Definition:Monotone Class Generated by Collection of Subsets
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Definition
Let $X$ be a set.
Let $\GG \subseteq \powerset X$ be a collection of subsets of $X$.
Then the monotone class generated by $\GG$, $\map {\mathfrak m} \GG$, is the smallest monotone class on $X$ that contains $\GG$.
That is, $\map {\mathfrak m} \GG$ is subject to:
- $(1): \quad \GG \subseteq \map {\mathfrak m} \GG$
- $(2): \quad \GG \subseteq \MM \implies \map {\mathfrak m} \GG \subseteq \MM$ for any monotone class $\MM$ on $X$
Generator
One says that $\GG$ is a generator for $\map {\mathfrak m} \GG$.
Also see
- Existence and Uniqueness of Monotone Class Generated by Collection of Subsets, in which it is proved that $\map {\mathfrak m} \GG$ always exists, and is unique.
Sources
- 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $\S 3$: Problem $11 \ \text {(i)}$