σ-algebra

noun1

1. •
   A collection of subsets of a given set, such that the empty set is part of this collection, the collection is closed under complements (with respect to the given set) and the collection is closed under countable unions.

   • Consider all the σ-algebras on [0,1] containing all intervals from that segment (there is at least one such σ-algebra, for the collection of all the subsets of a given set clearly forms a σ-algebra). — 2013