Difference between revisions of "Types of set algebras"

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{{Refactor notice|grade=A|msg=This page is currently being refactored after being unchanged for more than 14 months. the order of elements and subheadings are likely to change and elements will be moved to sub-pages [[User:Alec|Alec]] ([[User talk:Alec|talk]]) 20:06, 19 August 2016 (UTC)}}
 
==Measure theory perspective==
 
==Measure theory perspective==
In this table the class of sets {{M|\mathcal{A} }} is a collection of subsets from another set {{M|\Omega}}
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{{Extra Maths}}In this table the class of sets {{M|\mathcal{A} }} is a collection of subsets from another set {{M|\Omega}}
{| class="wikitable" border="1"
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{{/Type table}}
|-
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! System Type
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! Definition
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! Deductions
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|-
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! [[Ring of sets|Ring]]<ref name="PTACC">Probability Theory - A comprehensive course - second edition - Achim Klenke</ref><ref name="MTH">Measure Theory - Halmos</ref>
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|
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* {{M|\mathcal{A} }} is {{M|\backslash}}-closed<ref group="Note" name="\-closed">Closed under finite [[Set subtraction]]</ref>
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* {{M|\mathcal{A} }} is {{M|\cup}}-closed<ref group="Note" name="U-closed">Closed under finite [[Union]]</ref>
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|
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* {{M|\emptyset\in\mathcal{A} }}<ref group="Note">As given {{M|A\in\mathcal{A} }} we must have {{M|A-A\in\mathcal{A} }} and {{M|1=A-A=\emptyset}}</ref>
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|-
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! [[Sigma-ring|{{Sigma|ring}}]]<ref name="PTACC"/><ref name="MTH"/>
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|
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* {{M|\mathcal{A} }} is a ''ring''
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* {{M|\mathcal{A} }} is {{Sigma|{{M|\cup}}-closed}}<ref group="Note" name="sigma-U-closed">closed under finite or countably infinite union</ref>
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|
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* {{Sigma|{{M|\cap}}-closed}} also<ref group="Theorem" name="\-closed-consequences">Using [[Class of sets closed under set-subtraction properties]] we know that if {{M|\mathcal{A} }} is closed under [[Set subtraction]] then:
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* {{M|\mathcal{A} }} is {{M|\cap}}-closed
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* {{Sigma|{{M|\cup}}-closed}}{{M|\implies}}{{Sigma|{{M|\cap}}-closed}}</ref>
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|-
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! [[Algebra of sets|Algebra]]<ref name="PTACC"/><ref name="MTH"/>
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|
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* {{M|\mathcal{A} }} is closed under complements
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* {{M|\mathcal{A} }} is {{M|\cup}}-closed
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|
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* {{M|\mathcal{A} }} is {{M|\backslash}}-closed<ref group="Note">Note that {{M|1=A-B=A\cap B^c=(A^c\cup B)^c}} - or that {{M|1=A-B=(A^c\cup B)^c}} - so we see that being closed under union and complement means we have closure under set subtraction. </ref>
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* {{M|\Omega\in\mathcal{A} }}<ref group="Note">As we are closed under set subtraction we see that {{M|A-A\in\mathcal{A} }} and {{M|1=A-A=\emptyset}}, so {{M|\emptyset\in\mathcal{A} }} - but we are also closed under complements, so {{M|\emptyset^c\in\mathcal{A} }} and {{M|1=\emptyset^c=\Omega\in\mathcal{A} }}</ref>
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* {{M|\mathcal{A} }} is {{M|\cup}}-closed<ref group="Theorem" name="complement-closed-consequences">Using [[Class of sets closed under complements properties]] we see that if {{M|\mathcal{A} }} is closed under complements then:
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* {{M|\mathcal{A} }} is {{M|\cap}}-closed {{M|\iff}} {{M|\mathcal{A} }} is {{M|\cup}}-closed
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* {{M|\mathcal{A} }} is {{Sigma|{{M\cap}}-closed}} {{M|\iff}} {{M|\mathcal{A} }} is {{Sigma|{{M|\cup}}-closed}}</ref>
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|-
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! [[Sigma-algebra|{{Sigma|algebra}}]]<ref name="PTACC"/><ref name="MTH"/>
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* {{M|\mathcal{A} }} is an ''algebra''
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* {{M|\mathcal{A} }} is {{Sigma|{{M|\cup}}-closed}}
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* also {{Sigma|{{M|\cap}}-closed}}<ref group="Theorem" name="\-closed-consequences"/>
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|-
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! [[Semiring of sets|Semiring]]<ref name="PTACC"/>
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| colspan="2" rowspan="2" | {{Todo|Page 3 in<ref name="PTACC"/>}}
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|-
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! [[Dynkin system]]<ref name="PTACC"/>
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|}
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These types are all related and I have a nice diagram to remember this which uses arrow directions to 'encode' the difference. In my diagram upwards arrows indicate something to do with union, with {{M|\cup}}, downwards with {{M|\cap}} (think "make bigger"=up, which is union and "going down" being cap. A rightward slant means "sigma-whatever-the-vertical-direction-is" which means closed under countable whatever. Lastly, a horizontal arrow indicates membership, right means "contains entire set" and that's all that is used. Lastly:
 
These types are all related and I have a nice diagram to remember this which uses arrow directions to 'encode' the difference. In my diagram upwards arrows indicate something to do with union, with {{M|\cup}}, downwards with {{M|\cap}} (think "make bigger"=up, which is union and "going down" being cap. A rightward slant means "sigma-whatever-the-vertical-direction-is" which means closed under countable whatever. Lastly, a horizontal arrow indicates membership, right means "contains entire set" and that's all that is used. Lastly:
 
* All paths lead to ''{{Sigma|algebra}}''
 
* All paths lead to ''{{Sigma|algebra}}''
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==Other Notes==
 
==Other Notes==
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{{/Measure theory summary table}}
  
{| class="wikitable" border="1"
 
|-
 
! colspan="8" | Closed under
 
|-
 
! Type
 
! {{M|\sigma\in\mathcal{A} }}
 
! {{M|\bigcap}}
 
! {{M|\sigma}}-{{M|\bigcap}}
 
! {{M|\bigcup}}
 
! {{M|\sigma}}-{{M|\bigcup}}
 
! {{M|-}}
 
! {{M|C}}
 
|-
 
! Semi-Ring
 
|-
 
! Ring
 
|-
 
! {{Sigma|Ring}}
 
|-
 
! Algebra
 
|-
 
! Dynkin system
 
|-
 
! {{Sigma|Algebra}}
 
| #
 
| #
 
|
 
| X
 
| X
 
| #
 
|}
 
  
 
==Theorems used==
 
==Theorems used==

Latest revision as of 20:06, 19 August 2016

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This page is currently being refactored after being unchanged for more than 14 months. the order of elements and subheadings are likely to change and elements will be moved to sub-pages Alec (talk) 20:06, 19 August 2016 (UTC)

Measure theory perspective

[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]In this table the class of sets [ilmath]\mathcal{A} [/ilmath] is a collection of subsets from another set [ilmath]\Omega[/ilmath]

System Type Definition Deductions
Ring[1][2]
  • [ilmath]\mathcal{A} [/ilmath] is [ilmath]\backslash[/ilmath]-closed[Note 1]
  • [ilmath]\mathcal{A} [/ilmath] is [ilmath]\cup[/ilmath]-closed[Note 2]
  • [ilmath]\emptyset\in\mathcal{A} [/ilmath][Note 3]
[ilmath]\sigma[/ilmath]-ring[1][2]
  • [ilmath]\mathcal{A} [/ilmath] is a ring
  • [ilmath]\mathcal{A} [/ilmath] is [ilmath]\sigma[/ilmath]-[ilmath]\cup[/ilmath]-closed[Note 4]
  • [ilmath]\sigma[/ilmath]-[ilmath]\cap[/ilmath]-closed also[Theorem 1]
Algebra[1][2]
  • [ilmath]\mathcal{A} [/ilmath] is closed under complements
  • [ilmath]\mathcal{A} [/ilmath] is [ilmath]\cup[/ilmath]-closed
  • [ilmath]\mathcal{A} [/ilmath] is [ilmath]\backslash[/ilmath]-closed[Note 5]
  • [ilmath]\emptyset\in\mathcal{A} [/ilmath][Note 6]
  • [ilmath]\Omega\in\mathcal{A} [/ilmath][Note 7]
  • [ilmath]\mathcal{A} [/ilmath] is [ilmath]\cap[/ilmath]-closed[Theorem 2]
[ilmath]\sigma[/ilmath]-algebra[1][2]
  • [ilmath]\mathcal{A} [/ilmath] is an algebra
  • [ilmath]\mathcal{A} [/ilmath] is [ilmath]\sigma[/ilmath]-[ilmath]\cup[/ilmath]-closed
Semiring[1]

TODO: Page 3 in[1]


Dynkin system[1][3]
  • [ilmath]\Omega\in\mathcal{A} [/ilmath]
  • [ilmath]\mathcal{A} [/ilmath] is closed under complements
  • [ilmath]\sigma[/ilmath]-[ilmath]\udot[/ilmath]-closed
  • [ilmath]\emptyset\in\mathcal{A} [/ilmath][Note 9]

These types are all related and I have a nice diagram to remember this which uses arrow directions to 'encode' the difference. In my diagram upwards arrows indicate something to do with union, with [ilmath]\cup[/ilmath], downwards with [ilmath]\cap[/ilmath] (think "make bigger"=up, which is union and "going down" being cap. A rightward slant means "sigma-whatever-the-vertical-direction-is" which means closed under countable whatever. Lastly, a horizontal arrow indicates membership, right means "contains entire set" and that's all that is used. Lastly:

  • All paths lead to [ilmath]\sigma[/ilmath]-algebra
[math]\begin{xy}\xymatrix{ & & \text{Dynkin system} \ar[d]^{\cap\text{-closed}} \\ & {\sigma\text{-ring}} \ar[r]^{\Omega\in\mathcal{A}} & {\sigma\text{-algebra}} \\ \text{ring} \ar[ur]^(.4){\sigma\text{-}\cup} \ar[r]^{\Omega\in\mathcal{A}} & \text{algebra} \ar[ur]^(.4){\sigma\text{-}\cup} & \\ \text{semiring} \ar[u]_{\cup\text{-closed}} & & }\end{xy}[/math]
Alec's 'super' diagram

Notice in addition the nice symmetry of the diagram (the line of symmetry would be from top left to bottom right), it doesn't preserve arrow directions, and obviously not names, but shape.


Overall this is a very easy diagram to remember. I remember ring easily (it's what you'd need to "do probability" on, unions and set-subtractions, and the empty set (required to have subtractions anyway)). This lets me build the rest. The only not obvious ones are Dynkin-systems and semirings

Relationship between all types

This of course isn't the entire picture. In addition we can use the Borel [ilmath]\sigma[/ilmath]-algebra on a topology to get a [ilmath]\sigma[/ilmath]-algebra, the below diagram is more complete, at the cost of ease to remember

[math]\begin{xy}\xymatrix{ & & \text{Dynkin system} \ar[d]^{\cap\text{-closed}} & \\ & {\sigma\text{-ring}} \ar[r]^{\Omega\in\mathcal{A}} & {\sigma\text{-algebra}} & \\ \text{ring} \ar[ur]^(.4){\sigma\text{-}\cup} \ar[r]^{\Omega\in\mathcal{A}} & \text{algebra} \ar[ur]^(.4){\sigma\text{-}\cup} & & \text{topology}\ar@{.>}[ul]_(.25){\text{Borel }\sigma\text{-algebra}} \\ \text{semiring} \ar[u]_{\cup\text{-closed}} & & & }\end{xy}[/math]
Diagram showing ALL the relationships


Other Notes

Closed under
Type [ilmath]\sigma\in\mathcal{A} [/ilmath] [ilmath]\bigcap[/ilmath] [ilmath]\sigma[/ilmath]-[ilmath]\bigcap[/ilmath] [ilmath]\bigcup[/ilmath] [ilmath]\sigma[/ilmath]-[ilmath]\bigcup[/ilmath] [ilmath]-[/ilmath] [ilmath]C[/ilmath]
Semi-Ring
Ring
[ilmath]\sigma[/ilmath]-Ring
Algebra
Dynkin system
[ilmath]\sigma[/ilmath]-Algebra # # X X #


Theorems used

  1. 1.0 1.1 Using Class of sets closed under set-subtraction properties we know that if [ilmath]\mathcal{A} [/ilmath] is closed under Set subtraction then:
    • [ilmath]\mathcal{A} [/ilmath] is [ilmath]\cap[/ilmath]-closed
    • [ilmath]\sigma[/ilmath]-[ilmath]\cup[/ilmath]-closed[ilmath]\implies[/ilmath][ilmath]\sigma[/ilmath]-[ilmath]\cap[/ilmath]-closed
  2. Using Class of sets closed under complements properties we see that if [ilmath]\mathcal{A} [/ilmath] is closed under complements then:
    • [ilmath]\mathcal{A} [/ilmath] is [ilmath]\cap[/ilmath]-closed [ilmath]\iff[/ilmath] [ilmath]\mathcal{A} [/ilmath] is [ilmath]\cup[/ilmath]-closed
    • [ilmath]\mathcal{A} [/ilmath] is [ilmath]\sigma[/ilmath]-[ilmath]\cap[/ilmath]-closed [ilmath]\iff[/ilmath] [ilmath]\mathcal{A} [/ilmath] is [ilmath]\sigma[/ilmath]-[ilmath]\cup[/ilmath]-closed

Notes

  1. Closed under finite Set subtraction
  2. Closed under finite Union
  3. As given [ilmath]A\in\mathcal{A} [/ilmath] we must have [ilmath]A-A\in\mathcal{A} [/ilmath] and [ilmath]A-A=\emptyset[/ilmath]
  4. closed under finite or countably infinite union
  5. Note that [ilmath]A-B=A\cap B^c=(A^c\cup B)^c[/ilmath] - or that [ilmath]A-B=(A^c\cup B)^c[/ilmath] - so we see that being closed under union and complement means we have closure under set subtraction.
  6. As we are closed under set subtraction we see [ilmath]A-A=\emptyset[/ilmath] so [ilmath]\emptyset\in\mathcal{A} [/ilmath]
  7. As we are closed under set subtraction we see that [ilmath]A-A\in\mathcal{A} [/ilmath] and [ilmath]A-A=\emptyset[/ilmath], so [ilmath]\emptyset\in\mathcal{A} [/ilmath] - but we are also closed under complements, so [ilmath]\emptyset^c\in\mathcal{A} [/ilmath] and [ilmath]\emptyset^c=\Omega\in\mathcal{A}[/ilmath]
  8. Trivial - satisfies the definitions
  9. As [ilmath]\Omega^c=\emptyset[/ilmath] by being closed of complements, [ilmath]\emptyset\in\mathcal{A} [/ilmath]

References

  1. 1.0 1.1 1.2 1.3 1.4 1.5 1.6 Probability Theory - A comprehensive course - second edition - Achim Klenke
  2. 2.0 2.1 2.2 2.3 Measure Theory - Paul R. Halmos
  3. 3.0 3.1 Measures Integrals and Martingales - Rene L. Schilling