Borel σ-algebra of the real line
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[hide]Definition
Let (R,O)[Note 1] denote the real line considered as a topological space. Recall that the Borel σ-algebra is defined to be the σ-algebra generated by the open sets of the topology, recall that J is the collection of all open sets of the space. Thus:
- B(R):=σ(O)
- where σ(G) denotes the σ-algebra generated by G, a collection of sets.
This is often written just as B, provided this doesn't lead to ambiguities - this is inline with: Bn, which we use for the Borel σ-algebra on Rn
Other generators
Let M denote either the real numbers, R, or the quotient numbers, Q (to save us writing the same thing for both R and Q, then the following all generate[Note 2] B(R):
- {(−∞,a) | a∈M}[1]
- {(−∞,b] | b∈M}[1]
- {(c,+∞) | c∈M}[1]
- {[d,+∞) | d∈M}[1]
- {(a,b) | a,b∈M}[1]
- {[c,d) | c,d∈M}[1]
- {(p,q] | p,q∈M}Suspected:[Note 3]
- {[u,v] | u,v∈M}Suspected:[Note 4]
- C[1] - the closed sets of R
- K[1] - the compact sets of R
Proofs
- 1, 2, 3 and 4: - the collection of all open and closed rays based at either rational or real points generate the Borel sigma-algebra on R
- 5: - the open rectangles with either rational or real points generate the same sigma-algebra as the Borel sigma-algebra on R^n
- 6: - the closed-open rectangles with either rational or real points generate the same sigma-algebra as the Borel sigma-algebra on R^n
- 7: - Warning:Suspected from proof on paper of 6
- 8: - Warning:Suspected by[Note 4]
- 9: - the sigma-algebra generated by the closed sets of R^n is the same as the Borel sigma-algebra of R^n
- 10: - the sigma-algebra generated by the compact sets of R^n is the same as the Borel sigma-algebra of R^n
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See also
Notes
- Jump up ↑ Traditionally we use J for the topology part of a topological space, however later in the article we will introduce J in several forms, so we avoid J to avoid confusion.
- Jump up ↑ This means that if A is any of the families of sets from the list, then:
- B(R)=σ(A).
- Jump up ↑ I have proved form 6 before, the order didn't matter there
- ↑ Jump up to: 4.0 4.1 Take: ⋃n∈N[a+ϵn,b−ϵn], with a little effort one can see this =(a,b) - for carefully chosen ϵ
References
- ↑ Jump up to: 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7 Measures, Integrals and Martingales - René L. Schilling
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