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$\sigma$-algebra (Definition)

Let $X$ be a set. A $\sigma$-algebra is a collection $M$ of subsets of $X$ such that

  • $X\in M$
  • If $A\in M$ then $X-A\in M$.
  • If $A_1,A_2,A_3,\ldots$ is a countable subcollection of $M$, that is, $A_j\in M$ for $j=1,2,3,\ldots$ (the subcollection can be finite) then the union of all of them is also in $M$:
    \begin{displaymath}\bigcup_{j=1}^\infty A_i\in M.\end{displaymath}



"$\sigma$-algebra" is owned by drini. [ full author list (2) | owner history (3) ]
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Cross-references: union, finite, countable, subsets, collection
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This is version 4 of $\sigma$-algebra, born on 2003-10-15, modified 2004-02-26.
Object id is 4835, canonical name is ASigmaAlgebra.
Accessed 1578 times total.

Classification:
AMS MSC28A60 (Measure and integration :: Classical measure theory :: Measures on Boolean rings, measure algebras)

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