Elementary Properties of Event Space

Theorem
Let $\mathcal E$ be an experiment with a probability space $\left({\Omega, \Sigma, \Pr}\right)$.

The event space $\Sigma$ of $\mathcal E$ has the following properties:

Countable Intersection of Events is Event
In the above:
 * $A \setminus B$ denotes set difference
 * $A \ast B$ denotes symmetric difference.