00:01
Suppose g alpha, the sequence g alpha, where alpha is contained in a, a is an index set.
00:16
Suppose this is a sequence, this is a sequence or a family of sigma algebra.
00:26
We want to show that h, which is defined as the intersection, i mean, arbitrary intersection of alpha, g alpha is sigma algebra.
00:48
Okay, first we want to show omega is contained in h.
00:58
Okay, and notice for any r in a, as g alpha is a sigma algebra, we have omega must be an element in g alpha because this is the property for a sigma algebra.
01:23
Okay, now we know omega is, the capital omega is an element for any alpha.
01:32
That means if we intersecting all of those g alpha together, and omega is still contained in the intersection of them, that means omega is an element in alpha in a, g alpha.
01:53
Okay, so omega is contained in h.
01:58
Second, let's say for any set b, which is contained in h, we want to show the complement of b is also contained in h.
02:10
Okay, by the definition, h is equal to the intersection.
02:15
So we know the set b is actually contained in this intersection.
02:22
And this is equivalent to say for any alpha, b is contained in g alpha.
02:32
And again, as g alpha is a sigma algebra, we know this tells us for this alpha, the complement of b is also contained in g alpha.
02:50
Notice our alpha is arbitrary.
02:53
That means for any alpha, we always have the complement of b is contained in g alpha...