however we know that o the algebra generated by o

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Unformatted text preview: open set, then, by definition, Ac is closed and so Ac ∈ O.) However, we know that σ (O), the σ -algebra generated by O, / exists and satisfies O ￿ σ (O) ⊆ 2R . This leads to the following definition. Definition. The Borel σ -algebra of R, written B , is the σ -algebra generated by the open sets. That is, if O denotes the collection of all open subsets of R, then B = σ (O). Since B is a σ -algebra, we see that it necessarily contains all open sets, all closed sets, all unions of open sets, all unions of closed sets, all intersections of closed sets, and all intersections of open sets. Exercise 5.1. The purpose of this exercise is to is to remind you of some facts about open and closed sets. Suppose that {E1 , E2 , . . .} is an arbitrary collection of open subsets of R, and suppose that {F1 , F2 , . . .} is an arbitrary collection of closed subsets of R. Prove that (a) (b) (c) (d) ￿∞ j =1 ￿∞ j =1 ￿∞ j =1 ￿∞ j =1 Ej is necessarily open, Ej need not be open, Fj is necessarily closed, and Fj need not be closed. We often call a countable intersection of open sets a Gδ set (from the German Gebeit for open and Durchschnitt for interse...
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