Difference between revisions of "Dynkin system"

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(Created page with "==Definition== {{Extra Maths}}Given a set {{M|X}} and a family of subsets of {{M|X}}, which we shall denote {{M|\mathcal{D}\subseteq\mathcal{P}(X)}} is a ''Dynkin system''<ref...")
 
m (Proof of equivalence of definitions: Updating to modern style)
 
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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}}Given a set {{M|X}} and a family of subsets of {{M|X}}, which we shall denote {{M|\mathcal{D}\subseteq\mathcal{P}(X)}} is a ''Dynkin system''<ref name="MIM">Rene L. Schilling - Measures, Integrals and Martingales</ref> if:
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===[[Dynkin system/Definition 1|First Definition]]===
* {{M|X\in\mathcal{D} }}
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{{Extra Maths}}{{:Dynkin system/Definition 1}}
* For any {{M|D\in\mathcal{D} }} we have {{M|D^c\in\mathcal{D} }}
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===[[Dynkin system/Definition 2|Second Definition]]===
* For any {{M|1=(D_n)_{n=1}^\infty\subseteq\mathcal{D} }} is a [[Sequence|sequence]] of [[Pairwise disjoint|pairwise disjoint sets]] we have {{M|1=\udot_{n=1}^\infty D_n\in\mathcal{D} }}
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{{:Dynkin system/Definition 2}}
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==Proof of equivalence of definitions==
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{{Begin Inline Theorem}}
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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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{{Begin Inline Proof}}
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{{:Dynkin system/Proof that definitions 1 and 2 are equivalent}}
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{{End Proof}}{{End Theorem}}
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==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]]
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* [[p-system|{{M|p}}-system]]
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* [[Conditions for a Dynkin system to be a sigma-algebra|Conditions for a {{M|d}}-system to be a {{sigma|algebra}}]]
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==Notes==
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<references group="Note"/>
 
==References==
 
==References==
 
<references/>
 
<references/>
 
{{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

\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