Trace sigma-algebra
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Definition
Let (X,A) be a σ-algebra and let Y⊆X be any subset of X, then we may construct a σ-algebra on Y called the trace σ-algebra, AY given by[1]:
- AY:={Y∩A |A∈A}
Claim: (Y,AY) is a σ-algebra
Proof of claims
References
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