Difference between revisions of "Dynkin system"

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(First Definition)
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'''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 systeyesnkin system/Definition 1}}
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===[[Dynkin system/Definition 1|First Definition]]===
 
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{{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.

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

[Expand]

  • \emptyset\in\mathcal{D}

See also

Notes

  1. Jump up Recall this means A_{n}\subseteq A_{n+1}

References

  1. Jump up Probability and Stochastics - Erhan Cinlar
  2. Jump up Measures, Integrals and Martingales - René L. Schilling
  3. Jump up Probability and Stochastics - Erhan Cinlar