Countably Infinite: A set is countably infinite if its elements can be put in one-to-one

correspondence with the set of natural numbers. In other words, one can count off all elements in
the set in such a way that, even though the counting will take forever, you will get to any
particular element in a finite amount of time.

Uncountable: The most common way that uncountable sets are introduced is
in considering the interval (0, 1) of real numbers.
The entire set of real numbers is also uncountable.
Sigma Field

The definition of a sigma-field requires that we have a sample space S along

with a collection of subsets of S. This collection of subsets is a sigma-field if the
following conditions are met:

 If the subset A is in the sigma-field, then so is its complement AC.

 If An are countably infinitely many subsets from the sigma-field, then
both the intersection and union of all of these sets is also in the sigma-
field.

A Borel set is any set in a topological space that can be formed from open sets (or, equivalently,
from closed sets) through the operations of countable union, countable intersection, and relative
complement.