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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 is a collection of subsets of which contains and is closed under countable monotone unions and intersections, i.e. if and then , 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)』 ■ウィキペディアで「monotone class theorem」の詳細全文を読む
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