Let
be a set. Then a
-algebra
is a nonempty collection of subsets
of
such that the following hold:
1. is in
.
2. If
is in
,
then so is the complement of
.
3. If
is a sequence of elements of
, then the union of the
s is in
.
If
is any collection of subsets of
, then we can always find a
-algebra containing
, namely the power set of
. By taking the intersection
of all
-algebras
containing
,
we obtain the smallest such
-algebra. We call the smallest
-algebra containing
the
-algebra generated by
.