Dynkin system generated by

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Definition

Given a set X and another set GP(X) which we shall call the generator then we can define the Dynkin system generated by G as[1]:

  • The smallest Dynkin system that contains G

And we denote this as: δ(G). This is to say that:

  • δ(G) is the smallest Dynkin system such that Gδ(G)

(Claim 1) This is the same as:

  • δ(G):=D is a Dynkin systemand GDD

Proof of claims

[Expand]

Claim 1: δ(G):=D is a Dynkin systemand GDD is the smallest Dynkin system containing G

See also

References

  1. Jump up to: 1.0 1.1 Measures, Integrals and Martingales - Rene L. Schilling