ = (A \cap B) \cup (A \cap C) \end{gathered}

Every triple of subsets of one three-element set. The proof must work for any sets.

Format 4

Write it

Prove that A∩(B∪C)=(A∩B)∪(A∩C)A \cap (B \cup C) = (A \cap B) \cup (A \cap C) for any sets AA, BB and CC, by double inclusion as in lesson PG6.1.

Saved in this browser as you type.

Write your own first: a proof you have tried to write teaches far more than one you only read.

Simulate

Check the second claim

Lesson PG6.2 showed that a chain of injective maps is injective, and that g∘fg \circ f can be injective when gg is not. What about the inner map ff? The cell tries every ff from a 2-element set to a 3-element set, with every gg from there to a 3-element set.

⌘/Ctrl + Enter runs the cell

In all 243 pairs, ff is injective whenever g∘fg \circ f is. The outer map gg need not be: in 72 pairs, g∘fg \circ f is injective but gg is not.

Conjecture

If f:X→Yf: X \to Y and g:Y→Zg: Y \to Z, and g∘fg \circ f is injective, then ff is injective.

Every pair of maps between three small sets. The proof must work for any sets, and must use only the injectivity of g∘fg \circ f.

Format 4

Write it

Prove that if g∘fg \circ f is injective, then ff is injective. Start from two inputs of ff with the same output.

Saved in this browser as you type.

Write your own first: a proof you have tried to write teaches far more than one you only read.

Simulate

Check the third claim

A subset SS of N\mathbb{N} can be written as a toss sequence: toss nn is H when n∈Sn \in S and T when n∉Sn \notin S. For subsets of {1,2,3,4}\{1, 2, 3, 4\} the sequences have 4 tosses, and the cell checks that this pairs the subsets off with the sequences.

⌘/Ctrl + Enter runs the cell

The 16 subsets give 16 different sequences, all 16 there are: {1,3}\{1, 3\} becomes HTHT, and the empty set TTTT. A set of kk elements has 2k2^k subsets, far more than kk: 1,048,576 for k=20k = 20.

Conjecture

The set of all subsets of N\mathbb{N} is uncountable.

Finite sets only. For N\mathbb{N} itself, the proof combines this pairing with lesson PG6.4.

Format 4

Write it

Prove that the subsets of N\mathbb{N} cannot be listed. Use lesson PG6.4, and the map φ\varphi that sends a subset SS to the toss sequence with H at place nn exactly when n∈Sn \in S.

Saved in this browser as you type.

Write your own first: a proof you have tried to write teaches far more than one you only read.

The diagonal idea goes further. For any set XX, no map from XX onto its set of subsets exists: this is Cantor's theorem, proved in the further reading. So there is no largest infinite size.

Summary card

  • To prove two sets equal, prove each is a subset of the other, splitting into cases where an "or" appears.
  • If g∘fg \circ f is injective, then ff is injective; gg need not be.
  • A map onto a set carries a list of its inputs to a list of its outputs. So if the outputs cannot be listed, neither can the inputs.
  • The subsets of N\mathbb{N} match the infinite toss sequences, so they are uncountable.

Free further reading

Optional. This lesson covers what you need; these add more examples and practice. All are free to read.