Smallest generated σ-algebra
Set
context | X |
postulate | σ(A):≡⋂{C | A⊆C∧C⊆SigmaAlgebra(X)} |
Discussion
The smallest σ-algebra over X generated by, and hence containing, A.
Reference
Wikipedia: σ-Operator (german)
context | X |
postulate | σ(A):≡⋂{C | A⊆C∧C⊆SigmaAlgebra(X)} |
The smallest σ-algebra over X generated by, and hence containing, A.
Wikipedia: σ-Operator (german)