Non-Separable Sigma-Algebras: Examples & Properties

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In summary, a sigma-algebra can be countably generated in a separable space, but not necessarily in a non-separable space. However, in a compact space, it will always be countably generated.
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wayneckm
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Hello all,

May someone give me an example of sigma-algebra which is not countably generated?

Apparently such example can only be found in a non-separable space?

Taking [tex]\mathbb R[/tex] as example,

1) Sigma-algebra generated by any subsets of a separable space is countably generated?

2) That in a non-compact space may also be countably generated?

3) That in a compact space is countably generated?

Please kindly address my correctness of the above statements. Thanks very much.

Wayne
 
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1) That is correct - any sigma-algebra generated by any subset of a separable space is countably generated. 2) That is not necessarily true. For example, consider the Borel sets in a non-compact space such as [0,1] with the usual Euclidean topology. The Borel sets are not countably generated.3) That is correct - any sigma-algebra generated by a compact space is countably generated.
 

Related to Non-Separable Sigma-Algebras: Examples & Properties

1. What is a non-separable sigma-algebra?

A non-separable sigma-algebra is a type of mathematical structure used in probability theory and measure theory. It is a collection of sets that satisfy certain properties, including closure under countable unions and complements. Non-separable sigma-algebras are distinguished from separable sigma-algebras, which contain a countable dense subset.

2. Can you provide an example of a non-separable sigma-algebra?

One example of a non-separable sigma-algebra is the power set of the real numbers, denoted as 2R. This collection of all subsets of the real numbers is non-separable because the real numbers are uncountable and therefore cannot have a countable dense subset.

3. What are the properties of a non-separable sigma-algebra?

A non-separable sigma-algebra must satisfy the following properties:

  • Closure under countable unions: If A1, A2, A3, ... are all sets in the sigma-algebra, then their union A1 ∪ A2 ∪ A3 ∪ ... is also in the sigma-algebra.
  • Closure under complements: If A is a set in the sigma-algebra, then its complement, denoted as Ac, is also in the sigma-algebra.
  • Contains the empty set: The empty set ∅ is always in the sigma-algebra.
  • Contains the entire space: The entire space, denoted as Ω, is always in the sigma-algebra.

4. How are non-separable sigma-algebras used in probability theory?

In probability theory, non-separable sigma-algebras are used to define the concept of a probability measure on a given sample space. The sets in the sigma-algebra represent all possible outcomes of an experiment, and the probability measure assigns a probability to each set. This allows for the calculation of probabilities for events of interest, such as the probability of rolling a 6 on a fair die.

5. Are non-separable sigma-algebras used in any other areas of mathematics?

Yes, non-separable sigma-algebras are also used in measure theory, a branch of mathematics that deals with the concept of measure, which is a generalization of length, area, and volume. Measure theory is used in various fields, including probability theory, statistics, and analysis. Non-separable sigma-algebras allow for the definition of measures on uncountable sets, which is important for studying continuous spaces and functions.

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