Intersections of Sigma-Algebras and Minimality of the Generated Sigma-Algebra
lemmaAnalysisProbabilitylem:generated-sigma-algebra-smallest-2026aLet be a set.
1. (Intersections) Let be a collection of -algebras on , and let be the family of those subsets of that belong to every member of . Then is a -algebra on .
2. (Minimality) Let be a family of subsets of . Then the -algebra generated by is a -algebra on , it contains , and it is contained in every -algebra on that contains .
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