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.
- ^ Dynkin, E., "Foundations of the Theory of Markov Processes", Moscow, 1959
- ^ Aliprantis, Charalambos; Border, Kim C. (2006). Infinite Dimensional Analysis: a Hitchhiker's Guide (Third ed.). Springer. ISBN 978-3-540-29587-7. Retrieved August 23, 2010.