Axiom:Sigma-Algebra Axioms/Formulation 2
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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 Set Difference: | \(\ds \forall A, B \in \Sigma:\) | \(\ds A \setminus B \in \Sigma \) | |||||
\((\text {SA} 3')\) | $:$ | Closure under Countable Disjoint Unions: | \(\ds \forall A_n \in \Sigma: n = 1, 2, \ldots:\) | \(\ds \bigsqcup_{n \mathop = 1}^\infty A_n \in \Sigma \) |
These criteria are called the $\sigma$-algebra axioms.
Also see
- Axiom:Sigma-Algebra Axioms/Formulation 1 for an alternative formulation of the $\sigma$-algebra axioms