A sigma-algebra on a set is a collection of subsets of that satisfies three specific closure properties: it must contain the whole space , it must be closed under complements, and it must be closed under countable unions.
Conditions: is a set.; is a collection of subsets of .
A sigma-algebra on a set is a collection of subsets of that satisfies three specific closure properties: it must contain the whole space , it must be closed under complements, and it must be closed under countable unions.
Conditions: is a set.; is a collection of subsets of .