Axiom:Sigma-Algebra Axioms/Formulation 1
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Definition
Let $X$ be a set.
Let $\Sigma$ be a system of subsets over $X$.
$\Sigma$ is a $\sigma$-algebra over $X$ if and only if the following axioms are satisfied:
\((\text {SA} 1)\) | $:$ | 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: | \(\ds \forall A_n \in \Sigma: n = 1, 2, \ldots:\) | \(\ds \bigcup_{n \mathop = 1}^\infty A_n \in \Sigma \) |
These criteria are called the $\sigma$-algebra axioms.