Smallest generated σ-algebra
Set
context | $X$ |
postulate | $\sigma(A):\equiv \bigcap \{C\ |\ A\subseteq C\land C\subseteq \mathrm{SigmaAlgebra}(X)\} $ |
Discussion
The smallest σ-algebra over $X$ generated by, and hence containing, $A$.
Reference
Wikipedia: σ-Operator (german)