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==
===[[Dynkin system/Definition 1|First Definition]]===
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===[[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}}

Second Definition

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

  • XD
  • A,BD[BAABD]
  • Given a sequence (An)n=1D that is increasing[Note 1] and has lim we have A\in\mathcal{D}

Proof of equivalence of definitions

[Expand]

Proof of claim

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 Probability and Stochastics - Erhan Cinlar