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Pi system : ウィキペディア英語版
Pi system
In mathematics, a π-system (or pi-system) on a set Ω is a collection ''P'' of certain subsets of Ω, such that
* ''P'' is non-empty.
* ''A'' ∩ ''B'' ∈ ''P'' whenever ''A'' and ''B'' are in ''P''.
That is, ''P'' is a non-empty family of subsets of Ω that is closed under finite intersections.
The importance of π-systems arise from the fact that if two probability measures agree on a π-system, then they agree on the σ-algebra generated by that π-system. Moreover, if other properties, such as equality of integrals, hold for the π-system, then they hold for the generated σ-algebra as well. This is the case whenever the collection of subsets for which the property holds is a λ-system. π-systems are also useful for checking independence of random variables.
This is desirable because in practice, π-systems are often simpler to work with than σ-algebras. For example, it may be awkward to work with σ-algebras generated by infinitely many sets \sigma(E_1, E_2, \ldots). So instead we may examine the union of all σ-algebras generated by finitely many sets \bigcup_n \sigma(E_1, \ldots, E_n). This forms a π-system that generates the desired σ-algebra. Another example is the collection of all interval subsets of the real line, along with the empty set, which is a π-system that generates the very important Borel σ-algebra of subsets of the real line.
==Examples==

* \forall a,b \in \mathbb, the intervals (-\infty, a] form a π-system, and the intervals (a, b] form a π-system, if the empty set is also included.
* The topology (collection of open subsets) of any topological space is a π-system.
* For any collection Σ of subsets of Ω, there exists a π-system \mathcal I_ which is the unique smallest π-system of Ω to contain every element of Σ, and is called the π-system '' generated '' by Σ.
* For any measurable function f \colon \Omega \rightarrow \mathbb , the set \mathcal_f = \left \ \right \} defines a π-system, and is called the π-system '' generated '' by ''f''. (Alternatively, \left \, a defines a π-system generated by f.)
* If ''P''1 and ''P''2 are π-systems for Ω1 and Ω2, respectively, then \ is a π-system for the product space Ω1×Ω2.
* Any σ-algebra is a π-system.

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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