Sigma Algebra
Table of Contents
A collection (\(\Sigma\)) of subsets of X closed under:
- complement
- countable unions
- countable intersections
is a \(\sigma\) - algebra
The ordered pair \((X, \Sigma)\) is called a measurable space.
Measure is defined only for \(\sigma\) - algebra. (Wikipedia)
- An example of Sigma algebra: A First Look at Rigorous Probability Theory - Jeffrey S. Rosenthal - 2006.pdf: Page 24
- Example of non-measurable set: A First Look at Rigorous Probability Theory - Jeffrey S. Rosenthal - 2006.pdf: Page 21
