sigma algebra

sigma algebra

[′sig·mə ′al·jə·brə]
(mathematics)
A collection of subsets of a given set which contains the empty set and is closed under countable union and complementation of sets. Also known as sigma field.
References in periodicals archive ?
Some terms: measurable space, probabilistic space, elementary event, the space of elementary events, sigma algebra, complex event, the function of probability, the probability of events, axioms of probability theory and Borel [sigma]-algebra as defined in (Sarapa, 1993).
The authors discuss a broad range of topics, from the basic concepts of probability to advanced topics for further study, including; integrals, martingales, and sigma algebras.