Dynkin system/Definition 2
From Maths
\newcommand{\bigudot}{ \mathchoice{\mathop{\bigcup\mkern-15mu\cdot\mkern8mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}} }\newcommand{\udot}{\cup\mkern-12.5mu\cdot\mkern6.25mu\!}\require{AMScd}\newcommand{\d}[1][]{\mathrm{d}^{#1} }Given a set X and a family of subsets of X we denote \mathcal{D}\subseteq\mathcal{P}(X) is a Dynkin system[1] on X if:
- X\in\mathcal{D}
- \forall A,B\in\mathcal{D}[B\subseteq A\implies A-B\in\mathcal{D}]
- Given a sequence (A_n)_{n=1}^\infty\subseteq\mathcal{D} that is increasing[Note 1] and has \lim_{n\rightarrow\infty}(A_n)=A we have A\in\mathcal{D}
Notes
- Jump up ↑ Recall this means A_{n}\subseteq A_{n+1}
References
- Jump up ↑ Probability and Stochastics - Erhan Cinlar