Set Algebras
Here, we collect some definitions regarding collections of sets and their algebraic structures.
Let $X$ be a nonempty set. An algebra of sets on $X$ is a nonempty collection $\mathcal{A}$ of subsets of $X$, $\mathcal{A} \subset 2^X$, such that
- $\mathcal{A}$ is closed under complements
- $\mathcal{A}$ is closed under finite unions.
Some easy properties of algebras are as follows. We’ll skip the proof since it is a straightforward consequence of the definitions.
Let $\mathcal{A}$ be an algebra (resp. $\sigma$-algebra). Then,
- $\varnothing \in \mathcal{A}$ and $X \in \mathcal{A}$.
- $\mathcal{A}$ is closed under finite (resp. countable) intersections.
- If $\mathcal{A}$ is closed under countable disjoint unions, it is a $\sigma$-algebra.
- The intersection of any collection of $\sigma$-algebras on $X$ is a $\sigma$-algebra on $X$.
References.
- Folland, G. B. (1999). Real analysis: Modern techniques and their applications (2nd ed.).