σ-algebra σ-algebra definition Also called a σ-field A collection of subsets S of some set X such that If A∈S⟹Ac∈S If Ai∈S⟹⋃i∞Ai∈S Or that a σ-algebra is closed under complement and countable union Properties 20231218112156-sigma_algebra_closed_under_countable_intersection 20231218114130-smallest_sigma_algebra