最終更新日:2022/12/24

Consider all the sigma-algebras that contain ℱ and take their intersection, which we call 𝛴, i.e., a subset A⊂𝛺 is in 𝛴 if and only if A is in every sigma-algebra containing ℱ. It is easy to check that 𝛴 is indeed a sigma-algebra.

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