Borel sigma-algebra generated by
From Maths
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
- 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
- ↑ Jump up to: 1.0 1.1 Measures, Integrals and Martingales - Rene L. Schilling