Dynkin's Lemma in Measure Theory

Franz Merkl

University of Bielefeld

Summary.

This article formalizes the proof of Dynkin's lemma in measure theory. Dynkin's lemma is a useful tool in measure theory and probability theory: it helps frequently to generalize a statement about all elements of a intersection-stable set system to all elements of the sigma-field generated by that system.

MML Identifier: DYNKIN

Contents (PDF format)

1. Preliminaries
2. Disjoint-valued Functions and Intersection
3. Dynkin Systems: Definition and Closure Properties
4. Main Steps for Dynkin's Lemma

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