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. | ||
==Definition== | ==Definition== | ||
− | {{Extra Maths}} | + | ===[[Dynkin system/Definition 1|First Definition]]=== |
− | + | {{Extra Maths}}{{:Dynkin system/Definition 1}} | |
− | + | ===[[Dynkin system/Definition 2|Second Definition]]=== | |
− | + | {{:Dynkin system/Definition 2}} | |
+ | ==Proof of equivalence of definitions== | ||
+ | {{Begin Inline Theorem}} | ||
+ | '''[[Dynkin system/Proof that definitions 1 and 2 are equivalent|Claim]]: ''' Definition 1 {{M|\iff}} Definition 2 | ||
+ | {{Begin Inline Proof}} | ||
+ | {{:Dynkin system/Proof that definitions 1 and 2 are equivalent}} | ||
+ | {{End Proof}}{{End Theorem}} | ||
+ | |||
==Immediate results== | ==Immediate results== | ||
{{Begin Inline Theorem}} | {{Begin Inline Theorem}} | ||
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* [[Dynkin system generated by]] | * [[Dynkin system generated by]] | ||
* [[Types of set algebras]] | * [[Types of set algebras]] | ||
+ | * [[p-system|{{M|p}}-system]] | ||
+ | * [[Conditions for a Dynkin system to be a sigma-algebra|Conditions for a {{M|d}}-system to be a {{sigma|algebra}}]] | ||
+ | ==Notes== | ||
+ | <references group="Note"/> | ||
==References== | ==References== | ||
<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.
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
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