Axiom:Sigma-Algebra Axioms
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Definition
Let $X$ be a set.
Let $\Sigma$ be a system of subsets over $X$.
Formulation 1
$\Sigma$ is said to satisfy the sigma-algebra axioms if and only if:
\((\text {SA 1})\) | $:$ | Unit: | \(\ds X \in \Sigma \) | ||||||
\((\text {SA 2})\) | $:$ | Closure under Complement: | \(\ds \forall A \in \Sigma:\) | \(\ds \relcomp X A \in \Sigma \) | |||||
\((\text {SA 3})\) | $:$ | Closure under Countable Unions: | \(\ds \forall A_n \in \Sigma: n = 1, 2, \ldots:\) | \(\ds \bigcup_{n \mathop = 1}^\infty A_n \in \Sigma \) |
Formulation 2
$\Sigma$ is said to satisfy the sigma-algebra axioms if and only if:
\((\text {SA 1}')\) | $:$ | Unit: | \(\ds X \in \Sigma \) | ||||||
\((\text {SA 2}')\) | $:$ | Closure under Set Difference: | \(\ds \forall A, B \in \Sigma:\) | \(\ds A \setminus B \in \Sigma \) | |||||
\((\text {SA 3}')\) | $:$ | Closure under Countable Disjoint Unions: | \(\ds \forall A_n \in \Sigma: n = 1, 2, \ldots:\) | \(\ds \bigsqcup_{n \mathop = 1}^\infty A_n \in \Sigma \) |