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Monotone class theorem
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Monotone class theorem : ウィキペディア英語版
Monotone class theorem
In measure theory and probability, the monotone class theorem connects monotone classes and sigma-algebras. The theorem says that the smallest monotone class containing an algebra of sets G is precisely the smallest σ-algebra containing G. It is used as a type of transfinite induction to prove many other theorems, such as Fubini's theorem.
==Definition of a monotone class==
A monotone class in a set R is a collection M of subsets of R which contains R and is closed under countable monotone unions and intersections, i.e. if A_i \in M and A_1 \subset A_2 \subset \ldots then \cup_^\infty A_i \in M, and similarly for intersections of decreasing sequences of sets.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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