A specific question I want to ask is this:
Let $F, G, H$ be sigma fields, and $K$ be the sigma field generated by $G$ and $H$.
Then, is it true that $F\cap K$ is equal to the sigma field generated by $\left((F \cap G) \cup (F \cap H)\right)$?
A specific question I want to ask is this:
Let $F, G, H$ be sigma fields, and $K$ be the sigma field generated by $G$ and $H$.
Then, is it true that $F\cap K$ is equal to the sigma field generated by $\left((F \cap G) \cup (F \cap H)\right)$?
On