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In textbooks the $\sigma$-algebra is always defined as a family of sets, and so for $\lambda$-system, $\pi$-system. But I just got a functional version of $\lambda$-system as:

The set $\mathcal L$ of bounded functions defined on a set $X$ is said to be a $\lambda$-system if:

  1. $1\in \mathcal L$

  2. $\mathcal L$ is a vector space

  3. if $0\le f_n \uparrow f$, $f_n\in \mathcal L$ and $f$ is bounded then $f\in \mathcal L$

So I am wondering if $\sigma$-algebrad can also be defined in terms of functions.

Also I am wondering if there is a way to argue that the above definition is consistent with the version of $\lambda$-system defined in terms of sets.

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  • $\begingroup$ Obviously, a sigma algebra can be encoded as a family of characteristic functions... $\endgroup$
    – Dirk
    Oct 2, 2019 at 5:41
  • $\begingroup$ A family of characteristic functions is not a vector space. $\endgroup$
    – Yuxuan Liu
    Oct 2, 2019 at 17:29
  • $\begingroup$ Oops, I missed that requirement! $\endgroup$
    – Dirk
    Oct 3, 2019 at 7:34

1 Answer 1

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There's a functional form of $\pi$-system as well: a class of bounded functions closed under point-wise multiplication. And with the vector space of bounded measurable functions playing the role of $\sigma$-algebra, even a functional monotone class theorem, immediately google-able.

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