Monotone Classes

Definition 1 Let X be a nonempty set. A collection C ⊂ P(X) of subsets of X is called a

monotone class if it is closed under countable increasing unions (that is, if {En }n∈IN ⊂ C and
S∞
E1 ⊂ E2 ⊂ E3 ⊂ · · ·, then n=1 En ∈ C) and it is closed under countable decreasing intersections
T∞
(that is, if {En }n∈IN ⊂ C and E1 ⊃ E2 ⊃ E3 ⊃ · · ·, then n=1 En ∈ C).

Remark 2

(a) Monotone classes are closely related to σ–algebras. In fact, for us, their only use will be to
help verify that a certain collection of subsets is a σ–algebra.

(b) Every σ–algebra is a monotone class, because σ–algebras are closed under arbitrary countable
unions and intersections.
T
(c) If, for every index i in some index set I, Ci is a monotone class, then i∈I Ci is also a monotone
class. In particular, for any E ⊂ P(X), the collection
\
C(E) = C
C monotone class
E⊂C

is a monotone class, called the monotone class generated by E. It is the smallest monotone class
that contains E. So if C is any monotone class that contains E, then C(E) ⊂ C.

Lemma 3 Let X be a nonempty set. If A ⊂ P(X) is an algebra, then C(A) = M(A). That is,
the monotone class generated by A is the same as the σ–algebra generated by A.

Proof:

C(A) ⊂ M(A): By Remark 2.b, M(A) is a monotone class that contains A. So, this follows by
Remark 2.c.

M(A) ⊂ C(A): It suffices to prove that C(A) is a σ–algebra, because then we will know that C(A)
is a σ–algebra containing A and hence M(A), which is the smallest σ–algebra containing A.
By question # 6 of Problem Set 1, any algebra that is closed under countable increasing unions
is a σ–algebra. So it suffices to prove that C(A) is an algebra (i.e. that C(A) is nonempty and
closed under complements and finite intersections). So it suffices to prove

E, F ∈ C(A) =⇒ E \ F, F \ E, E ∩ F ∈ C(A) (1)

(since X is automatically in A, which is an algebra, and hence is automatically in C(A) and is an

allowed choice for E). Define, for each E ∈ C(A),
 
D(E) = F ∈ C(A)  E \ F, F \ E, E ∩ F ∈ C(A)

We wish to show that C(A) ⊂ D(E). To do so, it suffices to show that D(E) is a monotone class
that contains A. We first prove some properties of D(E).

c Joel Feldman. 2008. All rights reserved. November 7, 2008 Monotone Classes 1
(a) ∅, E ∈ D(E).
(b) F ∈ D(E) ⇐⇒ E ∈ D(F ).
(c) D(E) is closed under countable increasing unions. To see this, let {Fn }n∈IN ⊂ D(E) obey
S∞ 
F1 ⊂ F2 ⊂ F3 ⊂ · · · and set F = n=1 Fn . Then E \ Fn = E ∩ Fnc n∈IN ⊂ C(A) is decreasing,
 
Fn \ E = Fn ∩ E c n∈IN ⊂ C(A) is increasing and E ∩ Fn n∈IN ⊂ C(A) is increasing, so that

∞
[ c ∞
\  ∞
\
E\F =E∩ Fn =E∩ Fnc = (E ∩ Fnc ) ∈ C(A)
n=1 n=1 n=1
∞
[  ∞
[ [∞
F \E = Fn ∩ E c = (Fn ∩ E c ) = (Fn \ E) ∈ C(A)
n=1 n=1 n=1
∞
[  [∞
E∩F =E∩ Fn = (E ∩ Fn ) ∈ C(A)
n=1 n=1

since C(A) is closed under countable decreasing intersections and countable increasing unions.
(d) D(E) is closed under countable decreasing intersections. To see this, let {Fn }n∈IN ⊂ D(E)
T∞
obey F1 ⊃ F2 ⊃ F3 ⊃ · · · and set F = n=1 Fn . As in part (c)

∞
\ c ∞
[  ∞
[
E\F =E∩ Fn =E∩ Fnc = (E ∩ Fnc ) ∈ C(A)
n=1 n=1 n=1
∞
\  ∞
\ \∞
F \E = Fn ∩ E c = (Fn ∩ E c ) = (Fn \ E) ∈ C(A)
n=1 n=1 n=1
∞
\  \∞
E∩F =E∩ Fn = (E ∩ Fn ) ∈ C(A)
n=1 n=1

We are now ready to prove (1), or equivalently, that C(A) ⊂ D(E) for all E ∈ C(A). So
let E ∈ C(A). By properties (c) and (d), D(E) is a monotone class, so it suffices to prove that
A ⊂ D(E). But

F ∈ A =⇒ A ⊂ D(F ) by the definition of D(F ), since A is an algebra

=⇒ C(A) ⊂ D(F ) since D(F ) is a monotone class
=⇒ E ∈ D(F ) since E ∈ C(A)
=⇒ F ∈ D(E) by property (b)

c Joel Feldman. 2008. All rights reserved. November 7, 2008 Monotone Classes 2