ThmDex – An index of mathematical definitions, results, and conjectures.
Set of symbols
Alphabet
Deduction system
Theory
Zermelo-Fraenkel set theory
Set
Subset
Power set
Hyperpower set sequence
Hyperpower set
Hypersubset
Subset algebra
Subset structure
Measurable space
Measure space
Probability space
Independent event collection
Independent collection of event collections
Definition D471
Independent collection of sigma-algebras
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $\mathcal{G}_j \subseteq \mathcal{F}$ is a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$ for each $j \in J$
Let $\mathcal{P}_{\mathsf{finite}}(J)$ be the D2337: Set of finite subsets in $J$.
Then $\mathcal{G} = \{ \mathcal{G}_j \}_{j \in J}$ is an independent collection of sigma-algebras in $P$ if and only if \begin{equation} \forall \, I \in \mathcal{P}_{\mathsf{finite}}(J) \left[ \forall \, i \in I : E_i \in \mathcal{G}_i \quad \implies \quad \mathbb{P} \left( \bigcap_{i \in I} E_i \right) = \prod_{i \in I} \mathbb{P}(E_i) \right] \end{equation}
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $\mathcal{G}_j \subseteq \mathcal{F}$ is a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$ for each $j \in J$
Then $\mathcal{G} = \{ \mathcal{G}_j \}_{j \in J}$ is an independent collection of sigma-algebras in $P$ if and only if \begin{equation} \forall \, N \in 1, 2, 3, \ldots : \forall \text{ distinct } j_1, \ldots, j_N \in J \left[ E_{j_1} \in \mathcal{G}_{j_1}, \ldots, E_{j_N} \in \mathcal{G}_{j_N} \quad \implies \quad \mathbb{P} \left( \bigcap_{n = 1}^N E_{j_n} \right) = \prod_{n = 1}^N \mathbb{P}(E_{j_n}) \right] \end{equation}
Children
Independent random collection
Results
Independence of sigma-algebras is hereditary