What is the issue with the example of \sigma-algebras on infinite sets?

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SUMMARY

The discussion centers on the properties of \sigma-algebras and algebras in the context of infinite sets, specifically referencing Cohn's Measure Theory. It is established that while the collection of subsets \(\delta\) of an infinite set \(X\) (where either \(A\) or \(A^c\) is finite) forms an algebra, it fails to be a \sigma-algebra due to not being closed under countable unions. The example provided, using the set of all positive integers, illustrates the failure of closure when considering infinite unions of subsets.

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I am trying to better my understanding of \sigma-algebras, and I have a bit of an issue with one of the examples. This is from Cohn Measure Theory, and before I give the problem, here are two definitions:

Let X be an arbitrary set. A collection \delta\Large of subsets of X is an algebra on X if:

(a) X \in Z

(b) for each set A that belongs to \delta\Large, the set A^c belongs to \delta\Large

(c) for each finite sequence A_{1}, ... , A_{n} of sets that belong to \delta\Large the set \bigcup_{i=1}^{n}A_{i} belongs to \delta\Large and

(d) for each finite sequence A_{1}, ... , A_{n} of sets that belong to \delta\Large the set \bigcap_{i=1}^{n}A_{i} belongs to \delta\Large



Let X be an arbitrary set. A collection \delta\Large of subsets of X is a \sigma-algebra on X if:

(a) X \in Z

(b) for each set A that belongs to \delta\Large, the set A^c belongs to \delta\Large

(c) for each infinite sequence \{A_{i}\} of sets that belong to \delta\Large the set \bigcup_{i=1}^{\infty}A_{i} belongs to \delta\Large and

(d) for each infinite sequence \{A_{1}\} of sets that belong to \delta\Large the set \bigcap_{i=1}^{\infty}A_{i} belongs to \delta\Large


Okay, with all that. Here is what I am having issues with.

If X is an infinite set, and \delta is the collection of all subsets A such that either A or A^c is finite. Then \delta is an algebra on X but not closed under the formation of countable unions, and so not a \sigma-algebra.

So, if I take, for example X to be the set of all positive integers, that is X = {1,2,3,...} and define A_{i} = i.

Then, I have \bigcup_{i=1}^{n}A_{i} = {1,2,3,...,n} which belongs to \delta but \bigcup_{i=1}^{\infty}A_{i} = {1,2,3,...} belongs to \delta as well, so why does this fail to be a \sigma-algebra? Where have I gone wrong?
 
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Can you think of an infinite subset of X whose complement is also infinite?
 
Thank you. Let me see if I understand this right,

As before with X = {1,2,3,...} and

if A_{i} = 2i and A_{j} = 2j-1, then A = \bigcup_{i}^{\infty}A_{i} = 2,4,6,... and A_{\infty}^c = \bigcup_{j}^{\infty}A_{j} = 1,3,5,...

If A^c is defined to be finite, we have A_{n}^c = \bigcup_{j}^{n}A_{j} = 1,3,5,...,2n-1.

So, we have X \notin A_{n}^c\cup{A} which fails to be a \sigma-algebra but X \in A_{\infty}^c\cup{A} is a \sigma-algebra?

Is this logic correct?
 

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