Hello everyone! I'm studying the physics of complex systems and I'm approaching probability theory. I understand that we need a ## \sigma-algebra ## and the Kolmogorov axioms in order to define a probability space but then I bumped into the following relation: $$ p(A_1 \cup A_2 ) = p( A_1 ) + p( A_2 ) - p( A_1 \cap A_2 ) $$ where ## A_1, A_2 ## are two sets of events that satisfy Kolmogorov axioms. I used all the properties i know to understand it but I wasn't able to demonstrate it. The book says that this equation comes from Kolmogorov axioms... Can you help me?