Difference between revisions of "Conditions for a Dynkin system to be a sigma-algebra"

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(Created page with "==Statement== A Dynkin system {{M|\mathcal{D} }} is a algebra}} ''if and only if''<ref name="MIM">Measures, Integrals and Martingales</ref> it is...")
 
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==Statement==
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This page is intended to list different conditions for a [[Dynkin system]] (also called a {{M|d}}-system) to be a [[Sigma-algebra|{{sigma|algebra}}]]
A [[Dynkin system]] {{M|\mathcal{D} }} is a [[Sigma-algebra|{{Sigma|algebra}}]] ''if and only if''<ref name="MIM">Measures, Integrals and Martingales</ref> it is {{M|\cap}}-closed<ref group="Note">Recall this means "closed under finite intersections"</ref>
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==Conditions==
==Proof==
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* [[A collection of subsets is a sigma-algebra iff it is a Dynkin system and closed under finite intersections|A Dynkin system, {{M|\mathcal{D} }} is a {{sigma|algebra}} ''if and only if'' it is {{M|\cap}}-closed (which is to say it is also a {{M|p}}-system)]]<ref name="MIM">Measures, Integrals and Martingales</ref><ref name="PAS">Probability and Stochastics - Erhan Cinlar</ref>
{{Todo|Easy enough, see p33 of <ref name="MIM"/> if stuck}}
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==Notes==
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<references group="Note"/>
 
<references group="Note"/>
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==See also==
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* [[Conditions for a generated Dynkin system to be a sigma-algebra|Conditions for a generated Dynkin system to be a {{sigma|algebra}}]]
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==References==
 
==References==
 
<references/>
 
<references/>
 
{{Theorem Of|Measure Theory}}
 
{{Theorem Of|Measure Theory}}

Latest revision as of 22:56, 2 August 2015

This page is intended to list different conditions for a Dynkin system (also called a [ilmath]d[/ilmath]-system) to be a [ilmath]\sigma[/ilmath]-algebra

Conditions

See also

References

  1. Measures, Integrals and Martingales
  2. Probability and Stochastics - Erhan Cinlar