Proof that : about sigma-algebra

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In summary, the conversation discusses the smallest sigma-algebra H that contains a collection of subsets of a set X. It is proven that H is a subset of any sigma algebra containing C and that H is a sigma algebra by showing its closure under union and complementation. It is also shown that the intersection of any family of sigma-algebras on X is a sigma-algebra. Overall, the conversation provides a proof for the properties of H and its relation to sigma-algebras containing C.
  • #1
dado033
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let C be acollection . of subsets of a set X , then there is asmallest sigma-algebra H containing C proof that:
H = the intersection of Bs ,B from F and F = familly of all sigma algebra that contains C
 
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  • #2
You need to demonstrate that H is a subset of any sigma algebra which contains C and that H is a sigma algebra.
 
  • #3
how? can u help me?
 
  • #4
If you don't know how to demonstrate that the intersection of all sigma algebras containing C is a subset of any sigma algebra containing C, then no, I don't think I can.
 
  • #5
Can you show: the intersection of any family of sigma-algebras (on X) is a sigma-algebra?
 
  • #6
1) H, being the intersection of all sigma algebras containing C, also contains C.

2) Need to show H is a sigma algebra. Show this by showing that it's closed under union and complimentation. To do this remember that an element of H is an element of all B's.

3) The intersect is always smaller than each of the elements. Therefore with the intersect you'll find the sigma algebra that's the minimum. H is the minimum.
 
  • #7
RedX said:
1) H, being the intersection of all sigma algebras containing C, also contains C.

H is defined to contain C. Otherwise the statement "H, being the intersection of all sigma algebras containing C, also contains C" need not be true. No?
 
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  • #8
SW VandeCarr said:
H is defined to contain C. Otherwise the statement "H, being the intersection of all sigma algebras containing C, also contains C" need not be true. No?

H is defined to contain C.

The intersect of all sigma algebras containing C should also contain C.

Therefore it is possible for H to be the intersect of all sigma algebras containing C.

I just wanted to show that the intersection of all those sigma algebras satisfies everything that H satisfies, and later on argue that it's the smallest.
 

1. What is a sigma-algebra?

A sigma-algebra is a collection of subsets of a given set that satisfies certain properties. It is also known as a sigma-field and is commonly denoted by the Greek letter sigma (σ).

2. What are the properties of a sigma-algebra?

A sigma-algebra must include the empty set and the entire set, and it must be closed under countable unions and complements. This means that if a set and its complement are in the sigma-algebra, the union of these two sets must also be in the sigma-algebra.

3. What is the significance of sigma-algebras in probability theory?

Sigma-algebras play a crucial role in defining probability measures and constructing measurable spaces in probability theory. They provide a way to determine which events can be assigned probabilities and help in defining random variables.

4. How is a sigma-algebra different from a regular algebra of sets?

A sigma-algebra is a more general and flexible concept compared to a regular algebra of sets. While a regular algebra of sets is closed under finite unions and intersections, a sigma-algebra is closed under countable operations. This allows for more complex and diverse sets to be included in a sigma-algebra.

5. Can you give an example of a sigma-algebra in real life?

One example of a sigma-algebra in real life is the Borel sigma-algebra on the real line. This sigma-algebra is generated by all the open intervals on the real line and is used in probability theory to define continuous random variables.

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