Define the sigma-algebra generated by a partition

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In summary, a partition \mathcal{P}=\{A_1,A_2\} of a set A generates the sigma-algebra \Sigma=\{\emptyset, A_1,A_2,A\} if it meets two conditions: \mathcal{P} \subset \Sigma and for every set S \in \Sigma and every \omega \in S, \mathcal{P}(\omega) \subseteq S. It is unclear if this definition breaks down when \omega = \emptyset, but according to the standard definition, it should work. It is always helpful to have another perspective when defining a concept.
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jimholt
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If we have a partition [tex]\mathcal{P}=\{A_1,A_2\}[/tex] of some set [tex]A[/tex], then we can talk about the sigma-algebra generated by this partition as [tex]\Sigma=\{\emptyset, A_1,A_2,A\}[/tex].

How can I define this concept more generally?

Here is what I have:

A partition [tex]\mathcal{P}[/tex] of some set [tex]A[/tex] generates the sigma-algebra [tex]\Sigma$[/tex] if

i) [tex]\mathcal{P} \subset \Sigma$ [/tex], and

ii) for every set [tex]S \in \Sigma[/tex] and every [tex]\omega \in S[/tex], [tex]\mathcal{P}(\omega) \subseteq S[/tex], where [tex]\mathcal{P}(\omega)[/tex] is the cell of [tex]\mathcal{P}[/tex] containing [tex]\omega[/tex].

Is this complete? I am wondering if it breaks down when [tex]\omega = \emptyset[/tex] (or whether this possibility is precluded by the definition). Or if anyone knows the "standard" definition, I would be glad to hear it.

Thanks for any help, folks.
 
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  • #2
Really? No thoughts, suggestions, opinions?
 
  • #3
Yes, that should work.
 
  • #4
Cool, thanks a bunch. Just wanted to have another set of eyes look at it.
 

1. What is a sigma-algebra?

A sigma-algebra is a mathematical concept used in probability theory to describe the collection of all possible outcomes of an experiment or event. It is a collection of subsets of a given set that contains the empty set, is closed under complements, and is closed under countable unions.

2. What is a partition?

A partition is a collection of non-empty, disjoint subsets of a given set, such that every element in the original set belongs to exactly one of the subsets. In other words, the subsets cover the entire set and do not overlap.

3. How is a sigma-algebra generated by a partition?

The sigma-algebra generated by a partition is the smallest sigma-algebra that contains all the subsets from the partition. This means that the sigma-algebra includes all possible combinations of the subsets from the partition, including the empty set and the entire set.

4. Why is the sigma-algebra generated by a partition important?

The sigma-algebra generated by a partition is important because it allows us to define probabilities for events that are not necessarily singletons (i.e. single outcomes). This is especially useful in situations where we want to assign probabilities to events that can be described in terms of other events.

5. How is the sigma-algebra generated by a partition used in probability theory?

In probability theory, the sigma-algebra generated by a partition is used to define a probability measure, which assigns a probability to each event in the sigma-algebra. This allows us to calculate the probability of any event that can be expressed in terms of the original partition, making it a powerful tool in probability calculations and modeling.

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