Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ii/paper-1/25j/b/solution

Every sigma-algebra is both a pi-system and a Dynkin system. Conversely, in a family having both properties, intersections and complements give finite unions and differences. For any sequence in it, replace by the disjoint sets , which still belong to the family. Their disjoint union equals , proving closure under arbitrary countable unions. Thus the family is a sigma-algebra.

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