Dynkin system/Definition 2

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\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

  1. Jump up Recall this means A_{n}\subseteq A_{n+1}

References

  1. Jump up Probability and Stochastics - Erhan Cinlar