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 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}}
 
==Proof of equivalence of definitions==
 
==Proof of equivalence of definitions==
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{{Begin Inline Theorem}}
Proof of claim
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'''[[Dynkin system/Proof that definitions 1 and 2 are equivalent|Claim]]: ''' Definition 1 {{M|\iff}} Definition 2
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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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==Immediate results==
 
==Immediate results==
 
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{{Definition|Measure Theory}}
 
{{Definition|Measure Theory}}
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[[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

Given a set X and a family of subsets of X, which we shall denote DP(X) is a Dynkin system[2] if:

  • XD
  • For any DD we have DcD
  • For any (Dn)n=1D is a sequence of pairwise disjoint sets we have n=1DnD

Second Definition

Given a set X and a family of subsets of X we denote DP(X) is a Dynkin system[3] on X if:

  • XD
  • A,BD[BAABD]
  • Given a sequence (An)n=1D that is increasing[Note 1] and has limn(An)=A we have AD

Proof of equivalence of definitions

[Expand]

Claim: Definition 1 Definition 2


Immediate results

[Expand]

  • D

See also

Notes

  1. Jump up Recall this means AnAn+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