Borel sigma-algebra generated by

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Definition

The Borel σ-algebra is the σ-algebra generated by the open sets of a topological space, that is[1]: (where (X,O)[Note 1] is any topology)

  • B(X,O):=σ(O) - if the topology on X is obvious, we may simply write: B(X)[1]

Generators

For a topological space (X,O) the following can be shown:

Claim Proof route Comment
B(X):=σ(O) Trivial (by definition)
B(X)=σ(C) - the closed sets B(X):=σ(O)=σ(C) - see claim 1 below

Proof of claims

[<collapsible-expand>]

Claim 1: σ(O)=σ(C)


See also

  • Borel σ-algebra - a special case, where B:=B(R,||) and Bn:=B(Rn,||)

Notes

  1. Jump up Note the letter O for the open sets of the topology, conventionally J is used, however in measure theory this notation is often used to denote the set of half-open-half-closed rectangles in Rn - a totally separate thing

References

  1. Jump up to: 1.0 1.1 Measures, Integrals and Martingales - Rene L. Schilling