Anthony Berg 53bc9d5341
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Definition

A $\sigma$-algebra in a set X is a collection of subsets, so called measurable sets, of X such that (the requirements are):

  1. X \in M
  2. A \in M \implies A^{\complement} \in M (A^{\complement} \equiv X \setminus A) (X^{\complement} = \emptyset \in M)
  3. A_{n} \in M \implies \cup^{\infty}_{n=1} A_{n} \in M (\implies \cap^{\infty}_{n=1} A_{n} = (\cup^{\infty}_{n=1}A^{\complement})^{\complement} \in M))

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