A collection of subsets is a σ-algebra it is both a p-system and a d-system

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Terminology note:

Dynkin himself used the p-system/d-system terminology[2] using it we get the much more concise statement below:

Statement

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

  1. Jump up to: 1.0 1.1 Measures, Integrals and Martingales
  2. Jump up to: 2.0 2.1 2.2 2.3 2.4 Probability and Stochastics - Erhan Cinlar