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These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Dynkin's pi-lambda theorem
Statement
Let be a pi-system on . Then . Consequently, if is any lambda-system on with , then .
Facts & Assumptions
Given: A pi-system on , its generated lambda-system , and an arbitrary lambda-system containing .
If is a pi-system on , then is closed under binary intersections (The lambda-system generated by a pi-system is closed under finite intersections).
A lambda-system on closed under binary intersections is a sigma-algebra on (A lambda-system closed under finite intersections is a sigma-algebra).
The family is the smallest lambda-system containing (The generated lambda-system exists and is minimal).
The family is the smallest sigma-algebra containing (Nonempty intersections of sigma-algebras are sigma-algebras, so the generated sigma-algebra exists and is minimal).
Proof
By [L1], [L2], and [L3], is a sigma-algebra containing . Hence [L4] gives .
The sigma-algebra is a lambda-system: it contains , is closed under relative differences because it is closed under complements and intersections, and is closed under increasing countable unions. Since it contains , [L3] gives .
Steps 1.1 and 1.2 prove equality. Minimality in [L3] also gives , so .
Depends on
- The lambda-system generated by a pi-system is closed under finite intersections
- A lambda-system closed under finite intersections is a sigma-algebra
- The generated lambda-system exists and is minimal
- Nonempty intersections of sigma-algebras are sigma-algebras, so the generated sigma-algebra exists and is minimal
Used by
Nothing in the library uses this result yet.
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 11 results over 4 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- A. Dembo, Probability Theory lecture notes, Theorem 1.1.38 (standard reference, not scraped)