Conditions for a Dynkin system to be a sigma-algebra

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Statement

A Dynkin system [ilmath]\mathcal{D} [/ilmath] is a [ilmath]\sigma[/ilmath]-algebra if and only if[1] it is [ilmath]\cap[/ilmath]-closed[Note 1]

Proof


TODO: Easy enough, see p33 of [1] if stuck


Notes

  1. Recall this means "closed under finite intersections"

References

  1. 1.0 1.1 Measures, Integrals and Martingales