Limit of increasing sequence of sets

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Definition

Given an increasing sequence of sets (An)n=1, we define the limit of the sequence as follows[1][2]:

  • lim where A is the limit of A_n, and A:=\bigcup_{n=1}^\infty A_n

This may be written as:

  • A_n\uparrow A[3]
    • I do not like this notation, as \uparrow only shows the notion of increasing, I prefer \nearrow as this 'combines' (in a very vector-like sense) the \rightarrow of limit and \uparrow of increasing.
  • A_n\nearrow A[2]
    • I prefer this notation, however I always explicitly write \lim_{n\rightarrow\infty}(A_n)=A myself, after letting (A_n)_{n=1}^\infty be an increasing sequence.

Alec's definition

When I encountered this in a book([2]) I didn't read on and formulated myself the definition of \lim_{n\rightarrow\infty}(A_n)=A if:

  • \forall x\in A\exists N\in\mathbb{N}\forall n\in\mathbb{N}[n> N\implies x\in A_n] and
  • \forall n\in\mathbb{N}[A_n\subseteq A]

Notice the first one alone is insufficient as any subset of some A_n will satisfy it, so I formulated the second. The first also contains the increasing sequence idea as it requires after a certain index all sets contain x.

[Expand]

Proof that \lim_{n\rightarrow\infty}(A_n)=A:=\bigcup_{i=1}^\infty A_n\iff those two conditions.

References

  1. Jump up https://proofwiki.org/wiki/Definition:Limit_of_Increasing_Sequence_of_Sets - taken from book I left at home! - Measures, integrals and Martingales
  2. Jump up to: 2.0 2.1 2.2 Probability and Stochastics - Erhan Cinlar
  3. Jump up Measures, Integrals and Martingales - CHECK THIS REF