Are Sigma Algebras Unique for a Given Set?

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Discussion Overview

The discussion centers on the uniqueness of σ-algebras generated for a given set, specifically examining whether there is only one σ-algebra that can be generated from a set and the implications of this in mathematical contexts.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant questions the uniqueness of σ-algebras generated for a set, providing examples with the set M={1,2} and noting that both {∅,M} and {∅,{1},{2},{1,2}} satisfy the definition of a σ-algebra.
  • Another participant states that for every set M, there are at least two σ-algebras: the trivial algebra {∅, M} and the power set P(M), suggesting that the book may refer to the unique smallest σ-algebra generated by a subset N of P(M).
  • A later reply reiterates that there is a unique σ-algebra generated by a non-empty subset N of M, emphasizing that this σ-algebra is constructed as the intersection of all σ-algebras containing N.
  • This reply also notes that if multiple subsets are considered, the generated σ-algebra would include unions, intersections, and complements of those sets.

Areas of Agreement / Disagreement

Participants express differing views on the uniqueness of σ-algebras, with some asserting that there is a unique smallest σ-algebra generated by a subset, while others highlight the existence of multiple σ-algebras for a given set. The discussion remains unresolved regarding the implications of these differing perspectives.

Contextual Notes

There are limitations in the discussion regarding the definitions of σ-algebras and the conditions under which uniqueness applies, particularly concerning the subsets involved and their properties.

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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