Dynkin system

Summary

A Dynkin system, or λ-system, on a set $X$ is a family of subsets that contains $X$. It is closed under complements and under countable unions of disjoint members. It is weaker than a σ-algebra, because it need not be closed under intersections. Dynkin systems appear in the π-λ theorem, the standard tool to prove that two measures are equal.