728x90 반응형 probability space1 Measure Theoretic Probability $\sigma$-algebraA non-empty collection $\mathcal{E}$ of subsets of $E$ is called an algebra if it is closed under finite unions and complements. $\mathcal{E}$ is $\sigma$-algebra if it is closed under countable unions and complements. In math:$\quad 1.\ A \in \mathcal{E} \Rightarrow E \setminus A \in \mathcal{E}$$\quad 2.\ A_1, A_2, \dots \in \mathcal{E} \Rightarrow \bigcup_{n \ge 1} A_n \in \ma.. 2023. 9. 6. 이전 1 다음 728x90 반응형