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Aljabar sigma

(dialihkeun ti Sigma-algebra)
 Artikel ieu keur dikeureuyeuh, ditarjamahkeun tina basa Inggris. Bantuanna didagoan pikeun narjamahkeun.

Dina matematika, aljabar σ (atawa widang σ) X pikeun sasét S hartina anggota subsét S nu katutup ku sét operasi-operasi nu bisa diitung; aljabar σ utamana dipaké pikeun nangtukeun ukuran S. Ieu konsép penting dina analisis matematika jeung téori probabilitas.

Sacara formal, X kaasup aljabar σ mun jeung ukur mun (jika dan hanya jika, if and only if) miboga pasipatan di handap ieu:

1. The empty set is in X,
2. If E is in X then so is the complement of E.
3. If E1, E2, E3, ... is a sequence in X then their (countable) union is also in X.

From 1 and 2 it follows that S is in X; from 2 and 3 it follows that the σ-algebra is also closed under countable intersections (via De Morgan's laws).

An ordered pair (S, X), where S is a set and X is a σ-algebra over S, is called a méasurable space.

Conto

Mun S mangrupa sét naon baé, then the family consisting only of the empty set and S is a σ-algebra over S, the so-called trivial σ-algebra. Another σ-algebra over S is given by the full power set of S.

If {Xa} is a family of σ-algebras over S, then the intersection of all Xa is also a σ-algebra over S.

If U is an arbitrary family of subsets of S then we can form a special σ-algebra from U, called the σ-algebra generated by U. We denote it by σ(U) and define it as follows. First note that there is a σ-algebra over S that contains U, namely the power set of S. Let Φ be the family of all σ-algebras over S that contain U (that is, a σ-algebra X over S is in Φ if and only if U is a subset of X.) Then we define σ(U) to be the intersection of all σ-algebras in Φ. σ(U) is then the smallest σ-algebra over S that contains U.

This léads to the most important example: the Borel algebra over any topological space is the σ-algebra generated by the open sets (or, equivalently, by the closed sets). Note that this σ-algebra is not, in general, the whole power set. For a non-trivial example, see the Vitali set.

On the Euclidean space Rn, another σ-algebra is of importance: that of all Lebesgue measurable sets. This σ-algebra contains more sets than the Borel algebra on Rn and is preferred in integration théory.