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A Dynkin system, named after Eugene Dynkin, is a collection of subsets of another universal set 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 be a collection of subsets of Ω (i.e., is a subset of the power set of Ω). Then is a Dynkin system if # Ω ∈ , # if ''A'', ''B'' ∈ and ''A'' ⊆ ''B'', then ''B'' \ ''A'' ∈ , # if ''A''1, ''A''2, ''A''3, ... is a sequence of subsets in and ''A''''n'' ⊆ ''A''''n''+1 for all ''n'' ≥ 1, then . Equivalently, is a Dynkin system if # Ω ∈ , # if ''A'' ∈ ''D'', then ''A''c ∈ ''D'', # if ''A''1, ''A''2, ''A''3, ... is a sequence of subsets in such that ''A''''i'' ∩ ''A''''j'' = Ø for all ''i'' ≠ ''j'', then . 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 of subsets of , there exists a unique Dynkin system denoted which is minimal with respect to containing . That is, if is any Dynkin system containing , then . is called the Dynkin system generated by . Note . For another example, let and ; then . 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Dynkin system」の詳細全文を読む スポンサード リンク
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