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If two pi-systems satisfy the probability factorization pairwise, their generated sigma-algebras are independent. For one event in the first family, the events in the second sigma-algebra satisfying the factorization form a Dynkin system; apply Dynkin lemma, then repeat with the roles reversed.

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  1. Independent sigma-algebras
  2. Probability theory
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
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