Atom of Countably Generated Sigma-Algebra is Measurable
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Theorem
Let $X$ be a set.
Let $\Sigma$ be a countably generated $\sigma$-algebra of $X$.
Then:
- $\ds \forall x \in X : \quad \sqbrk x_\Sigma \in \Sigma$
where $\sqbrk x_\Sigma$ denotes the atom.
Proof
By assumption, there is a countable collection $\GG \subseteq \Sigma$ such that:
- $\ds \Sigma = \map \sigma \GG$
Let $x \in X$.
It suffices to show:
- $\ds \sqbrk x_\Sigma = \bigcap_{ x \in A \in \GG } A \cap \bigcap_{ x \not \in A \in \GG} X \setminus A$
$\subseteq$ is clear.
We need to show $\supseteq$.
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