Dynkin system/Definition 2
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< Dynkin system
Revision as of 23:22, 2 August 2015 by Alec (Talk | contribs) (Created page with "<noinclude>{{Extra Maths}}</noinclude>Given a set {{M|X}} and a family of subsets of {{M|X}} we denote {{M|\mathcal{D}\subseteq\mathcal{P}(X)}} is a ''Dynkin system''<ref name...")
Given a set X and a family of subsets of X we denote D⊆P(X) is a Dynkin system[1] 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 limn→∞(An)=A we have A∈D
Notes
- Jump up ↑ Recall this means An⊆An+1
References
- Jump up ↑ Probability and Stochastics - Erhan Cinlar