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Here, the minimal σ-algebra containing a collection ''T'' of Subset s of ''X'' is the smallest σ-algebra containing ''T''. The existence and uniqueness of the minimal σ-algebra is shown by noting that the Intersection of all σ-algebras containing ''T'' is itself a σ-algebra containing ''T''. The elements of the Borel algebra are called Borel sets, and a subset of ''X'' which is a Borel set is called a '''Borel subset'''. In general topological spaces, even Locally Compact ones, the two structures can be different, although this phenomenon is generally considered to be pathological in mathematical analysis. Indeed, the two structures are identical whenever the topological space is a locally compact Separable Metric Space . GENERATING THE BOREL ALGEBRA In the case ''X'' is a metric space, the Borel algebra in the first sense may be described ''generatively'' as follows. For a collection ''T'' of subsets of ''X'' (that is, for any subset of the power set P(''X'') of ''X''), let
Define by Transfinite Induction a sequence ''Gm'', where ''m'' is an Ordinal Number , in the following manner:
: = the collection of open subsets of ''X''.
:
: We now claim that the Borel algebra is ''Gm'' for the first uncountable ordinal number ''m'', that is, the Borel algebra can be ''generated'' from the class of open sets by iterating the operation : to the first uncountable ordinal. (Note: for any fixed Borel set, we only have to iterate a countable number of times, but as we vary across all Borel sets, this countable number of times is arbitrarily large and approaches the first uncountable ordinal.) To prove this fact, note that any open set in a metric space is the union of an increasing sequence of closed sets. In particular, it is easy to show that complementation of sets maps ''Gm'' into itself for any limit ordinal; moreover if ''m'' is an uncountable limit ordinal, ''Gm'' is closed under countable unions. This alternate definition is useful for some set-theoretic considerations, but the minimalist definition is preferred by analysts. Example An important example, especially in the Theory Of Probability , is the Borel algebra on the set of Real Number s. It is the algebra on which the Borel Measure is defined. Given a real random variable defined on a Probability Space , its Probability Distribution is by definition, also a measure on the Borel algebra. The Borel algebra on the reals is the smallest σ-algebra on R which contains all the Intervals . STANDARD BOREL SPACES AND KURATOWSKI THEOREMS The following is one of a number of theorems of Kuratowski on Borel spaces: A Borel space is just another name for a set equipped with a σ-algebra. Borel spaces form a Category in which the maps are Borel measurable mappings between Borel spaces, where f is Borel measurable means that ''f''−1(''B'') is Borel in ''X'' for any Borel subset ''B'' of ''Y''. Theorem. Let ''X'' be a Polish Space , that is a topological space such that there is a Metric ''d'' on ''X'' which defines the topology of ''X'' and which makes ''X'' a complete separable metric space. Then ''X'' as a Borel space is isomorphic to one of (1) R, (2) '''Z''' or (3) a finite space. Considered as Borel spaces, the real line R and the union of R with a countable set are isomorphic. A standard Borel space is the Borel space associated to a Polish space. For subsets of Polish spaces, Borel sets can be characterized as those sets which are the ranges of continuous injective maps defined on Polish spaces. Note however, that the range of a continuous noninjective map may fail to be Borel. See Analytic Set . SEE ALSO REFERENCES An excellent exposition of the machinery of ''Polish topology'' is given in Chapter 3 of the following reference:
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