# Definition:Sigma-Algebra/Definition 1

## Definition

Let $X$ be a set.

A $\sigma$-algebra $\Sigma$ over $X$ is a system of subsets of $X$ with the following properties:

 $(\text {SA} 1)$ $:$ Unit: $\ds X \in \Sigma$ $(\text {SA} 2)$ $:$ Closure under Complement: $\ds \forall A \in \Sigma:$ $\ds \relcomp X A \in \Sigma$ $(\text {SA} 3)$ $:$ Closure under Countable Unions: $\ds \forall A_n \in \Sigma: n = 1, 2, \ldots:$ $\ds \bigcup_{n \mathop = 1}^\infty A_n \in \Sigma$

## Linguistic Note

The $\sigma$ in $\sigma$-algebra is the Greek letter sigma which equates to the letter s.

$\sigma$ stands for for somme, which is French for union, and also summe, which is German for union.