Conditions for a Dynkin system to be a sigma-algebra

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This page is intended to list different conditions for a Dynkin system (also called a [ilmath]d[/ilmath]-system) to be a [ilmath]\sigma[/ilmath]-algebra

Conditions

  • A Dynkin system, [ilmath]\mathcal{D} [/ilmath] is a [ilmath]\sigma[/ilmath]-algebra if and only if it is [ilmath]\cap[/ilmath]-closed (which is to say it is also a [ilmath]p[/ilmath]-system)[1][2]

See also

  • Conditions for a generated Dynkin system to be a [ilmath]\sigma[/ilmath]-algebra

References

  1. ↑ Measures, Integrals and Martingales
  2. ↑ Probability and Stochastics - Erhan Cinlar



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