- #71
nuuskur
Science Advisor
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Ok, now that we know..nuuskur said:You're right, we need a change of gears ..
Call a subset [itex]S\in \Sigma[/itex] to have property [itex](P)[/itex] iff the sub sigma algebra [itex]\Sigma _S := \{S\cap A \mid A\in\Sigma\}[/itex] is infinite. Note that
[tex]
\Sigma = \sigma \left (\Sigma _S \cup \Sigma _{S^c}\right ).\tag{E}
[/tex]
On the one hand we have by definition
[tex]
\Sigma _S \cup \Sigma _{S^c} \subseteq \Sigma \Rightarrow\sigma \left (\Sigma _S \cup \Sigma _{S^c}\right ) \subseteq \sigma (\Sigma) = \Sigma.
[/tex]
Conversely, take [itex]A\in \Sigma[/itex], then
[tex]
A = A\cap (S\cup S^c) = A\cap S \cup A\cap S^c \in \sigma \left ( \Sigma _S \cup \Sigma _{S^c}\right ).
[/tex]
Suffices to show the following: if [itex]S[/itex] has property [itex](P)[/itex], then there exists a partition [itex]S = T\dot{\cup}T'[/itex] such that [itex]T,T'\in\Sigma _S[/itex] are non-empty and at least one of them has property [itex](P)[/itex]. Since [itex]X[/itex] has property [itex](P)[/itex] by assumption, we can repeatedly apply this fact and obtain a strictly decreasing sequence of non-empty proper subsets.
Proof of fact. Suppose [itex]S\in\Sigma[/itex] has property [itex](P)[/itex]. Then [itex]\Sigma _S[/itex] is an infinite sub sigma algebra. Pick [itex]T \in \Sigma _S \setminus \{\emptyset, S\}[/itex] Write [itex]S= T\cup (S\cap T^c)[/itex]. By (E) at least one of the respective sub sigma algebras must be infinite.
Pick a strictly decreasing sequence [itex]X \supset S_1 \supset S_2 \supset \ldots[/itex] from the sigma algebra. Then put [itex]A_n := S_n\setminus S_{n+1}, n\in\mathbb N[/itex], which is a sequence of pairwise disjoint elements and
[tex]
\mathcal P(\mathbb N) \setminus \{ \emptyset, \mathbb N\} \to \Sigma, \quad A \mapsto \bigcup _{x\in A} A_x,
[/tex]
is injective, thus an infinite sigma algebra must be at least of the cardinality of the continuum.
[tex]
\mathcal P(\mathbb N) \setminus \{ \emptyset, \mathbb N\} \to \Sigma, \quad A \mapsto \bigcup _{x\in A} A_x,
[/tex]
is injective, thus an infinite sigma algebra must be at least of the cardinality of the continuum.