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Sigma-ideal

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Briefly, a sigma-ideal must contain the empty set and contain subsets and countable unions of its elements. The concept of 𝜎-ideal is
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That is, when no 𝜎-algebra is specified, then one simply takes the full power set of the underlying set. For example, the
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of a topological space are those in the 𝜎-ideal generated by the collection of closed subsets with empty interior.
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contains the bottom element, is downward closed, and satisfies a countable analogue of the property of being
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is a 𝜎-ideal if the following properties are satisfied:
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It is a special type of 13: 989:is a 𝜎-ideal of the power set of 539: 483: 245: 161: 101: 74: 14: 1147: 592:The notion can be generalized to 196:{\displaystyle \varnothing \in N} 1115:Measure and Integration Theory 620: 602: 569: 563: 486: 474: 114:is a 𝜎-algebra of subsets of 77: 65: 1: 1104: 545:{\displaystyle S\in \Sigma } 495:{\displaystyle (X,\Sigma ),} 277:{\displaystyle B\subseteq A} 251:{\displaystyle B\in \Sigma } 7: 1019: 906:{\displaystyle x_{n}\leq y} 626:{\displaystyle (P,\leq ,0)} 83:{\displaystyle (X,\Sigma )} 10: 1152: 1050:𝜆-system (Dynkin system) 581:{\displaystyle \mu (S)=0} 1097: – Mapping function 799:(iii') given a sequence 39:(𝜎, read "sigma") is a 789:{\displaystyle x\in I,} 718:{\displaystyle 0\in I,} 167:{\displaystyle \Sigma } 107:{\displaystyle \Sigma } 43:with certain desirable 1006: 983: 952: 930: 907: 874: 873:{\displaystyle y\in I} 848: 790: 761: 719: 687: 667: 647: 633:with a bottom element 627: 582: 546: 516: 496: 461: 417: 363: 304: 303:{\displaystyle B\in N} 278: 252: 226: 225:{\displaystyle A\in N} 197: 168: 148: 128: 108: 84: 1007: 984: 953: 931: 908: 875: 849: 791: 762: 720: 688: 668: 648: 628: 583: 547: 517: 497: 462: 418: 364: 305: 279: 253: 227: 198: 169: 149: 129: 109: 85: 1041:Join (sigma algebra) 993: 973: 942: 917: 884: 858: 803: 771: 731: 700: 677: 657: 637: 599: 557: 530: 515:{\displaystyle \mu } 506: 471: 460:{\displaystyle \mu } 451: 373: 317: 288: 262: 236: 210: 181: 158: 138: 118: 98: 62: 1056:Measurable function 1005:{\displaystyle X.} 1002: 979: 948: 929:{\displaystyle n.} 926: 903: 870: 854:there exists some 844: 786: 757: 715: 683: 663: 643: 623: 578: 542: 512: 492: 457: 413: 393: 359: 300: 274: 248: 222: 193: 164: 144: 124: 104: 80: 53:probability theory 982:{\displaystyle X} 951:{\displaystyle I} 746: 686:{\displaystyle P} 673:is a 𝜎-ideal of 666:{\displaystyle I} 646:{\displaystyle 0} 589:) is a 𝜎-ideal. 376: 147:{\displaystyle N} 127:{\displaystyle X} 1143: 1136:Families of sets 1100: 1095:Sigma additivity 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772: 769: 768: 745: and  743: 732: 729: 728: 701: 698: 697: 678: 675: 674: 658: 655: 654: 638: 635: 634: 600: 597: 596: 558: 555: 554: 531: 528: 527: 524:negligible sets 507: 504: 503: 472: 469: 468: 452: 449: 448: 398: 394: 387: 380: 374: 371: 370: 346: 339: 329: 325: 321: 320: 318: 315: 314: 289: 286: 285: 263: 260: 259: 237: 234: 233: 211: 208: 207: 182: 179: 178: 159: 156: 155: 139: 136: 135: 119: 116: 115: 99: 96: 95: 63: 60: 59: 23:, particularly 17: 12: 11: 5: 1149: 1139: 1138: 1133: 1131:Measure theory 1119: 1118: 1106: 1103: 1102: 1101: 1092: 1086: 1080: 1074: 1068: 1059: 1053: 1047: 1038: 1032: 1021: 1018: 1014:meager subsets 1001: 998: 978: 947: 925: 922: 902: 899: 894: 890: 869: 866: 863: 843: 840: 837: 834: 831: 826: 822: 818: 813: 809: 785: 782: 779: 776: 756: 753: 750: 742: 739: 736: 714: 711: 708: 705: 682: 662: 642: 622: 619: 616: 613: 610: 607: 604: 577: 574: 571: 568: 565: 562: 541: 538: 535: 511: 491: 488: 485: 482: 479: 476: 456: 424: 423: 412: 409: 406: 401: 397: 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184: 177: 176: 175: 141: 134:). A subset 121: 93: 71: 68: 56: 54: 50: 46: 42: 38: 34: 30: 26: 22: 1114: 1111:Bauer, Heinz 1077:Sample space 1071:Ring of sets 966: 964: 937: 798: 726: 695: 653:as follows: 591: 467:is given on 443: 425: 57: 32: 28: 18: 502:the set of 33:sigma ideal 21:mathematics 1125:Categories 1105:References 1083:𝜎-algebra 880:such that 693:just when 552:such that 969:of a set 913:for each 898:≤ 865:∈ 836:∈ 833:… 778:∈ 752:∈ 738:≤ 707:∈ 612:≤ 594:preorders 561:μ 540:Σ 537:∈ 510:μ 484:Σ 455:μ 432:countably 405:∈ 385:∈ 378:⋃ 354:⊆ 344:∈ 295:∈ 269:⊆ 246:Σ 243:∈ 217:∈ 188:∈ 185:∅ 162:Σ 102:Σ 94:(meaning 75:Σ 37:σ-algebra 1113:(2001): 1020:See also 967:𝜎-ideal 767:implies 435:complete 284:implies 29:𝜎-ideal 1089:𝜎-ring 1065:-system 446:measure 45:closure 35:, of a 1027:δ 727:(ii') 439:filter 437:(𝜎-) 41:subset 1029:-ring 938:Thus 696:(i') 444:If a 369:then 258:then 206:When 90:be a 49:ideal 31:, or 796:and 428:dual 232:and 58:Let 27:, a 313:If 154:of 19:In 1127:: 965:A 962:. 441:. 55:. 1063:π 1000:. 997:X 977:X 946:I 924:. 921:n 901:y 893:n 889:x 868:I 862:y 842:, 839:I 830:, 825:2 821:x 817:, 812:1 808:x 784:, 781:I 775:x 755:I 749:y 741:y 735:x 713:, 710:I 704:0 681:P 661:I 641:0 621:) 618:0 615:, 609:, 606:P 603:( 576:0 573:= 570:) 567:S 564:( 534:S 526:( 522:- 490:, 487:) 481:, 478:X 475:( 411:. 408:N 400:n 396:A 389:N 382:n 357:N 348:N 341:n 336:} 331:n 327:A 323:{ 310:; 298:N 292:B 272:A 266:B 240:B 220:N 214:A 203:; 191:N 142:N 122:X 78:) 72:, 69:X 66:(

Index

mathematics
measure theory
σ-algebra
subset
closure
ideal
probability theory
measurable space
dual
countably
complete
filter
measure
negligible sets
μ ( S ) = 0 {\displaystyle \mu (S)=0}
preorders
upwards directed
meager subsets
δ-ring
Field of sets
Join (sigma algebra)
𝜆-system (Dynkin system)
Measurable function
π-system
Ring of sets
Sample space
𝜎-algebra
𝜎-ring
Sigma additivity
Bauer, Heinz

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