Sigma-ideal

In mathematics, particularly measure theory, a σ-ideal of a sigma-algebra (σ, read "sigma," means countable in this context) is a subset with certain desirable closure properties. It is a special type of ideal. Its most frequent application is perhaps in probability theory. Let (Ω,F) be a measurable space (meaning F is a σ-algebra of subsets of Ω). A subset N of F is a σ-ideal if the following properties are satisfied: (i) Ø ∈ N; (ii) When AN and BF , BABN; (iii) \left\{A_n \right\}_{n\in\mathbb{N}} \subseteq N \Rightarrow \bigcup_{n\in\mathbb{N}} A_n\in N. Briefly, a sigma-ideal must contain the empty set and contain subsets and countable unions of its elements. The concept of σ-ideal is dual to that of a countably complete (σ-) filter. If a measure m is given on (Ω,F), the set of m-negligible sets (SF such that m(S) = 0) is a σ-ideal. The notion can be generalized to preorders (P,≤,0) with a bottom element 0 as follows: I is a σ-ideal of P just when (i') 0 ∈ I, (ii') xy & yIxI, and (iii') given a family xnI (nN), there is yI such that xny for each n Thus I contains the bottom element, is downward closed, and is closed under countable suprema (which must exist). It is natural in this context to ask that P itself have countable suprema.

Reference

Bauer, Heinz (2001): Measure and Integration Theory. Walter de Gruyter GmbH & Co. KG, 10785 Berlin, Germany.

 

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