Definition: Sigma-Algebra

A system of subsets \({\mathcal {A}}\) on a set \(M\) is called a \(\sigma \)-algebra (read "sigma-algebra") if the following conditions are fulfilled:

  1. Definition: Measurable Set
  2. Definition: Measureable Function
  3. Definition: Measure
  4. Definition: Pre-measure
  5. Definition: Measurable Space

Definitions: 1 2 3 4 5


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References

Adapted from CC BY-SA 3.0 Sources:

  1. Brenner, Prof. Dr. rer. nat., Holger: Various courses at the University of Osnabrück