Probability Theory/The algebra of sets

Boolean algebras

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Within the subject of algebra, there is a structure called algebra. In order to meet our needs, we need to strongly modify this concept to obtain Boolean algebras.

Definition 1.1 (Boolean algebras):

A Boolean algebra is a set   together with two binary operations   and  , an unary operation   and   such that the following axioms hold for all  :

  1. Associativity of   and  :  ,  
  2. Commutativity of   and  :  ,  
  3. Absorbtion laws:  ,  
  4. Distributivity laws:  ,  
  5. Neutral elements:  ,  
  6. Complementation laws:  ,  

Fundamental example 1.2 (logic):

If we take   and   to be the usual operations from logic, we obtain a Boolean algebra.

Fundamental example and theorem 1.3:

Let   be an arbitrary set, and let   such that

  1.  
  2.  
  3.  , where   denotes the complement of  .

We set

  •  ,
  •  ,
  •  ,
  •  , and
  •   for all  .

Then   is a Boolean algebra, called an algebra of subsets of  .

Proof: Closedness under the operations follows from 1. - 3. We have to verify 1. - 6. from definition 1.1.

1.

 
 

2.

 
 

3.

 
 

4.

 
 

5.

 
 

6.

 
 

We thus see that the laws of a Boolean algebra are "elevated" from the Boolean algebra of logic to the Boolean algebra of sets.

Exercises

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  • Exercise 1.1.1: Let   be a Boolean algebra and  . Prove that   and  .

Inclusion

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Infinite numbers of subsets

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Limits

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Notation

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During the remainder of the book, we shall adhere to the following notation conventions (due to Felix Hausdorff).

  1. If the sets   are pairwise disjoint, we shall write   for  ; with this notation we already indicate that the   are pairwise disjoint. That is, if we encounter an expression such as   and the   are sets, the   are assumed to be pairwise disjoint.
  2. If   are sets and  , we replace   by  . This means: In any occasion where you find the notation   within this book, it means   and   (note that in this way a set obtains a unique "additive inverse").