集合类

Different kings of Class

  • Semi-Ring Definition: A class \(\varphi\) of subsets such that
    • \(\varnothing \in \varphi\)
    • \(A,\, B \in \varphi\) \(\Rightarrow\) \(A \cap B \in \varphi\)
    • \(A,\, B \in \varphi\) \(\Rightarrow\) \(A-B = \cup_{i = 1}^{n} E_i\) where \(E_i \in \varphi\)
  • Ring Definition: A class \(\mathcal{R}\) of subsets such that
    • First definition: \(A,\, B \in \mathcal{R}\) \(\Rightarrow\) \(A \cap B \in \mathcal{R}\), \(A \Delta B \in \mathcal{R}\)
    • Second definition: \(A,\, B \in \mathcal{R}\) \(\Rightarrow\) \(A \cap B \in \mathcal{R}\), \(A \cup B \in \mathcal{R}\)
    • Third definition: \(A,\, B \in \mathcal{R}\) \(\Rightarrow\) \(A \cup B \in \mathcal{R}\), \(A - B \in \mathcal{R}\)
  • Algebra Definition
    • Any class of subsets of X that is a ring, and contains X
  • Sigma Ring(Algebra) Definition: A class \(\mathcal{R}\) of subsets such that
    • The Ring closed under countable unions. Same for Sigma Field(which is also called Borel Field, sigma-algebra)

Semi-ring 直观例子就是\((a,b]\) 组成的集合。以上三个条件显然满足。然而上述定义的\((a,b]\)组成的集合并不是一种Ring, 原因在于该类对于\(A \Delta B\) 不封闭。更加有趣的是,对于Ring of sets, 同样可以用代数的Ring 来理解。

Sigma-ring also means it is closed under countable intersections. Which means that both $E_i $ and $ E_i$ are in the set of \(\mathcal{R}\)

  • Monotone class: For any Monotone sequence in , its limit is in this class.
Obviously, a ring is a monotone class. Also, if a monotone class is a ring, it is naturally a sigma ring.

除了Semi Ring以外的上述结构,我们不妨定义为z-class, 对于同一种z-class 都有如下性质(十分重要的性质):任意同一类z-class 的交都是z-class. 有了这个结论以后,可以立即证明有包含给定类(关于X的子集)的最小z-class. 我们称这个集合是 the z-class generated by X.

Semi Ring 可以通过一定方式来生成一个 Ring, 具体而言,有如下的定理

The ring generated by \(\varphi\) can be expressed:\[ E = \cup_{k = 1}^{n} A_k\] where \(A_k\) are finite disjoint sets of \(\varphi\)

定理的证明是技巧性的。具体来说,只要证明如上定义的交和difference结果都可以表达为上述定义结果即可。

如果我们已经有了一个Ring, 由它生成的 monotone class 就是这个ring生成的sigma ring. 这是一个非常重要的结论。

Monotone class theorem for sets

Let \(G\) be an algebra of sets and define \(M(G)\) to be the smallest monotone class containing \(G\) Then \(M(G)\) is precisely the 𝜎-algebra generated by \(M(G)\)

The proof is relatively difficult. 直观的思路是,不妨我们在\(M(G)\)的每一个元素\(F\)的基础上构造集合(也就是满足\(E-F\), \(F-E\), \(E \cup F\), \(E \in M(G)\) 都在\(M(G)\)中的集合\(E\)),组成新的class \(\mathcal{Z}(F)\)。这样的构造说明对于任何在\(M(G)\)中的元素,都可以找到另一个跟\(F\)形成Ring关系的元素。主要说明对任意的\(F\),都可以成立\(\mathcal{Z}(F) = M(G)\) 就可以了。证明非常巧妙的地方,就是利用了上述定义的对称性,以及monotone class 的性质。