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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== |
− | ===[[Dynkin system/Definition 1|First Definition]]=== | + | ===[[Dynkin systeyesnkin system/Definition 1}} |
− | {{Extra Maths}}{{:Dynkin system/Definition 1}}
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| ===[[Dynkin system/Definition 2|Second Definition]]=== | | ===[[Dynkin system/Definition 2|Second Definition]]=== |
| {{:Dynkin system/Definition 2}} | | {{:Dynkin system/Definition 2}} |
Revision as of 07:45, 23 August 2015
Note: a Dynkin system is also called a "d-system"[1] and the page d-system just redirects here.
Definition
===[[Dynkin systeyesnkin system/Definition 1}}
Given a set X and a family of subsets of X we denote D⊆P(X) is a Dynkin system[2] 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 lim we have A\in\mathcal{D}
Proof of equivalence of definitions
[Expand]
Proof of claim
\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} }
TODO: Flesh out the algebra (blue boxes)
Definition 1 \implies definition 2
- Let \mathcal{D} be a subgroup satisfying definition 1, then I claim it satisfies definition 2. Let us check the conditions.
- X\in\mathcal{D} is satisfied by definition
- For A,B\in\mathcal{D} with B\subseteq A then A-B\in\mathcal{D}
- Note that A-B=(A^c\udot B)^c (this is not true in general, it requires B\subseteq AInclude ven diagram
- As by hypothesis \mathcal{D} is closed under complements and disjoint unions, we see that (A^c\udot B)^c\in\mathcal{D} thus
- we have A-B\in\mathcal{D}
- Given (A_n)_{n=1}^\infty\subseteq\mathcal{D} being an increasing sequence of subsets, we have \lim_{n\rightarrow\infty}(A_n)=A where A:=\bigcup_{n=1}^\infty A_n (See limit of an increasing sequence of sets for more information)
- Let (A_n)_{n=1}^\infty\subseteq\mathcal{D} be given.
- Define a new sequence of sets, (B_n)_{n=1}^\infty by:
- This is a pairwise disjoint sequence of sets.
- Now by hypothesis \bigudot_{n=1}^\infty B_n\in\mathcal{D}
- Note that \bigudot_{n=1}^\infty B_n=\bigcup_{n=1}^\infty A_n
- So we have \bigcup_{n=1}^\infty A_n\in\mathcal{D} := A, thus the limit is in \mathcal{D} - as required.
This completes the first half of the proof.
The second half isn't tricky, the only bit I recommend knowing is A\udot B=(A^c-B)^c
TODO: That second half
Immediate results
[Expand]
Proof:
- As \mathcal{D} is closed under complements and X\in\mathcal{D} by definition, X^c\in\mathcal{D}
- X^c=\emptyset so \emptyset\in\mathcal{D}
This completes the proof.
See also
Notes
- Jump up ↑ Recall this means A_{n}\subseteq A_{n+1}
References
- Jump up ↑ Probability and Stochastics - Erhan Cinlar
- Jump up ↑ Probability and Stochastics - Erhan Cinlar