Difference between revisions of "Dynkin system/Definition 1"

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(Created page with "<noinclude>{{Extra Maths}}</noinclude>Given a set {{M|X}} and a family of subsets of {{M|X}}, which we shall denote {{M|\mathcal{D}\subseteq\mathcal{P}(X)}} is a ''Dynkin syst...")
 
m (Updated reference to use templates)
 
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<noinclude>{{Extra Maths}}</noinclude>Given a set {{M|X}} and a family of subsets of {{M|X}}, which we shall denote {{M|\mathcal{D}\subseteq\mathcal{P}(X)}} is a ''Dynkin system''<ref name="MIM">Rene L. Schilling - Measures, Integrals and Martingales</ref> if:
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<noinclude>{{Extra Maths}}</noinclude>Given a set {{M|X}} and a family of subsets of {{M|X}}, which we shall denote {{M|\mathcal{D}\subseteq\mathcal{P}(X)}} is a ''Dynkin system''{{rMIAMRLS}} if:
 
* {{M|X\in\mathcal{D} }}
 
* {{M|X\in\mathcal{D} }}
 
* For any {{M|D\in\mathcal{D} }} we have {{M|D^c\in\mathcal{D} }}
 
* For any {{M|D\in\mathcal{D} }} we have {{M|D^c\in\mathcal{D} }}

Latest revision as of 01:52, 19 March 2016

[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]Given a set [ilmath]X[/ilmath] and a family of subsets of [ilmath]X[/ilmath], which we shall denote [ilmath]\mathcal{D}\subseteq\mathcal{P}(X)[/ilmath] is a Dynkin system[1] if:

  • [ilmath]X\in\mathcal{D} [/ilmath]
  • For any [ilmath]D\in\mathcal{D} [/ilmath] we have [ilmath]D^c\in\mathcal{D} [/ilmath]
  • For any [ilmath](D_n)_{n=1}^\infty\subseteq\mathcal{D}[/ilmath] is a sequence of pairwise disjoint sets we have [ilmath]\udot_{n=1}^\infty D_n\in\mathcal{D}[/ilmath]

References

  1. Measures, Integrals and Martingales - René L. Schilling