Rasalhague
- 1,383
- 2
What is "complementation" wrt a sigma-algebra?
What does complementation mean here? Is the statement saying that the complement of a subset of X in \Sigma must also be in \Sigma for \Sigma to qualify as the underlying set of a \sigma-algebra?
A \in \Sigma \Rightarrow A \subset X
and
A \in \Sigma \Rightarrow \enspace \{ x : x \in X, x \notin A \} \in \Sigma
And is "collection" just a convenient synonym for set?
By definition, a \sigma-algebra over a set X is a nonempty collection \Sigma of subsets of X (including X itself) that is closed under complementation and countable unions of its members.
http://en.wikipedia.org/wiki/Σ-algebra
What does complementation mean here? Is the statement saying that the complement of a subset of X in \Sigma must also be in \Sigma for \Sigma to qualify as the underlying set of a \sigma-algebra?
A \in \Sigma \Rightarrow A \subset X
and
A \in \Sigma \Rightarrow \enspace \{ x : x \in X, x \notin A \} \in \Sigma
And is "collection" just a convenient synonym for set?