TheoremBase

Dynkin's Pi-Lambda Theorem

A set of subsets of X is a σ-algebra exactly when it is both a π-system and a λ-system, and a λ-system containing a π-system contains the σ-algebra it generates, which is the smallest λ-system containing it.

Statement

In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let XX be a set.

A subset F\mathcal{F} of the power set P(X)\mathcal{P}(X) is a σ\sigma-algebra on XX if and only if it is both a π\pi-system on XX and a λ\lambda-system on XX.

Let E\mathcal{E} be a π\pi-system on XX and L\mathcal{L} a λ\lambda-system on XX with E⊆L\mathcal{E}\subseteq\mathcal{L}. Then the σ\sigma-algebra generated by E\mathcal{E} satisfies σ(E)⊆L\sigma(\mathcal{E})\subseteq\mathcal{L}.

Let E\mathcal{E} be a π\pi-system on XX. Then σ(E)\sigma(\mathcal{E}) is the set of all B∈P(X)B\in\mathcal{P}(X) such that B∈MB\in\mathcal{M} for every λ\lambda-system M\mathcal{M} on XX with E⊆M\mathcal{E}\subseteq\mathcal{M}.

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