Set theory question
I am reading J. Neveu's "Mathematical foundations of the calculus of probability." There he presents what he calls a distributivity formula: $$\bigcup_{j \in J} \bigcap_{i \in I_j} F_i^j=\bigcap_{\{i_j\} \in K}\bigcup_{j \in J} F_{i_j}^j$$ where $K=\Pi_{j\in J}I_j$ (the set of all sequences \{$i_j, j \in J$\}). My question is regarding the notation. The LHS is quite clear to me. However, I'm now sure what are actually the members of K. Say $J=\{1,2,\ldots\}$ and $I_j=\{1,2,\ldots\}$. What is actually $i_j$ here? I'd appreciate an illumination on the RHS here and what is actually going on there..
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Thanks. I think I am beginning to understand. For simplicity's sake, let's assume j={1,2} and I_j={1,2,...}. What are the members in $I_1 \times I_2$?

That's just NxN: you have to pick one element from I_1 and one element from I_2, so you get pairs of positive integers.

I accidentally hit the accept instead of submitting another comment :) So bear with me here. So ${i_j} \in K$ is a combination of a member from $I_1$ and from $I_2$. So what is confusing to me is what is the $j$ indexing doing there?

Well, the j indexing is the index of the family I_j. So, if J={1,2}, you have I_1 x I_2, but if J = {1,2,3} you'd get I_1 x I_2 x I_3 instead. If your element was, say, {i_j} = (4,7,1) \in NxNxN, you'd have i_1 = 4, i_2 = 7, i_3 = 1.

Ok. So that was confusing to me as {i_j} could as well be (1,1,1) in the example you gave, and the $j$ index is just to say that it is a $J$tuple? But if ${i_j}$ is a $j$tuple, what is F_{i_j}^j? How can you index F by a $j$tuple? Hope that makes sense.

Ok I think I understand. So ${i_j}$ denotes the sequence and $i_j$ denotes a member from $I_j$, right?

Yes that's correct! And F_{i_j}^j is just some set, it doesn't really matter.

Thanks :)

You're welcome!
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