Difference between revisions of "Dynkin system"

From Maths
Jump to: navigation, search
m
m (Proof of equivalence of definitions: Updating to modern style)
 
(3 intermediate revisions by 2 users not shown)
Line 6: Line 6:
 
{{:Dynkin system/Definition 2}}
 
{{:Dynkin system/Definition 2}}
 
==Proof of equivalence of definitions==
 
==Proof of equivalence of definitions==
{{Begin Theorem}}
+
{{Begin Inline Theorem}}
Proof of claim
+
'''[[Dynkin system/Proof that definitions 1 and 2 are equivalent|Claim]]: ''' Definition 1 {{M|\iff}} Definition 2
{{Begin Proof}}
+
{{Begin Inline Proof}}
 
{{:Dynkin system/Proof that definitions 1 and 2 are equivalent}}
 
{{:Dynkin system/Proof that definitions 1 and 2 are equivalent}}
 
{{End Proof}}{{End Theorem}}
 
{{End Proof}}{{End Theorem}}
 +
 
==Immediate results==
 
==Immediate results==
 
{{Begin Inline Theorem}}
 
{{Begin Inline Theorem}}
Line 30: Line 31:
 
<references/>
 
<references/>
 
{{Definition|Measure Theory}}
 
{{Definition|Measure Theory}}
 +
[[Category:Exemplary pages]]

Latest revision as of 01:54, 19 March 2016

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]

Claim: Definition 1 \iff Definition 2


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