Example 1.3
Let
X
=
R
and let
A
=
{
A
⊂
R
:
A
is countable or
A
c
is countable
}
.
Parts (a) and (b) of the deﬁnition are easy. Suppose
A
1
,A
2
,...
are all in
A
.If each of the
A
i
are countable, then
∪
i
A
i
is countable, and so in
A
. If
A
ci
0
is countable for some
i
0
, then(
∪
A
i
)
c
=
∩
i
A
ci
⊂
A
ci
0
is countable, and again
∪
i
A
i
is in
A
. Since
∩
A
i
= (
∪
i
A
ci
)
c
, then the countableintersection of sets in
A
is again in
A
.
Example 1.4
Let
X
= [0
,
1] and
A
=
{∅
,X,
[0
,
12
]
,
(
12
,
1]
}
.
Example 1.5
X
=
{
1
,
2
,
3
}
and
A
=
{
X,
∅
,
{
1
}
,
{
2
,
3
}}
.
Example 1.6
Let
X
= [0
,
1], and
B
1
,...,B
8
subsets of
X
which are pairwisedisjoint and whose union is all of
X
. Let
A
be the collection of all ﬁnite unionsof the
B
i
’s as well as the empty set. (So
A
consists of 2
8
elements.)Note that if we take an intersection of
σ
-algebras, we get a
σ
-algebra; this is just a matter of checking the deﬁnition.If we have a collection
C
of subsets of
X
, there is at least one
σ
-algebra containing
C
, namely, the one consisting of all subsets of
X
. We can take the intersection of all
σ
-algebras that contain
C
; we denote this intersection by
σ
(
C
). If
A
is any
σ
-algebra containing
C
,then
A ⊃
σ
(
C
).If
X
has some additional structure, say, it is a metric space, then we cantalk about open sets. If
G
is the collection of open subsets of
X
, then wecall
σ
(
G
) the Borel
σ
-algebra on
X
, and this is often denoted
B
. We will seelater that when
X
is the real line, that
B
is
not
equal to the collection of allsubsets of
X
.We end this section with the following proposition.2