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A = . Ai
i =1
A.
n
i =1
(ii)
if A, B
(iii) if A, B
(X ) is a semi-ring if
then A B ,
then there is an n
A.
i =1
[It is not hard to check this. For example, if a < c < d < b , then (a, b] \ (c, d] = (a, c] (d, b].]
Other examples of semi-rings of subsets of X:
(i)
(ii)
(X ) is a semi-ring;
{} is a semi-ring;
1 point.
(i)
R;
(ii)
Remarks
(i)
(ii)
i =1
Ai R and
A R.
n
i =1
-2-
Examples
(i)
(ii)
(iii) R = {A
: A is bounded}.
(iv) An important example for us is , the set of elementary figures in , defined to be the set of all
possible finite unions of sets taken from the semiring P i(of half-open intervals in ) defined
above.
(X ) is an algebra of subsets of X if
is a
, X ,
(ii)
for all A, B , A \ B ,
(X ). Then
n =1
is a -algebra of subsets of X if
Since
n =1
An = X \
n =1
(X \ An ) ,
satisfies
-3is closed under countably infinite intersections. Finite unions and intersections then follow, since
and X are in .
Examples
(X ) are both -algebras of subsets of X.
(i)
{, X},
(ii)
If is a algebra and has only finitely many elements, then is always a -algebra. This is
because only finitely many sets are involved in the countable union.
= {A
: A or
is a -algebra.
The following lemma remains true if -algebra is replaced throughout by algebra, ring but
NOT semi-ring.
Lemma 2.6. Let { : } be a set of -algebras on a set X, where is a non-empty indexing set.
Then
is also a -algebra on X.
Proof
(i)
(ii)
Since
. Thus
is a -algebra, A \ B
n =1
and X
n =1
for every
) = { a -algebra on X :
X(
) is a -algebra on X.
) is called the -algebra on X generated by . Where there is no ambiguity over which set
X we are working in, we may simply write ( ) instead.
X(
-4-
Thus the collection of Borel subsets of X is the -algebra on X generated by the set of open
subsets of X.
We are interested mainly in
and
Let
denote the collection of Borel subsets of . So
is a -algebra which includes all open
sets. Since algebras are closed under complement, all closed subsets of
are also in . Since
is
closed under countable unions and intersections, we see that every countable subset of
is in , in
particular . There are very many sets in but we shall see later that
( ).
We will often call (the sets in)
We have, for example, the Cantor middle thirds set is in . This is a closed and bounded (hence
sequentially compact) subset of with some very interesting properties.
Example 2.9 (the Cantor Middle Thirds Set). Start with X 0 = [0, 1]. Delete the middle third ( 13 , 23 ) to
form X 1 = [0, 13 ] [ 23 , 1]. X 1 consists of two closed intervals. Form X2 by deleting the middle third
of both intervals to leave four closed intervals.
e.g.
X1
X2
X0
1
Xn consists of 2n closed intervals, each with length n obtained by deleting the middle third of all the
3
intervals forming Xn 1 .
Set
C =
n =0
= those points in none of the deleted open intervals, but in [0, 1].
Then C is a closed subset of [0, 1], called the Cantor middle thirds set.
In fact C consists of all x in [0, 1] which have a base 3 expansion of the form
0 . a1 a2 a3 . . .
where all ai are 0 or 2.
C is an example of a metric space with no isolated points but such that the only connected subsets are single points. Although C contains no intervals of positive length, C has the same cardinality
as .
-5-
a)
,b .
[a + (b
]
n
n =1
(a, b) =
n =1
(b a)
a, b .
n