Difference between revisions of "Dynkin system"
From Maths
(→First Definition) |
m (Reverted edits by JessicaBelinda133 (talk) to last revision by Alec) |
||
Line 1: | Line 1: | ||
'''Note: '''a Dynkin system is also called a "{{M|d}}-system"<ref>Probability and Stochastics - Erhan Cinlar</ref> and the page [[d-system]] just redirects here. | '''Note: '''a Dynkin system is also called a "{{M|d}}-system"<ref>Probability and Stochastics - Erhan Cinlar</ref> and the page [[d-system]] just redirects here. | ||
==Definition== | ==Definition== | ||
− | ===[[Dynkin | + | ===[[Dynkin system/Definition 1|First Definition]]=== |
− | + | {{Extra Maths}}{{:Dynkin system/Definition 1}} | |
===[[Dynkin system/Definition 2|Second Definition]]=== | ===[[Dynkin system/Definition 2|Second Definition]]=== | ||
{{:Dynkin system/Definition 2}} | {{:Dynkin system/Definition 2}} |
Revision as of 16:29, 23 August 2015
Note: a Dynkin system is also called a "d-system"[1] and the page d-system just redirects here.
Contents
[hide]Definition
First Definition
\newcommand{\bigudot}{ \mathchoice{\mathop{\bigcup\mkern-15mu\cdot\mkern8mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}} }\newcommand{\udot}{\cup\mkern-12.5mu\cdot\mkern6.25mu\!}\require{AMScd}\newcommand{\d}[1][]{\mathrm{d}^{#1} }Given a set X and a family of subsets of X, which we shall denote \mathcal{D}\subseteq\mathcal{P}(X) is a Dynkin system[2] if:
- X\in\mathcal{D}
- For any D\in\mathcal{D} we have D^c\in\mathcal{D}
- For any (D_n)_{n=1}^\infty\subseteq\mathcal{D} is a sequence of pairwise disjoint sets we have \udot_{n=1}^\infty D_n\in\mathcal{D}
Second Definition
Given a set X and a family of subsets of X we denote \mathcal{D}\subseteq\mathcal{P}(X) is a Dynkin system[3] on X if:
- X\in\mathcal{D}
- \forall A,B\in\mathcal{D}[B\subseteq A\implies A-B\in\mathcal{D}]
- Given a sequence (A_n)_{n=1}^\infty\subseteq\mathcal{D} that is increasing[Note 1] and has \lim_{n\rightarrow\infty}(A_n)=A we have A\in\mathcal{D}
Proof of equivalence of definitions
[Expand]
Proof of claim
Immediate results
See also
- Dynkin system generated by
- Types of set algebras
- p-system
- Conditions for a d-system to be a \sigma-algebra
Notes
- Jump up ↑ Recall this means A_{n}\subseteq A_{n+1}
References
- Jump up ↑ Probability and Stochastics - Erhan Cinlar
- Jump up ↑ Measures, Integrals and Martingales - René L. Schilling
- Jump up ↑ Probability and Stochastics - Erhan Cinlar