Dynkin system/Definition 2

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Given a set X and a family of subsets of X we denote DP(X) is a Dynkin system[1] on X if:

  • XD
  • A,BD[BAABD]
  • Given a sequence (An)n=1D that is increasing[Note 1] and has limn(An)=A we have AD

Notes

  1. Jump up Recall this means AnAn+1

References

  1. Jump up Probability and Stochastics - Erhan Cinlar