Definition:Trace Sigma-Algebra

Definition
Let $X$ be a set, and let $\Sigma$ be a $\sigma$-algebra on $X$.

Let $E \subseteq X$ be a subset of $X$.

Then the trace $\sigma$-algebra (of $E$ in $\Sigma$), $\Sigma_E$, is defined as:


 * $\Sigma_E := E \cap \Sigma = \left\{{E \cap S: S \in \Sigma}\right\}$

It is a $\sigma$-algebra on $E$, as proved on Trace Sigma-Algebra is Sigma-Algebra.

Also known as
The trace $\sigma$-algebra may also be called the trace sigma-algebra, the induced $\sigma$-algebra (on $E$) or the induced sigma-algebra (on $E$).