Let ($\Omega$, $\mathcal{A}$, $\mathcal{p}$) be a probability space and consider the pair ($\mathcal{A}$, $\mathcal{I}$) with $\mathcal{I}$ $\subseteq$ $\mathcal{P}$($\mathcal{A}$) where for all $I$ $\in$ $\mathcal{I}$, all members of $I$ are mutually independent. In other words, for all $J$ $\subseteq$ $I$,
$\mathcal{p}$($\bigcap_{A \in {J}}$$A$) $=$ $\prod_{A \in J}$$\mathcal{p}$($A$)
*To clarify on what I mean by independence, if $I$ is a singleton with its only element $A_0$ $\in$ $I$, then $\bigcap${$A_0$} $=$ $A_0$. Thus all singletons are still "independent," or in $\mathcal{I}$, since a single even can satisfy this property with $\mathcal{p}$($\bigcap${$A_0$}) $=$ $\prod_{A \in I}$$\mathcal{p}$($A$) = $\mathcal{p}$($A_0$). Furthermore, I'm not implying that singletons are independent sets in the sense that every event is independent of itself. In other words, this property does not necessarily hold true for all $A$ $\in$ $\mathcal{A}$:
$p$($A$) $=$ $p$($A$ $\cap$ $A$) $=$ $p$($A$)$p$($A$)
implying that $p$($A$) $=$ $0$ or $p$($A$) $=$ $1$
The main question: Is ($\mathcal{A}$, $\mathcal{I}$) a matroid? I already know this satisfies the first two property requirements for $\mathcal{I}$:
- $\emptyset$ $\in$ $\mathcal{I}$ since the null set is trivially mutually independent
- For all $J$ $\subseteq$ $I$ and $I$ $\in$ $\mathcal{I}$, $J$ $\in$ $\mathcal{I}$ since all subsets of a mutually independent set is also mutually independent.
But I can't get a proof satisfying this third property for the collection of independent sets:
- For all $I$,$J$ $\in$ $\mathcal{I}$ and |$I$| $\gt$ |$J$|, there exists a $B$ $\in$ $I$$\backslash$$J$ such that $J$ $\cup$ {$B$} $\in$ $\mathcal{I}$.
Unless I’m misunderstanding something, the final property does not hold. Take for example $\mathcal{A} = \{(a_1,a_2), \; a_i = 0,1\}$, and $p$ uniform measure. This is a model for two independent fair coin flips with e.g. 1 denoting "Heads" and 0 denoting "Tails". Let $J=\{(1,1)\}$, and $I =[ \{(1,0),(1,1)\} , \{(0,1),(1,1)\} ] $. As such $I$ contains the events "the first flip is heads" and "the second flip is heads". $J$ contains the event "both flips are heads". Evidently $J$, containing exactly one event, is in $\mathcal{I}$, with $|J|=1$, $|I|=2$. But the single event in $J$ is dependent on both events in $I$.