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In mathematical analysis and in probability theory, a σ-algebra ("sigma algebra"; also σ-field, where the σ comes from the German "Summe" [1]) on a set X is a nonempty collection Σ of subsets of X closed under complement, countable unions, and countable intersections. The ordered pair (,) is called a measurable space.
Greek letters are used in mathematics, science, engineering, and other areas where mathematical notation is used as symbols for constants, special functions, and also conventionally for variables representing certain quantities. In these contexts, the capital letters and the small letters represent distinct and unrelated entities.
The summation of an explicit sequence is denoted as a succession of additions. For example, summation of [1, 2, 4, 2] is denoted 1 + 2 + 4 + 2, and results in 9, that is, 1 + 2 + 4 + 2 = 9. Because addition is associative and commutative, there is no need for parentheses, and the result is the same irrespective of the order of the summands ...
The claim is that the Borel algebra is G ω 1, where ω 1 is the first uncountable ordinal number. That is, the Borel algebra can be generated from the class of open sets by iterating the operation G ↦ G δ σ . {\displaystyle G\mapsto G_{\delta \sigma }.} to the first uncountable ordinal.
Mathematical notation consists of using symbols for representing operations, unspecified numbers, relations, and any other mathematical objects and assembling them into expressions and formulas. Mathematical notation is widely used in mathematics , science , and engineering for representing complex concepts and properties in a concise ...
A mathematical symbol is a figure or a combination of figures that is used to represent a mathematical object, an action on mathematical objects, a relation between mathematical objects, or for structuring the other symbols that occur in a formula. As formulas are entirely constituted with symbols of various types, many symbols are needed for ...
is a σ-algebra and = is a filtration. F {\displaystyle \mathbb {F} } really is a filtration, since by definition all F n {\displaystyle {\mathcal {F}}_{n}} are σ -algebras and σ ( X k ∣ k ≤ n ) ⊆ σ ( X k ∣ k ≤ n + 1 ) . {\displaystyle \sigma (X_{k}\mid k\leq n)\subseteq \sigma (X_{k}\mid k\leq n+1).}
The notation is also used to denote the characteristic function in convex analysis, which is defined as if using the reciprocal of the standard definition of the indicator function. A related concept in statistics is that of a dummy variable .