sigma algebra

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Sigma-algebra
In mathematics, a σ-algebra (or sigma-algebra) over a set X is a nonempty collection Σ of subsets of X that is closed under complementation and  countable unions of its members. It is a Boolean algebracompleted to include countably infinite operations. The pair <X, Σ> is also a  field of sets, sometimes called a σ-field or a measurable space.
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