An algebra, A, on a set X satsfies
- empty set in A, X in A
- B in A => comp(B) in A (comp(B) = X/B)
- C,B in A => C union B in A
A sigma algebra, A, on a set X satisfies:
- empty set in A, X in A
- B in A => comp(B) in A (comp(B) = X/B)
- {Ai} 1<=i<infiniti), Ai in A foralli => Union(i=1,infiniti,Ai) in A
Examples:
A={empty set, X}
A=borel sigma algebrea=all open sets
Note that intersection is defined.
A intersct B = Comp(Comp(A) union Comp(B))
source
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