Dynkin system

A Dynkin system,[1] 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.[2] These set families have applications in measure theory and probability.

A major application of 𝜆-systems is the π-𝜆 theorem, see below.

  1. ^ Dynkin, E., "Foundations of the Theory of Markov Processes", Moscow, 1959
  2. ^ Aliprantis, Charalambos; Border, Kim C. (2006). Infinite Dimensional Analysis: a Hitchhiker's Guide (Third ed.). Springer. Retrieved August 23, 2010.

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