A σ-algebra contains the union, and for a nonempty index set the intersection, of any family of its members indexed by a countable set.
In the setting of Measure Spaces, Borel Sets and Lebesgue Measure on the Real Line: Standing Notation, let be a -algebra on a set , let be a countable set, and let , , be a map. Unions and intersections of the family are as in Indexed Families of Sets and Their Union, Intersection and Product (ii) and Indexed Families of Sets and Their Union, Intersection and Product (iii).
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If , then .
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