Definition:Sigma-Algebra/Definition 4

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Definition

Let $X$ be a set.

A $\sigma$-algebra $\Sigma$ over $X$ is an algebra of sets which is closed under countable unions.


Also see


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.