The ring of sets generated by a semi-ring is the set containing the semi-ring and all finite disjoint unions

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Statement

Given a semi-ring of sets, [ilmath]\mathcal{F} [/ilmath], the ring generated by[Note 1] [ilmath]\mathcal{F} [/ilmath], written [ilmath]R(\mathcal{F})[/ilmath] is exactly the set [ilmath]\mathcal{F} [/ilmath] and all finite unions of elements of [ilmath]\mathcal{F} [/ilmath][1].

Recall the definitions of a ring of sets, a semi-ring of sets and the ring of sets generated by:

A Ring of sets is a non-empty class [ilmath]R[/ilmath][2] of sets such that:

  • [math]\forall A\in R\forall B\in R[A\cup B\in R][/math]
  • [math]\forall A\in R\forall B\in R[A-B\in R][/math]

[math]\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}} }[/math][math]\newcommand{\udot}{\cup\mkern-12.5mu\cdot\mkern6.25mu\!}[/math][math]\require{AMScd}\newcommand{\d}[1][]{\mathrm{d}^{#1} }[/math]

A collection of sets, [ilmath]\mathcal{F} [/ilmath][Note 2] is called a semi-ring of sets if[1]:

  1. [ilmath]\emptyset\in\mathcal{F}[/ilmath]
  2. [ilmath]\forall S,T\in\mathcal{F}[S\cap T\in\mathcal{F}][/ilmath]
  3. [ilmath]\forall S,T\in\mathcal{F}\exists(S_i)_{i=1}^m\subseteq\mathcal{F}[/ilmath][ilmath]\text{ pairwise disjoint}[/ilmath][ilmath][S-T=\bigudot_{i=1}^m S_i][/ilmath][Note 3] - this doesn't require [ilmath]S-T\in\mathcal{F} [/ilmath] note, it only requires that their be a finite collection of disjoint elements whose union is [ilmath]S-T[/ilmath].

Ring of sets generated by/Definition

Proof

The proof will have two distinct steps:

  1. Showing that [ilmath]\mathcal{F}_\cup:=\{(A_i)_{i=1}^m\ \vert\ m\in\mathbb{N}\ \wedge\ (A_i)_{i=1}^m\subseteq R\}[/ilmath] is indeed a ring
  2. Showing that [ilmath]\mathcal{F}_\cup=R(\mathcal{F})[/ilmath]
Grade: A
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Purpose

The main use of this theorem is to aid with extending a pre-measure on a semi-ring to a pre-measure. Defining a pre-measure on a semi-ring is often very easy, where as defining one on a ring is very tedious.

See also

Notes

  1. At the time of writing the ring generated by page doesn't exist so I write this note to clarify.
    • The ring of sets generated by an arbitrary collection of sets is the smallest ring of sets containing every element in the arbitrary collection
  2. An F is a bit like an R with an unfinished loop and the foot at the right. "Semi Ring".
  3. Usually the finite sequence [ilmath] ({ S_i })_{ i = m }^{ \infty }\subseteq \mathcal{F} [/ilmath] being pairwise disjoint is implied by the [ilmath]\bigudot[/ilmath] however here I have been explicit. To be more explicit we could say:
    • [ilmath]\forall S,T\in\mathcal{F}\exists(S_i)_{i=1}^m\subseteq\mathcal{F}\left[\underbrace{\big(\forall i,j\in\{1,\ldots,m\}\subset\mathbb{N}[i\ne j\implies S_i\cap S_j=\emptyset]\big)}_{\text{the }S_i\text{ are pairwise disjoint} }\overbrace{\wedge}^\text{and}\left(S-T=\bigcup_{i=1}^m S_i\right)\right][/ilmath]
      • Caution:The statement: [ilmath]\forall S,T\in\mathcal{F}\exists(S_i)_{i=1}^m\subseteq\mathcal{F}\left[\big(\forall i,j\in\{1,\ldots,m\}\subset\mathbb{N}[i\ne j\implies S_i\cap S_j=\emptyset]\big)\implies\left(S-T=\bigcup_{i=1}^m S_i\right)\right][/ilmath] is entirely different
        • In this statement we are only declaring that a finite sequence exists, and if it is NOT pairwise disjoint, then we may or may not have [ilmath]S-T=\bigcup_{i=1}^mS_i[/ilmath]. We require that they be pairwise disjoint AND their union be the set difference of [ilmath]S[/ilmath] and [ilmath]T[/ilmath].

References

  1. 1.0 1.1 Measures, Integrals and Martingales - René L. Schilling
  2. Page 19 -Measure Theory - Paul R. Halmos