A collection of subsets is a σ-algebra ⟺ it is both a p-system and a d-system
From Maths
Terminology note:
- A collection of subsets of X, A, is a σ-algebra if and only if[1][2] it is a d-system (another name for a Dynkin system) and ∩-closed (which is sometimes called a p-system[2]).
Dynkin himself used the p-system/d-system terminology[2] using it we get the much more concise statement below:
Contents
[hide]Statement
- A collection of subsets of a set X, say A, is a σ-algebra if and only if is is both a p-system and a d-system[2].
Proof
σ-algebra ⟹ both p-system and d-system
It needs to be shown that:
Then it is EVEN more trivial that a sigma-algebra is ∩-closed
p-system and d-system ⟹ a σ-algebra
TODO: Page 33 in[1] and like page 3 in[2]
References
- ↑ Jump up to: 1.0 1.1 Measures, Integrals and Martingales
- ↑ Jump up to: 2.0 2.1 2.2 2.3 2.4 Probability and Stochastics - Erhan Cinlar