Pi-system

rdf:langString Pi-system

rdf:langString In mathematics, a π-system (or pi-system) on a set is a collection of certain subsets of such that * is non-empty. * If then That is, is a non-empty family of subsets of that is closed under non-empty finite intersections.The importance of π-systems arises 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 So instead we may examine the union of all 𝜎-algebras generated by finitely many sets This forms a π-system that generates the desired 𝜎-algebra. Another example is the collection of all intervals 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.