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Dynkin system : ウィキペディア英語版
Dynkin system
A Dynkin system, named after Eugene Dynkin, is a collection of subsets of another universal set \Omega satisfying a set of axioms weaker than those of σ-algebra. Dynkin systems are sometimes referred to as λ-systems (Dynkin himself used this term) or d-system. These set families have applications in measure theory and probability.
The primary relevance of λ-systems are their use in applications of the π-λ theorem.
== Definitions ==
Let Ω be a nonempty set, and let D be a collection of subsets of Ω (i.e., D is a subset of the power set of Ω). Then D is a Dynkin system if
# Ω ∈ D,
# if ''A'', ''B'' ∈ D and ''A'' ⊆ ''B'', then ''B'' \ ''A'' ∈ D,
# if ''A''1, ''A''2, ''A''3, ... is a sequence of subsets in D and ''A''''n'' ⊆ ''A''''n''+1 for all ''n'' ≥ 1, then \bigcup_^\infty A_n\in D.
Equivalently, D is a Dynkin system if
# Ω ∈ D,
# if ''A'' ∈ ''D'', then ''A''c ∈ ''D'',
# if ''A''1, ''A''2, ''A''3, ... is a sequence of subsets in D such that ''A''''i'' ∩ ''A''''j'' = Ø for all ''i'' ≠ ''j'', then \bigcup_^\infty A_n\in D.
The second definition is generally preferred as it usually is easier to check.
An important fact is that a Dynkin system which is also a π-system (i.e., closed under finite intersection) is a σ-algebra. This can be verified by noting that condition 3 and closure under finite intersection implies closure under countable unions.
Given any collection \mathcal of subsets of \Omega, there exists a unique Dynkin system denoted D\ which is minimal with respect to containing \mathcal J. That is, if \tilde D is any Dynkin system containing \mathcal J, then D\\subseteq\tilde D. D\ is called the Dynkin system generated by \mathcal. Note D\=\. For another example, let \Omega=\ and \mathcal J=\; then D\=\,\Omega\}.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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