Difference between revisions of "Dynkin system"
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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== | ||
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===[[Dynkin system/Definition 2|Second Definition]]=== | ===[[Dynkin system/Definition 2|Second Definition]]=== | ||
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==Proof of equivalence of definitions== | ==Proof of equivalence of definitions== | ||
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{{:Dynkin system/Proof that definitions 1 and 2 are equivalent}} | {{:Dynkin system/Proof that definitions 1 and 2 are equivalent}} | ||
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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.
Contents
[hide]Definition
First Definition
Given a set X and a family of subsets of X, which we shall denote D⊆P(X) is a Dynkin system[2] if:
- X∈D
- For any D∈D we have Dc∈D
- For any (Dn)∞n=1⊆D is a sequence of pairwise disjoint sets we have ∪⋅∞n=1Dn∈D
Second Definition
Given a set X and a family of subsets of X we denote D⊆P(X) is a Dynkin system[3] on X if:
- X∈D
- ∀A,B∈D[B⊆A⟹A−B∈D]
- Given a sequence (An)∞n=1⊆D that is increasing[Note 1] and has limn→∞(An)=A we have A∈D
Proof of equivalence of definitions
Immediate results
See also
- Dynkin system generated by
- Types of set algebras
- p-system
- Conditions for a d-system to be a σ-algebra
Notes
- Jump up ↑ Recall this means An⊆An+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