Conditions for a Dynkin system to be a sigma-algebra
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Contents
[hide]Statement
A Dynkin system D is a \sigma-algebra if and only if[1] it is \cap-closed[Note 1]
Proof
TODO: Easy enough, see p33 of [1] if stuck
Notes
- Jump up ↑ Recall this means "closed under finite intersections"
References
- ↑ Jump up to: 1.0 1.1 Measures, Integrals and Martingales
