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Proof:
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
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 “a.”
consider: Ai ∈ ( Ai ) c
i∈N
with N ⊆ N,
that ;
c
Ai Ai = X ∈ Ψ . Bringing an end to the construction of
“a.”
We demonstrate “c.”
We demonstrate “b.”
METHOD 1.
( Ai ) ∞ ∞
c
∞ ∞ c
φ , _ I _f Bk = φ _ k ≥ m
m
m
i= 1 Bi = B , _ I _f B = X _ k ≥ m ∈ Ψ
i k
i= 1
∞
i ∈{1,2,..., n,... }
METHOD 2
Let A1 , A2 ∈ Ψ , with Ψ being a sigma algebra. Then by “3.”, we
have that:
A1 A 2 ∈ Ψ .
B ∈ Ψ with
i Aic = Bi .
i=
1
Q.E.D