Difference between revisions of "Dynkin system"
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Revision as of 12:58, 27 July 2015
Definition
[math]\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}} }[/math][math]\newcommand{\udot}{\cup\mkern-12.5mu\cdot\mkern6.25mu\!}[/math][math]\require{AMScd}\newcommand{\d}[1][]{\mathrm{d}^{#1} }[/math]Given a set [ilmath]X[/ilmath] and a family of subsets of [ilmath]X[/ilmath], which we shall denote [ilmath]\mathcal{D}\subseteq\mathcal{P}(X)[/ilmath] is a Dynkin system[1] if:
- [ilmath]X\in\mathcal{D} [/ilmath]
- For any [ilmath]D\in\mathcal{D} [/ilmath] we have [ilmath]D^c\in\mathcal{D} [/ilmath]
- For any [ilmath](D_n)_{n=1}^\infty\subseteq\mathcal{D}[/ilmath] is a sequence of pairwise disjoint sets we have [ilmath]\udot_{n=1}^\infty D_n\in\mathcal{D}[/ilmath]
Immediate results
- [ilmath]\emptyset\in\mathcal{D} [/ilmath]
Proof:
- As [ilmath]\mathcal{D} [/ilmath] is closed under complements and [ilmath]X\in\mathcal{D} [/ilmath] by definition, [ilmath]X^c\in\mathcal{D} [/ilmath]
- [ilmath]X^c=\emptyset[/ilmath] so [ilmath]\emptyset\in\mathcal{D} [/ilmath]
This completes the proof.
See also
References
- ↑ Rene L. Schilling - Measures, Integrals and Martingales
