tavrion
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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?
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?