Sigma algebra

In mathematics, a sigma algebra is a formal mathematical structure intended among other things to provide a rigid basis for axiomatic probability theory.

Formal definition

Given a set $\Omega$ Let $P=2^{\Omega }$ be its power set, i.e. set of all subsets of $\Omega$. Let F ⊆ P such that all the following conditions are satisfied:

1. $\varnothing \in \Omega .$
2. If $A\in F$ then $A^{c}\in F$
3. If $G_{i}\in F$ for $i=1,2,3,\dots$ then $\bigcup _{i=1}^{\infty }G_{i}\in F$

Examples

• The power set itself is a σ algebra.
• The set of all Borel subsets of the real line is a sigma-algebra.

External links

• Tutorial