Properties of classes of sets closed under set-subtraction

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Theorem statement

If [ilmath]\mathcal{A} [/ilmath] is a class of subsets of [ilmath]\Omega[/ilmath] such that[1]

  • [math]\forall A,B\in\mathcal{A}[A-B\in\mathcal{A}][/math] - that is closed under set-subtraction (or [ilmath]\backslash[/ilmath]-closed)

Then we have:

  1. [ilmath]\mathcal{A} [/ilmath] is [ilmath]\cap[/ilmath]-closed
  2. [ilmath]\mathcal{A} [/ilmath] is [ilmath]\sigma[/ilmath]-[ilmath]\cup[/ilmath]-closed[ilmath]\implies[/ilmath] [ilmath]\mathcal{A} [/ilmath] is [ilmath]\sigma[/ilmath]-[ilmath]\cap[/ilmath]-closed
  3. Any countable union of sets in [ilmath]\mathcal{A} [/ilmath] can be expressed as a countable disjoint union of sets in [ilmath]\mathcal{A} [/ilmath][Note 1]

Proof:




TODO: Page 3 in[1]


Notes

  1. Note that this doesn't require [ilmath]\mathcal{A} [/ilmath] to be closed under union, we can still talk about unions we just cannot know that the result of a union is in [ilmath]\mathcal{A} [/ilmath]

References

  1. 1.0 1.1 Probability Theory - A comprehensive course - Second Edition - Achim Klenke