Section 2: Classes of Sets

Let X be a set. Then

(X ) denotes the set of all subsets of X. If we write

A = . Ai
i =1

we mean that A1 , . . . , An are pairwise disjoint and

A =

A.
n

i =1

Definition 2.1. Let X be a set. Then a collection of sets

(i)

(ii)

if A, B

(iii) if A, B

(X ) is a semi-ring if

then A B ,
then there is an n

wise disjoint and A \ B =

A.

and there are sets A 1 , A 2 , . . . , An

such that Ai are pair-

i =1

The following semi-ring P is particularly important for us.

Example 2.2. Set P = {(a, b]: a, b , a

b}. Then P is a semi-ring of subsets of

[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;

(iii) {} {{x}: x X} = collection of all subsets of X containing

Definition 2.3. Let X be a set, let R

1 point.

(X ). Then R is a ring of subsets of X if

(i)

R;

(ii)

if A, B R then A B, A B and A \ B are all in R.

Remarks
(i)

Every ring is a semi-ring.

(ii)

Rings are closed under finite intersection and union: if A 1 , A 2 , . . . , An R, then

i =1

Ai R and

A R.
n

i =1

-2-

Examples
(i)
(ii)

(X ), {} are both rings of subsets of X.

R = {A X : A is finite}.

(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.

Definition 2.4. Let X be a set. A collection of sets

ring and X .

(X ) is an algebra of subsets of X if

is a

Note: some authors call algebras of sets fields of sets instead.

Examples
(i)
(ii)

{, X} is the smallest possible algebra of subsets of X.

(X ) is an algebra of subsets of X.

(iii) Let A X. Then {, A, X \ A, X} is an algebra of subsets of X.

(iv) Set

= {A X : either A or X \ A are finite (or both)}.

Exercise: Check this is an algebra.

The next type of collection of sets is the most important type of collection in the theory of measure
and integration: the -algebra (also known as -field or Borel algebra or Borel family).
-algebras

A -algebra of subsets of X is an algebra of subsets of X which is closed under countable unions.

In full, the definition of a -algebra is:

Definition 2.5. Let X be a set and let

(i)

, X ,

(ii)

for all A, B , A \ B ,

(iii) whenever A1 , A2 , A3 , . . . , then

(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.

(iii) Set X = . Set

infinite).

= {A

: A or

\ A is countable} (here countable means finite or countably

is a -algebra.

Exercise. Show that

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)

For each , and X are in

Let A, B

Since

. Thus

is a -algebra, A \ B

n =1

and X

. Then, for all , A and B are in

for all , and so A \ B

(iii) Let A1 , A2 , A3 , . . . be a sequence of sets in

and so

. Then, just as before,

n =1

for every

Definition 2.7. Suppose that X is a set and

is any set of subsets of X. There is at least one algebra on X containing , namely, (X ). Now define
X(

) = { a -algebra on X :

the intersection of all the -algebras on X containing . By Lemma 2.6,

Any -algebra on X which contains must contain X ( ) also.

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-

Definition 2.8. Let (X, d) be a metric space. Let

the Borel subsets of X are the sets in X ( ).

be the collection of all open subsets of X. Then

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)

simply the Borel sets.

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-

Every half-open interval (a, b] is a Borel set. This is because

(a, b] =

a)
,b .
[a + (b




]
n

n =1

Thus (a, b] is a countable union of closed sets and hence (a, b] .

We have P . Since
is a ring we have
Also, since is a -algebra containing P, we have

, i.e. every elementary figure is a Borel set.

(P ) .

However, every open interval (a, b) is a countable union of sets in P.

(a, b) =

n =1

(b a)
a, b 


.
n

Thus (a, b) (P ) for all a < b in . But any open set U

is a countable union of open intervals,
e.g. U = {( p, q): p, q and ( p, q) U}. Thus (P ) is a -algebra containing all open subsets of
. Since
is the smallest -algebra containing all the open sets, it follows that
(P ). We
already had (P ) . Thus (P ) = . We have thus proven the following.
Proposition 2.10. The -algebra generated by P is precisely the set of Borel subsets of