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The monotone class theorem states that for any algebra of sets $\cal A$ one can construct the smallest monotone class generated by this class ${\cal M}(\cal A)$. This smallest monotone class is also the smallest sigma-algebra $\Sigma(\cal A)$ generated by $\cal A$, and ${\cal M}(\cal A)=\Sigma(\cal A)$.

However, I noticed that in applications of the theorem in various mathematical proofs I have studied authors ignore the fact that the monotone class should be the smallest.

For example, assume that the goal is to prove that a certain class of sets, e.g. $\cal B$, is a sigma-algebra. Authors just prove that this group of sets is a monotone class, and then by invoking the monotone class theorem, without showing that $\cal B$ is indeed the smallest monotone class, just conclude that this class has to be also a sigma-algebra.

Is it in general possible to ignore the "smallest" requirement when using the monotone class theorem, or are there circumstances one has to be aware of that make such use possible?

EDIT: The background to the question can be found here. The post discusses a theorem where the "smallest" requirement is being ignored. It provides an example.

zorank
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  • In your first sentence you use the term "the smallest monotone class generated by...". This is redundant: do you mean "the smallest monotone class containing..."? If so, this is equivalent to "the monotone class generated by...". (I'm just trying to rule this out as a possible basis for your question.) – Erick Wong Feb 25 '15 at 15:22
  • @zorank, I've noticed the same thing. Authors often show a set is a monotone class, and that the other hypothesis of the monotone class theorem are satisfied, but don't show that the monotone class they've chosen is the smallest such. – Robert Cardona Feb 25 '15 at 15:45
  • @Robert: Indeed, isn't that strange? To me it sounds strange, but I am not a mathematician. I guess that in the proofs we are discussing there is always an implicit assumption made that is obvious to professionals in the field. – zorank Feb 26 '15 at 09:48
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    @ErickWong: Yes, "the smallest monotone class containing" is correct. But I believe that people do use "generated by" sometimes. (I am not 100% sure though, but I think it does not matter, assume the question is phrased with the "containing" version; please let me know if I am wrong thinking like this). – zorank Feb 26 '15 at 09:50

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