Are Sigma Algebras Unique for a Given Set?

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SUMMARY

There are multiple σ-algebras that can be generated for a given set, specifically for the set M={1,2}. The trivial σ-algebras include {∅, M} and P(M)={∅, {1}, {2}, {1,2}}. However, for any subset N of P(M) where N is non-empty and not equal to M, there exists a unique smallest σ-algebra generated by N. This σ-algebra is defined as the intersection of all σ-algebras containing N, ensuring that it includes the union, intersection, and complement of the sets within N.

PREREQUISITES
  • Understanding of σ-algebras in measure theory
  • Familiarity with set theory concepts such as power sets and subsets
  • Knowledge of basic operations on sets (union, intersection, complement)
  • Experience with mathematical proofs and definitions
NEXT STEPS
  • Study the properties of σ-algebras in measure theory
  • Learn about the construction of the smallest σ-algebra generated by a subset
  • Explore the relationship between σ-algebras and measurable spaces
  • Investigate examples of σ-algebras in different mathematical contexts
USEFUL FOR

Mathematicians, students of measure theory, and anyone interested in advanced set theory concepts will benefit from this discussion.

ChemEng1
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Is there only 1 σ-algebra generated for a set?

Consider M={1,2}. Ʃ(M)={∅,M} satisfies the definition of a σ-algebra. However, Ʃ(M)={∅,{1},{2},{1,2}} also satisfies the definition of a σ-algebra. However, the way that my text presents these problems (Prove that the σ-algebra generated...) implies that they are unique.

Any help would be appreciated.
 
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For every set M, there are at least two sigma-algebras over M, namely {∅, M} and P(M), the power set of M, these are called trivial algebras.

However, if N is a subset of P(M), there is a unique smallest sigma-algebra over M, that contains every element of N. This is called the sigma algebra generated by N. I think, this is what your book refers to.
 
ChemEng1 said:
Is there only 1 σ-algebra generated for a set?

Consider M={1,2}. Ʃ(M)={∅,M} satisfies the definition of a σ-algebra. However, Ʃ(M)={∅,{1},{2},{1,2}} also satisfies the definition of a σ-algebra. However, the way that my text presents these problems (Prove that the σ-algebra generated...) implies that they are unique.

Any help would be appreciated.

Hi, ChemEng1 : like csopi said, given a subset N of M , with N≠∅ and N≠M, there

is only one σ-algebra generated by N . By construction, this will be the intersection

of all σ-algebras containing N. If , instead of N , you had two or more subsets, then the

σ-algebra would contain the union of all sets, their intersection, their complement, etc.

These two definitions of minimality are equivalent. Basically, if N is in the algebra, then

so is its complement. If sets A,B are in the sigma algebra, then so are A\/B , A/\B,

A\B , etc. This extends to 3-or-more sets.
 
Thanks for confirming this. I spoke to the professor about this. His comment was "My native language is Russian. Questions clarifying how I use articles are completely fair."
 

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