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III: 05, 97-114, LNM 88 (1969)

**DELLACHERIE, Claude**

Ensembles aléatoires I (Descriptive set theory, Markov processes, General theory of processes)

A deep theorem of Lusin asserts that a Borel set with countable sections is a countable union of Borel graphs. It is applied here in the general theory of processes to show that an optional set with countable sections is a countable union of graphs of stopping times, and in the theory of Markov processes, that a Borel set which is a.s. hit by the process at countably many times must be semi-polar

Comment: See Dellacherie,*Capacités et Processus Stochastiques,* Springer 1972

Keywords: Sets with countable sections

Nature: Original

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III: 06, 115-136, LNM 88 (1969)

**DELLACHERIE, Claude**

Ensembles aléatoires II (Descriptive set theory, Markov processes)

Among the many proofs that an uncountable Borel set of the line contains a perfect set, a proof of Sierpinski (*Fund. Math.*, **5**, 1924) can be extended to an abstract set-up to show that a non-semi-polar Borel set contains a non-semi-polar compact set

Comment: See Dellacherie,*Capacités et Processus Stochastiques,* Springer 1972. More recent proofs no longer depend on ``rabotages'': Dellacherie-Meyer, *Probabilités et potentiel,* Appendix to Chapter IV

Keywords: Sierpinski's ``rabotages'', Semi-polar sets

Nature: Original

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V: 07, 77-81, LNM 191 (1971)

**DELLACHERIE, Claude**

Quelques commentaires sur les prolongements de capacités (Descriptive set theory)

Remarks on the extension of capacities from sets to functions. Probably superseded by the work of Mokobodzki on functional capacities

Comment: See Dellacherie-Meyer,*Probabilités et Potentiel,* Chap. XI: capacités fonctionnelles

Keywords: Capacities

Nature: Original

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V: 08, 82-85, LNM 191 (1971)

**DELLACHERIE, Claude**

Une démonstration du théorème de séparation des ensembles analytiques (Descriptive set theory)

The first separation theorem can be deduced from Choquet's capacity theorem

Comment: Starting point in Sion,*Ann. Inst. Fourier,* **13**, 1963. This proof has become standard, see Dellacherie-Meyer, *Probabilités et Potentiel,* Chap. III

Keywords: Analytic sets, Capacities, Separation theorem

Nature: Original

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V: 09, 86-86, LNM 191 (1971)

**DELLACHERIE, Claude**

Correction à ``Ensembles Aléatoires II'' (Descriptive set theory)

Correction to Dellacherie 306

Comment: See Dellacherie 511

Keywords: Sierpinski's ``rabotages''

Nature: Original

Retrieve article from Numdam

V: 10, 87-102, LNM 191 (1971)

**DELLACHERIE, Claude**

Les théorèmes de Mazurkiewicz-Sierpinski et de Lusin (Descriptive set theory)

Synthetic presentation of (then) little known results on the perfect kernels of closed random sets and uniformization of random sets with countable sections

Comment: See Dellacherie-Meyer,*Probabilités et Potentiel,* Chap. XI

Keywords: Analytic sets, Random sets, Section theorems

Nature: New exposition of known results

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V: 11, 103-126, LNM 191 (1971)

**DELLACHERIE, Claude**

Ensembles pavés et rabotages (Descriptive set theory)

A systematic study of the ``rabotages de Sierpinski'', used in Dellacherie 306 to solve several problems in probabilistic potential theory. The main paper on this subject

Comment: See Dellacherie,*Capacités et Processus Stochastiques,* 1970. Author should be consulted on recent developments (see 1526)

Keywords: Analytic sets, Capacities, Sierpinski's ``rabotages''

Nature: Original

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VII: 03, 33-35, LNM 321 (1973)

**DELLACHERIE, Claude**

Un crible généralisé (Descriptive set theory)

Given a Borel set $A$ in the product $E\times F$ of two compact metric sets, the set of all $x\in E$ such that the section $A(x)\subset Y$ is of second category is analytic

Comment: The authour discovered later that the main result is in fact due to Novikov: two references are given in 1252

Keywords: Analytic sets

Nature: Original

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VII: 06, 48-50, LNM 321 (1973)

**DELLACHERIE, Claude**

Une démonstration du théorème de Souslin-Lusin (Descriptive set theory)

The basic fact that the image of a Borel set under an injective Borel mapping is Borel is deduced from a separation theorem concerning countably many disjoint analytic sets

Comment: This is a step in the author's simplification of the proofs of the great theorems on analytic and Borel sets. See*Un cours sur les ensembles analytiques,* in *Analytic Sets,* C.A. Rogers ed., Academic Press 1980

Keywords: Borel sets, Analytic sets, Separation theorem

Nature: New exposition of known results

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IX: 15, 336-372, LNM 465 (1975)

**DELLACHERIE, Claude**

Ensembles analytiques, théorèmes de séparation et applications (Descriptive set theory)

According to the standard (``first'') separation theorem, in a compact metric space or any space which is Borel isomorphic to it, two disjoint analytic sets can be separated by Borel sets, and in particular any bianalytic set (analytic and coanalytic i.e., complement of analytic) is Borel. Not so in general metric spaces. That the same statement holds in full generality with ``bianalytic'' instead of ``Borel'' is the second separation theorem, which according to the general opinion was considered much more difficult than the first. This result and many more (on projections of Borel sets with compact sections or countable sections, for instance) are fully proved in this exposition

Comment: See also the next paper 916, the set of lectures by Dellacherie in C.A. Rogers,*Analytic Sets,* Academic Press 1981, and chapter XXIV of Dellacherie-Meyer, *Probabilités et potentiel *

Keywords: Second separation theorem

Nature: Exposition

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IX: 16, 373-389, LNM 465 (1975)

**DELLACHERIE, Claude**; **MEYER, Paul-André**

Ensembles analytiques et temps d'arrêt (Descriptive set theory)

This is a sequel to the preceding paper 915. Instead of using the language of trees to prove the second separation theorem, a language more familiar to probabilists is used, in which the space of stopping times on $**N**^**N**$ is given a compact metric topology and the space of non-finite stopping times appears as the universal analytic, non-Borel set, from which all analytic sets can be constructed. Many proofs become very natural in this language

Comment: See also the next paper 917, the set of lectures by Dellacherie in C.A. Rogers,*Analytic Sets,* Academic Press 1981, and chapter XXIV of Dellacherie-Meyer, *Probabilités et potentiel *

Keywords: Second separation theorem, Stopping times

Nature: Original

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IX: 17, 390-405, LNM 465 (1975)

**DELLACHERIE, Claude**

Jeux infinis avec information complète et temps d'arrêt (Descriptive set theory)

This is a sequel to the preceding paper 916. It shows how well the language of stopping times applies, not only to the second separation theorem, but to the Gale-Stewart theorem on the determinacy of open games

Comment: The original remark on the relation between game determinacy and separation theorems, due to Blackwell (1967), led to a huge literature. More details can be found in chapter XXIV of Dellacherie-Meyer,*Probabilités et potentiel *

Keywords: Determinacy of games, Gale and Stewart theorem

Nature: Original

Retrieve article from Numdam

IX: 18, 406-407, LNM 465 (1975)

**DELLACHERIE, Claude**

Une remarque sur les espaces sousliniens de Bourbaki (Descriptive set theory)

The paper claims to prove that given any space with a Souslin topology i.e., which is Hausdorff and a continuous image of a Polish space, it is possible to strengthen the topology so that it becomes metrizable without losing the Souslin property. The author discovered later a serious mistake in his proof

Comment: The problem is still open, and interesting

Keywords: Analytic sets

Nature: False

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X: 28, 540-543, LNM 511 (1976)

**MOKOBODZKI, Gabriel**

Démonstration élémentaire d'un théorème de Novikov (Descriptive set theory)

Novikov's theorem asserts that any sequence of analytic subsets of a compact metric space with empty intersection can be enclosed in a sequence of Borel sets with empty intersection. This result has important consequences in descriptive set theory (see Dellacherie 915). A fairly simple proof of this theorem is given, which relates it to the first separation theorem (rather than the second separation theorem as it used to be)

Comment: Dellacherie in this volume (1032) further simplifies the proof. For a presentation in book form, see Dellacherie-Meyer,*Probabilités et Potentiel C,* chapter XI **9**

Keywords: Analytic sets

Nature: Original

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X: 29, 544-544, LNM 511 (1976)

**DELLACHERIE, Claude**

Correction à des exposés de 1973/74 (Descriptive set theory)

Corrections to 915 and 918

Keywords: Analytic sets, Semi-polar sets, Suslin spaces

Nature: Original

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X: 32, 579-593, LNM 511 (1976)

**DELLACHERIE, Claude**

Compléments aux exposés sur les ensembles analytiques (Descriptive set theory)

A new proof of Novikov's theorem (see 1028 and the corresponding comments) is given in the form of a Choquet theorem for multicapacities (with infinitely many arguments). Another (unrelated) result is a complement to 919 and 920, which study the space of stopping times. The language of stopping times is used to prove a deep section theorem due to Kondo

Keywords: Analytic sets, Section theorems, Capacities

Nature: Original

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XI: 04, 34-46, LNM 581 (1977)

**DELLACHERIE, Claude**

Les dérivations en théorie descriptive des ensembles et le théorème de la borne (Descriptive set theory)

At the root of set theory lies Cantor's definition of the ``derived set'' $\delta A$ of a closed set $A$, i.e., the set of its non-isolated points, with the help of which Cantor proved that a closed set can be decomposed into a perfect set and a countable set. One may define the index $j(A)$ to be the smallest ordinal $\alpha$ such that $\delta^\alpha A=\emptyset$, or $\omega_1$ if there is no such ordinal. Considering the set $F$ of all closed sets as a (Polish) topological space, ordered by inclusion, $\delta$ as an increasing mapping from $F$ such that $\delta A\subset A$, let $D$ be the set of all $A$ such that $j(A)<\omega_1$ (thus, the set of all countable closed sets). Then $D$ is coanalytic and non-Borel, while the index is bounded by a countable ordinal on every analytic subset of $D$. These powerful results are stated abstractly and proved under very general conditions. Several examples are given

Comment: See a correction in 1241, and several examples in Hillard 1242. The whole subject has been exposed anew in Chapter~XXIV of Dellacherie-Meyer,*Probabilités et Potentiel*

Keywords: Derivations (set-theoretic), Kunen-Martin theorem

Nature: Exposition, Original additions

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XII: 41, 523-523, LNM 649 (1978)

**DELLACHERIE, Claude**

Erratum et addendum à ``les dérivations en théorie descriptive des ensembles et le théorème de la borne'' (Descriptive set theory)

A few corrections to 1104

Keywords: Derivations (set-theoretic), Kunen-Martin theorem

Nature: Correction

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XII: 42, 524-563, LNM 649 (1978)

**HILLARD, Gérard**

Exemples de normes en théorie descriptive des ensembles (Descriptive set theory)

The situations described in this paper are special cases of 1104, where a coanalytic set $A$ was represented as the union of an increasing family $A_{\alpha}$ of analytic sets indexed by the countable ordinals, such that every analytic subset of $A$ is contained in some $A_{\alpha}$. The hypotheses of 1104 are not easy to check: they are shown here to include the classical Cantor derivation on the coanalytic space of countable compact sets, and a new example on the coanalytic space of all right continuous functions

Comment: The whole subject has been exposed anew in Chapter XXIV of Dellacherie-Meyer,*Probabilités et Potentiel*

Keywords: Derivations (set-theoretic), Kunen-Martin theorem

Nature: Original

Retrieve article from Numdam

XII: 43, 564-566, LNM 649 (1978)

**DELLACHERIE, Claude**; **MOKOBODZKI, Gabriel**

Deux propriétés des ensembles minces (abstraits) (Descriptive set theory)

Given a class ${\cal S}$ of Borel sets understood as ``small'' sets, the class ${\cal L}$ consisting of their conplements understood as ``large'' sets, a set $A$ is said to be ${\cal S}$-thin if does not contain uncountably many disjoint ``large'' sets. For instance, if ${\cal S}$ is the class of polar sets, then thin sets are the same as semi-polar sets. Two general theorems are proved here on thin sets

Keywords: Thin sets, Semi-polar sets, Essential suprema

Nature: Original

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XII: 46, 707-738, LNM 649 (1978)

**DELLACHERIE, Claude**

Théorie unifiée des capacités et des ensembles analytiques (Descriptive set theory)

A Choquet capacity takes one set as argument and produces a number. Along the years, one has considered multicapacities (which take as arguments finitely many sets) and capacitary operators (which produce sets instead of numbers). The essential result of this paper is that, if one allows functions of infinitely many arguments which produce sets, then the corresponding ``Choquet theorem'' gives all the classical results at a time, without need of an independent theory of analytic sets

Comment: For a more systematic exposition, see Chapter XI of Dellacherie-Meyer*Probabilités et Potentiel*

Keywords: Capacities, Analytic sets

Nature: Original

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XII: 52, 740-740, LNM 649 (1978)

**DELLACHERIE, Claude**

Correction à ``Un crible généralisé'' (Descriptive set theory)

Acknowledgement of priority and references concerning the result in 703

Keywords: Analytic sets

Nature: Correction

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XII: 55, 746-756, LNM 649 (1978)

**DELLACHERIE, Claude**

Quelques exemples familiers, en probabilités, d'ensembles analytiques non boréliens (Descriptive set theory, General theory of processes)

There is a tendency to consider that the naive, healthy probabilist should keep away from unnecessary abstraction, and in particular from analytic sets which are not Borel. This paper shows that such sets crop into probability theory in the most natural way. For instance, while the sample space of right-continuous paths with left limits is Borel, that of right-continuous paths without restriction on the left is coanalytic and non-Borel. Also, on the Borel sample space of right-continuous paths with left limits, the hitting time of a closed set is a function which is coanalytic and non-Borel

Keywords: Analytic sets

Nature: Original

Retrieve article from Numdam

Ensembles aléatoires I (Descriptive set theory, Markov processes, General theory of processes)

A deep theorem of Lusin asserts that a Borel set with countable sections is a countable union of Borel graphs. It is applied here in the general theory of processes to show that an optional set with countable sections is a countable union of graphs of stopping times, and in the theory of Markov processes, that a Borel set which is a.s. hit by the process at countably many times must be semi-polar

Comment: See Dellacherie,

Keywords: Sets with countable sections

Nature: Original

Retrieve article from Numdam

III: 06, 115-136, LNM 88 (1969)

Ensembles aléatoires II (Descriptive set theory, Markov processes)

Among the many proofs that an uncountable Borel set of the line contains a perfect set, a proof of Sierpinski (

Comment: See Dellacherie,

Keywords: Sierpinski's ``rabotages'', Semi-polar sets

Nature: Original

Retrieve article from Numdam

V: 07, 77-81, LNM 191 (1971)

Quelques commentaires sur les prolongements de capacités (Descriptive set theory)

Remarks on the extension of capacities from sets to functions. Probably superseded by the work of Mokobodzki on functional capacities

Comment: See Dellacherie-Meyer,

Keywords: Capacities

Nature: Original

Retrieve article from Numdam

V: 08, 82-85, LNM 191 (1971)

Une démonstration du théorème de séparation des ensembles analytiques (Descriptive set theory)

The first separation theorem can be deduced from Choquet's capacity theorem

Comment: Starting point in Sion,

Keywords: Analytic sets, Capacities, Separation theorem

Nature: Original

Retrieve article from Numdam

V: 09, 86-86, LNM 191 (1971)

Correction à ``Ensembles Aléatoires II'' (Descriptive set theory)

Correction to Dellacherie 306

Comment: See Dellacherie 511

Keywords: Sierpinski's ``rabotages''

Nature: Original

Retrieve article from Numdam

V: 10, 87-102, LNM 191 (1971)

Les théorèmes de Mazurkiewicz-Sierpinski et de Lusin (Descriptive set theory)

Synthetic presentation of (then) little known results on the perfect kernels of closed random sets and uniformization of random sets with countable sections

Comment: See Dellacherie-Meyer,

Keywords: Analytic sets, Random sets, Section theorems

Nature: New exposition of known results

Retrieve article from Numdam

V: 11, 103-126, LNM 191 (1971)

Ensembles pavés et rabotages (Descriptive set theory)

A systematic study of the ``rabotages de Sierpinski'', used in Dellacherie 306 to solve several problems in probabilistic potential theory. The main paper on this subject

Comment: See Dellacherie,

Keywords: Analytic sets, Capacities, Sierpinski's ``rabotages''

Nature: Original

Retrieve article from Numdam

VII: 03, 33-35, LNM 321 (1973)

Un crible généralisé (Descriptive set theory)

Given a Borel set $A$ in the product $E\times F$ of two compact metric sets, the set of all $x\in E$ such that the section $A(x)\subset Y$ is of second category is analytic

Comment: The authour discovered later that the main result is in fact due to Novikov: two references are given in 1252

Keywords: Analytic sets

Nature: Original

Retrieve article from Numdam

VII: 06, 48-50, LNM 321 (1973)

Une démonstration du théorème de Souslin-Lusin (Descriptive set theory)

The basic fact that the image of a Borel set under an injective Borel mapping is Borel is deduced from a separation theorem concerning countably many disjoint analytic sets

Comment: This is a step in the author's simplification of the proofs of the great theorems on analytic and Borel sets. See

Keywords: Borel sets, Analytic sets, Separation theorem

Nature: New exposition of known results

Retrieve article from Numdam

IX: 15, 336-372, LNM 465 (1975)

Ensembles analytiques, théorèmes de séparation et applications (Descriptive set theory)

According to the standard (``first'') separation theorem, in a compact metric space or any space which is Borel isomorphic to it, two disjoint analytic sets can be separated by Borel sets, and in particular any bianalytic set (analytic and coanalytic i.e., complement of analytic) is Borel. Not so in general metric spaces. That the same statement holds in full generality with ``bianalytic'' instead of ``Borel'' is the second separation theorem, which according to the general opinion was considered much more difficult than the first. This result and many more (on projections of Borel sets with compact sections or countable sections, for instance) are fully proved in this exposition

Comment: See also the next paper 916, the set of lectures by Dellacherie in C.A. Rogers,

Keywords: Second separation theorem

Nature: Exposition

Retrieve article from Numdam

IX: 16, 373-389, LNM 465 (1975)

Ensembles analytiques et temps d'arrêt (Descriptive set theory)

This is a sequel to the preceding paper 915. Instead of using the language of trees to prove the second separation theorem, a language more familiar to probabilists is used, in which the space of stopping times on $

Comment: See also the next paper 917, the set of lectures by Dellacherie in C.A. Rogers,

Keywords: Second separation theorem, Stopping times

Nature: Original

Retrieve article from Numdam

IX: 17, 390-405, LNM 465 (1975)

Jeux infinis avec information complète et temps d'arrêt (Descriptive set theory)

This is a sequel to the preceding paper 916. It shows how well the language of stopping times applies, not only to the second separation theorem, but to the Gale-Stewart theorem on the determinacy of open games

Comment: The original remark on the relation between game determinacy and separation theorems, due to Blackwell (1967), led to a huge literature. More details can be found in chapter XXIV of Dellacherie-Meyer,

Keywords: Determinacy of games, Gale and Stewart theorem

Nature: Original

Retrieve article from Numdam

IX: 18, 406-407, LNM 465 (1975)

Une remarque sur les espaces sousliniens de Bourbaki (Descriptive set theory)

The paper claims to prove that given any space with a Souslin topology i.e., which is Hausdorff and a continuous image of a Polish space, it is possible to strengthen the topology so that it becomes metrizable without losing the Souslin property. The author discovered later a serious mistake in his proof

Comment: The problem is still open, and interesting

Keywords: Analytic sets

Nature: False

Retrieve article from Numdam

X: 28, 540-543, LNM 511 (1976)

Démonstration élémentaire d'un théorème de Novikov (Descriptive set theory)

Novikov's theorem asserts that any sequence of analytic subsets of a compact metric space with empty intersection can be enclosed in a sequence of Borel sets with empty intersection. This result has important consequences in descriptive set theory (see Dellacherie 915). A fairly simple proof of this theorem is given, which relates it to the first separation theorem (rather than the second separation theorem as it used to be)

Comment: Dellacherie in this volume (1032) further simplifies the proof. For a presentation in book form, see Dellacherie-Meyer,

Keywords: Analytic sets

Nature: Original

Retrieve article from Numdam

X: 29, 544-544, LNM 511 (1976)

Correction à des exposés de 1973/74 (Descriptive set theory)

Corrections to 915 and 918

Keywords: Analytic sets, Semi-polar sets, Suslin spaces

Nature: Original

Retrieve article from Numdam

X: 32, 579-593, LNM 511 (1976)

Compléments aux exposés sur les ensembles analytiques (Descriptive set theory)

A new proof of Novikov's theorem (see 1028 and the corresponding comments) is given in the form of a Choquet theorem for multicapacities (with infinitely many arguments). Another (unrelated) result is a complement to 919 and 920, which study the space of stopping times. The language of stopping times is used to prove a deep section theorem due to Kondo

Keywords: Analytic sets, Section theorems, Capacities

Nature: Original

Retrieve article from Numdam

XI: 04, 34-46, LNM 581 (1977)

Les dérivations en théorie descriptive des ensembles et le théorème de la borne (Descriptive set theory)

At the root of set theory lies Cantor's definition of the ``derived set'' $\delta A$ of a closed set $A$, i.e., the set of its non-isolated points, with the help of which Cantor proved that a closed set can be decomposed into a perfect set and a countable set. One may define the index $j(A)$ to be the smallest ordinal $\alpha$ such that $\delta^\alpha A=\emptyset$, or $\omega_1$ if there is no such ordinal. Considering the set $F$ of all closed sets as a (Polish) topological space, ordered by inclusion, $\delta$ as an increasing mapping from $F$ such that $\delta A\subset A$, let $D$ be the set of all $A$ such that $j(A)<\omega_1$ (thus, the set of all countable closed sets). Then $D$ is coanalytic and non-Borel, while the index is bounded by a countable ordinal on every analytic subset of $D$. These powerful results are stated abstractly and proved under very general conditions. Several examples are given

Comment: See a correction in 1241, and several examples in Hillard 1242. The whole subject has been exposed anew in Chapter~XXIV of Dellacherie-Meyer,

Keywords: Derivations (set-theoretic), Kunen-Martin theorem

Nature: Exposition, Original additions

Retrieve article from Numdam

XII: 41, 523-523, LNM 649 (1978)

Erratum et addendum à ``les dérivations en théorie descriptive des ensembles et le théorème de la borne'' (Descriptive set theory)

A few corrections to 1104

Keywords: Derivations (set-theoretic), Kunen-Martin theorem

Nature: Correction

Retrieve article from Numdam

XII: 42, 524-563, LNM 649 (1978)

Exemples de normes en théorie descriptive des ensembles (Descriptive set theory)

The situations described in this paper are special cases of 1104, where a coanalytic set $A$ was represented as the union of an increasing family $A_{\alpha}$ of analytic sets indexed by the countable ordinals, such that every analytic subset of $A$ is contained in some $A_{\alpha}$. The hypotheses of 1104 are not easy to check: they are shown here to include the classical Cantor derivation on the coanalytic space of countable compact sets, and a new example on the coanalytic space of all right continuous functions

Comment: The whole subject has been exposed anew in Chapter XXIV of Dellacherie-Meyer,

Keywords: Derivations (set-theoretic), Kunen-Martin theorem

Nature: Original

Retrieve article from Numdam

XII: 43, 564-566, LNM 649 (1978)

Deux propriétés des ensembles minces (abstraits) (Descriptive set theory)

Given a class ${\cal S}$ of Borel sets understood as ``small'' sets, the class ${\cal L}$ consisting of their conplements understood as ``large'' sets, a set $A$ is said to be ${\cal S}$-thin if does not contain uncountably many disjoint ``large'' sets. For instance, if ${\cal S}$ is the class of polar sets, then thin sets are the same as semi-polar sets. Two general theorems are proved here on thin sets

Keywords: Thin sets, Semi-polar sets, Essential suprema

Nature: Original

Retrieve article from Numdam

XII: 46, 707-738, LNM 649 (1978)

Théorie unifiée des capacités et des ensembles analytiques (Descriptive set theory)

A Choquet capacity takes one set as argument and produces a number. Along the years, one has considered multicapacities (which take as arguments finitely many sets) and capacitary operators (which produce sets instead of numbers). The essential result of this paper is that, if one allows functions of infinitely many arguments which produce sets, then the corresponding ``Choquet theorem'' gives all the classical results at a time, without need of an independent theory of analytic sets

Comment: For a more systematic exposition, see Chapter XI of Dellacherie-Meyer

Keywords: Capacities, Analytic sets

Nature: Original

Retrieve article from Numdam

XII: 52, 740-740, LNM 649 (1978)

Correction à ``Un crible généralisé'' (Descriptive set theory)

Acknowledgement of priority and references concerning the result in 703

Keywords: Analytic sets

Nature: Correction

Retrieve article from Numdam

XII: 55, 746-756, LNM 649 (1978)

Quelques exemples familiers, en probabilités, d'ensembles analytiques non boréliens (Descriptive set theory, General theory of processes)

There is a tendency to consider that the naive, healthy probabilist should keep away from unnecessary abstraction, and in particular from analytic sets which are not Borel. This paper shows that such sets crop into probability theory in the most natural way. For instance, while the sample space of right-continuous paths with left limits is Borel, that of right-continuous paths without restriction on the left is coanalytic and non-Borel. Also, on the Borel sample space of right-continuous paths with left limits, the hitting time of a closed set is a function which is coanalytic and non-Borel

Keywords: Analytic sets

Nature: Original

Retrieve article from Numdam