Limit of increasing sequence of sets

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Definition

Given an increasing sequence of sets (An)n=1, we define the limit of the sequence as follows[1][2]:

  • limn(An)=A where A is the limit of An, and A:=n=1An

This may be written as:

  • AnA[3]
    • I do not like this notation, as only shows the notion of increasing, I prefer as this 'combines' (in a very vector-like sense) the of limit and of increasing.
  • AnA[2]
    • I prefer this notation, however I always explicitly write limn(An)=A myself, after letting (An)n=1 be an increasing sequence.

Alec's definition

When I encountered this in a book([2]) I didn't read on and formulated myself the definition of limn(An)=A if:

  • xANNnN[n>NxAn] and
  • nN[AnA]

Notice the first one alone is insufficient as any subset of some An will satisfy it, so I formulated the second. The first also contains the increasing sequence idea as it requires after a certain index all sets contain x.

[Expand]

Proof that limn(An)=A:=i=1An those two conditions.

References

  1. Jump up https://proofwiki.org/wiki/Definition:Limit_of_Increasing_Sequence_of_Sets - taken from book I left at home! - Measures, integrals and Martingales
  2. Jump up to: 2.0 2.1 2.2 Probability and Stochastics - Erhan Cinlar
  3. Jump up Measures, Integrals and Martingales - CHECK THIS REF