How Does Generated Sigma Algebra Incorporate Intermediate Sets?

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Discussion Overview

The discussion revolves around the concept of generated sigma algebra, specifically in the context of a repeated coin toss scenario. Participants are exploring the properties and definitions of sigma algebras and generated sigma algebras, addressing questions about the inclusion of certain sets and the distinction between general sigma algebras and those generated from specific sets.

Discussion Character

  • Exploratory
  • Technical explanation
  • Conceptual clarification
  • Debate/contested

Main Points Raised

  • One participant seeks clarification on how the sets "(H,T)" and "(T,H)" are included in the generated sigma algebra σ(C) and questions the separation of certain sets with curly brackets.
  • Another participant notes that "(H,T),(T,H)" is the complement of "{(H,H),(T,T)}".
  • It is stated that a sigma algebra is a general term, while generated sigma algebra refers to the smallest sigma algebra containing a given generator set.
  • A participant emphasizes that the confusion may stem from misunderstanding the generating set C, which is not a sigma algebra itself but can generate one.
  • One participant expresses frustration over being told their question was "poorly worded," asserting their intent to learn and clarify their understanding.
  • Another participant clarifies that the term "poorly worded" was not meant to insult but to help the original poster understand the distinction between sigma algebras and generating sets.
  • A further explanation is provided regarding the properties of sigma algebras, noting that σ(C) satisfies the sigma algebra axioms, while C does not.
  • Participants discuss the implications of generating a sigma algebra from an existing one, stating that σ(σ(C)) equals σ(C) since it is already a sigma algebra.

Areas of Agreement / Disagreement

Participants express differing views on the clarity of the original question and the terminology used. While some agree on the definitions and properties of sigma algebras, there is no consensus on the phrasing of the initial inquiry or the appropriateness of the responses given.

Contextual Notes

There are unresolved aspects regarding the specific properties of the sets involved and the implications of the definitions provided. The discussion reflects varying levels of understanding and interpretation of the concepts related to sigma algebras.

woundedtiger4
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Please help me in understanding Generated Sigma Algebra:
Consider S = {(H,H), (H,T), (T,H), (T,T)},
the repeated coin toss. The Sigma-Algebra generated by
C = {{(HH), (TT)}} is
σ(C) = { ∅ , S, {(HT), (TH)}, {(HH), (TT)} }

How does "(H,T), (T,H)" jumped in the σ(C) ? What is the difference between σ-algebra & generated σ-algebra? Why "(HT), (TH)" in σ(C) have been separated from "(HH), (TT)" with curly brackets?
 
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{(H,T),(T,H)} is the complement of {(H,H),(T,T)}.

σ-algebra is the general term. Generated σ-algebra is a specific term, referring to the smallest σ-algebra containing the generator.
 
woundedtiger4 said:
Please help me in understanding Generated Sigma Algebra:
Consider S = {(H,H), (H,T), (T,H), (T,T)},
the repeated coin toss. The Sigma-Algebra generated by
C = {{(HH), (TT)}} is
σ(C) = { ∅ , S, {(HT), (TH)}, {(HH), (TT)} }

How does "(H,T), (T,H)" jumped in the σ(C) ? What is the difference between σ-algebra & generated σ-algebra? Why "(HT), (TH)" in σ(C) have been separated from "(HH), (TT)" with curly brackets?

This is poorly worded. A sigma algebra is a sigma algebra, regardless of where it comes. I believe your confusion is with the generating set. ##C##. ##C## is not a sigma algebra, but there is a unique minimal sigma algebra containing ##C##, you've denoted it ##\sigma (C)##. In this sense, the sigma algebra (that you have denoted by) ##\sigma (C)## is generated by ##C##.
 
mathman said:
{(H,T),(T,H)} is the complement of {(H,H),(T,T)}.

σ-algebra is the general term. Generated σ-algebra is a specific term, referring to the smallest σ-algebra containing the generator.

thanks
 
theorem4.5.9 said:
This is poorly worded. A sigma algebra is a sigma algebra, regardless of where it comes. I believe your confusion is with the generating set. ##C##. ##C## is not a sigma algebra, but there is a unique minimal sigma algebra containing ##C##, you've denoted it ##\sigma (C)##. In this sense, the sigma algebra (that you have denoted by) ##\sigma (C)## is generated by ##C##.

what does it mean that it is "poorly worded"? I have just posted it from the text, & if you think my questions are stupid then I am trying to learn it & if I have some questions in my mind then shouldn't I clarify them? :(
 
woundedtiger4 said:
what does it mean that it is "poorly worded"? I have just posted it from the text, & if you think my questions are stupid then I am trying to learn it & if I have some questions in my mind then shouldn't I clarify them? :(

He didn't say that your questions were stupid. To the contrary, he is trying to help you in your understanding.
 
woundedtiger4 said:
what does it mean that it is "poorly worded"?

When you asked
woundedtiger4 said:
What is the difference between σ-algebra & generated σ-algebra?

One entity that you named was a sigma algebra, i.e. ##\sigma (C)##. It's a sigma algebra because the set that ##\sigma (C)## represents satisfies the sigma algebra axioms. The second entity you named, ##C## is not a sigma algebra. It's a set with no special properties. However, you can generate a sigma algebra from it by finding the smallest possible sigma algebra that contains ##C##. You chose to name this sigma algebra ##\sigma (C)## because it makes it clear that ##C## is the generating set.

You could also ask what sigma algebra is generated by ##\sigma (C) ##? You might as well call it ##\sigma ( \sigma (C))##. The answer is of course the same set, ##\sigma (C)## since it was a sigma algebra to begin with, and so, in equations, ##\sigma ( \sigma (C)) = \sigma (C) ##
 

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