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Theorem : Every sigma-algebra is a topology.

Proof:

Let X denote a non-empty set, and suppose Ψ


denotes a sigma-algebra of subsets of X . The object of this
proof is to demonstrate by their very definitions, that given a
sigma-algebra, we can, under suitable restrictions of the
properties or conditions necessary for which’s definition, derive
the conditions that must be satisfied by a collection of subsets
of the non-empty set X in order that it form a topology.

Considering X , the collection Ψ of its subsets is said to form a


sigma-algebra if the following are satisfied:

1. φ∈ Ψ .

2. If A ∈ Ψ ,then A c ∈ Ψ .

3. If A, B ∈ Ψ then A  B ∈ Ψ.

( Ai ) ∞ ∞

4. If ⊆ Ψ , then  Ai ∈ Ψ.
i =1 i =1

We want to use the above four conditions to derive


those associated to the very definition of a topology. But
before, we define a topology.

Keeping in mind the above symbols have the same


meaning as assigned earlier, we define a topology on X .

Ψ is said to be a topology on X if it satisfies the following


conditions:

a. φ∈ Ψ , and X ∈ Ψ.
( Ai ) n n

b. If ⊆ Ψ , then A ∈ Ψ . i
i =1 i=
1

If ( A )
∞ ∞

c. ⊆ Ψ , then  Ai ∈ Ψ.
i i =1 i =1

We demonstrate the conditions a. , b. , c. , using


conditions 1. To 4. , or appropriate restrictions of which
conditions.

We demonstrate “a.”

From “1.” , we observe that we need only show that X ∈


Ψ , using conditions 1. To 4. , or appropriate restrictions of
which conditions.

Ψ being a sigma-algebra, and making use of “2.” , if we

consider: Ai ∈ ( Ai ) c

i∈N
with N ⊆ N,

we have that Ai ∈ Ψ and consequently, by “3.” , we have


c

that ;
c
Ai  Ai = X ∈ Ψ . Bringing an end to the construction of
“a.”

We demonstrate “c.”

Condition “c.” is exactly condition “4.” So no


demonstration is necessary. Thus bringing us to the final
step of this demonstration.

We demonstrate “b.”

We only need to show using conditions 1. To 4. , or


appropriate restrictions of which conditions, that the
condition of finite intersections can be constructed by
arguments solely based on them. This we shall exhibit with
the help of two possible approaches.

METHOD 1.

( Ai ) ∞ ∞

By “4.”, If ⊆ Ψ , then  Ai ∈ Ψ . Now, by condition


i =1 i =1

c
∞  ∞ c

“2.”,   Ai  = Ai ( By De Morgan’s law ) ∈ Ψ


 i =1  i=
1

If we set Aic = Bi with Bi ∈ Ψ naturally, then we observe that


we have just demonstrated that;

B ∈ Ψ . It thus suffices to place or set the


i=
1
i

restrictions Bk ∈{φ, X } ∀k ≥ m with m ∈ N thus obtaining


the result:

 φ , _ I _f Bk = φ _ k ≥ m
m
m
i= 1 Bi =  B , _ I _f B = X _ k ≥ m ∈ Ψ

 i k
 i= 1

If rather we suppose Bk ∉{φ, X } , then Bi ⊆ Bi ∈ Ψ ∀


i=
1

i ∈{1,2,..., n,... }

Thus we have constructed a finite intersection with the


tools we restricted ourselves to use in order to establish
the required result.

METHOD 2
Let A1 , A2 ∈ Ψ , with Ψ being a sigma algebra. Then by “3.”, we
have that:
A1  A 2 ∈ Ψ .

By “3.”, we have that A1 A 2 ∈ Ψ ⇒ ( A1  A2 ) c ∈ Ψ . That is to say


with the permission of the laws of De Morgan that;

A1 A 2 = B1 B 2 ∈ Ψ . ( By setting Aic = Bi i ∈{1,2}


c c
).

We can construct a finite number of such intersections by


recursively, in the appropriate order making use of
conditions “2.”, and “3.”.to eventually obtain the result
below;
n

B ∈ Ψ with
i Aic = Bi .
i=
1

Q.E.D

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